| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1053092.7384 | 1109937.1486 | -56844.4102 | -51234.668 | 206370.2963 | -257604.9642 |
| Total P&L (%) | 1053.0927 | 1109.9371 | -56.8444 | -51.2347 | 206.3703 | -257.605 |
| Avg Daily Profit (%) | 0.5488 | 0.5784 | -0.0296 | -0.0374 | 0.0584 | 0 |
| Buy And Hold Return (%) | 67.7554 | 67.7554 | 67.7554 | 67.7554 | 67.7554 | 67.7554 |
| Max Trade Drawdown | -271053 | -201081 | -132242 | -1797814 | -1314404 | -483409 |
| Profit Factor | 3.1228 | 5.0885 | 0.7469 | 0.9806 | 1.1363 | 0.771 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
| Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
| Profitability (%) | 43.2836 | 42.4242 | 44.1176 | 43.2836 | 42.4242 | 44.1176 |
| Ratio Avg Win / Avg Loss | 4.092 | 6.9058 | 0.9461 | 1.2849 | 1.5422 | 0.9766 |
| Largest Winning Trade | 1294080 | 1294080 | 33672 | 1265223 | 1265223 | 162890 |
| Largest Losing Trade | -47515 | -37348 | -47515 | -405665 | -405665 | -336137 |
| Avg Bars in Trades | 55 | 49 | 60 | 55 | 49 | 60 |
| Avg Bars in Winners | 80 | 73 | 86 | 80 | 73 | 86 |
| Avg Bars in Losers | 36 | 32 | 39 | 36 | 32 | 39 |
| Bars Traded | 3700 | 1646 | 2054 | 3700 | 1646 | 2054 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -106903 | 581789 | -583082 | -703000 | -190492 | -583082 |
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3838,
"evaluation_days": 1919,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1599307200000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759764756512,
"expiration_time": 1764726048000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 123
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 94,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
1053092.7383674153,
1109937.1485729837,
-56844.4102055692,
-51234.6679727654,
206370.2962502057,
-257604.9642229709
],
[
1053.092738,
1109.937149,
-56.84441,
-51.234668,
206.370296,
-257.604964
],
[
0.548772,
0.578394,
-0.029622,
-0.037416,
0.058361,
0
],
[
67.755374,
67.755374,
67.755374,
67.755374,
67.755374,
67.755374
],
[
-271053,
-201081,
-132242,
-1797814,
-1314404,
-483409
],
[
3.122821,
5.088509,
0.746913,
0.980584,
1.136324,
0.771011
],
[
67,
33,
34,
67,
33,
34
],
[
29,
14,
15,
29,
14,
15
],
[
38,
19,
19,
38,
19,
19
],
[
43.283582,
42.424242,
44.117647,
43.283582,
42.424242,
44.117647
],
[
4.091972,
6.905834,
0.94609,
1.284903,
1.542155,
0.976613
],
[
1294080,
1294080,
33672,
1265223,
1265223,
162890
],
[
-47515,
-37348,
-47515,
-405665,
-405665,
-336137
],
[
55,
49,
60,
55,
49,
60
],
[
80,
73,
86,
80,
73,
86
],
[
36,
32,
39,
36,
32,
39
],
[
3700,
1646,
2054,
3700,
1646,
2054
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-106903,
581789,
-583082,
-703000,
-190492,
-583082
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3838,
"evaluation_days": 1919,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1599307200000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759764756512,
"expiration_time": 1764726048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 123
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 94,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|