| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 459555.373 | 402027.9637 | 57527.4094 | 186713.339 | 179213.4352 | 7499.9038 |
| Total P&L (%) | 459.5554 | 402.028 | 57.5274 | 186.7133 | 179.2134 | 7.4999 |
| Avg Daily Profit (%) | 0.2402 | 0.2102 | 0.0301 | 0.0551 | 0.0537 | 0.0038 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -131460 | -139905 | -181198 | -322450 | -223785 | -222066 |
| Profit Factor | 1.3167 | 1.6645 | 1.068 | 1.1133 | 1.2579 | 1.0079 |
| Total Trades | 315 | 157 | 158 | 315 | 157 | 158 |
| Winning Trades | 131 | 69 | 62 | 131 | 69 | 62 |
| Losing Trades | 184 | 88 | 96 | 184 | 88 | 96 |
| Profitability (%) | 41.5873 | 43.949 | 39.2405 | 41.5873 | 43.949 | 39.2405 |
| Ratio Avg Win / Avg Loss | 1.8494 | 2.1228 | 1.6537 | 1.5637 | 1.6043 | 1.5606 |
| Largest Winning Trade | 101202 | 101202 | 41407 | 66467 | 57816 | 66467 |
| Largest Losing Trade | -38892 | -30745 | -38892 | -138572 | -66941 | -138572 |
| Avg Bars in Trades | 71 | 74 | 69 | 71 | 74 | 69 |
| Avg Bars in Winners | 116 | 112 | 120 | 116 | 112 | 120 |
| Avg Bars in Losers | 40 | 44 | 36 | 40 | 44 | 36 |
| Bars Traded | 22673 | 11677 | 10997 | 22673 | 11677 | 10997 |
| Profit Streak | 10.7305 | 0 | 12.6471 | 10.7305 | 0 | 12.6471 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 298244 | 315888 | -301463 | -215172 | -122365 | -567605 |
{
"trading_pair": "ZEN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22955,
"evaluation_days": 1912.92,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1595548800000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759325513448,
"expiration_time": 1765269936000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 215,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 47,
"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": [
[
459555.373045373,
402027.9636643225,
57527.4093810504,
186713.3389572263,
179213.435168792,
7499.9037884343
],
[
459.555373,
402.027964,
57.527409,
186.713339,
179.213435,
7.499904
],
[
0.240238,
0.210165,
0.030073,
0.055078,
0.053692,
0.003781
],
[
10,
10,
10,
10,
10,
10
],
[
-131460,
-139905,
-181198,
-322450,
-223785,
-222066
],
[
1.316695,
1.664503,
1.067992,
1.113264,
1.257885,
1.007865
],
[
315,
157,
158,
315,
157,
158
],
[
131,
69,
62,
131,
69,
62
],
[
184,
88,
96,
184,
88,
96
],
[
41.587302,
43.949045,
39.240506,
41.587302,
43.949045,
39.240506
],
[
1.849403,
2.122845,
1.653665,
1.563669,
1.60426,
1.560566
],
[
101202,
101202,
41407,
66467,
57816,
66467
],
[
-38892,
-30745,
-38892,
-138572,
-66941,
-138572
],
[
71,
74,
69,
71,
74,
69
],
[
116,
112,
120,
116,
112,
120
],
[
40,
44,
36,
40,
44,
36
],
[
22673,
11677,
10997,
22673,
11677,
10997
],
[
10.73048,
0,
12.647146,
10.73048,
0,
12.647146
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
298244,
315888,
-301463,
-215172,
-122365,
-567605
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22955,
"evaluation_days": 1912.92,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1595548800000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759325513448,
"expiration_time": 1765269936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 215,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 47,
"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) |
|---|