| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 574808.0135 | 672184.7166 | -97376.7031 | -85887.9558 | 656901.6297 | -742789.5855 |
| Total P&L (%) | 574.808 | 672.1847 | -97.3767 | -85.888 | 656.9016 | -742.7896 |
| Avg Daily Profit (%) | 0.3015 | 0.3526 | -0.0511 | -0.1027 | 0.1062 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -345529 | -243159 | -129078 | -1973306 | -1203993 | -776065 |
| Profit Factor | 1.5164 | 1.9328 | 0.7518 | 0.9725 | 1.3423 | 0.3847 |
| Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
| Winning Trades | 121 | 54 | 67 | 121 | 54 | 67 |
| Losing Trades | 145 | 79 | 66 | 145 | 79 | 66 |
| Profitability (%) | 45.4887 | 40.6015 | 50.3759 | 45.4887 | 40.6015 | 50.3759 |
| Ratio Avg Win / Avg Loss | 1.8172 | 2.8276 | 0.7406 | 1.1654 | 1.9638 | 0.379 |
| Largest Winning Trade | 763341 | 763341 | 18898 | 1757217 | 1757217 | 38927 |
| Largest Losing Trade | -40277 | -40277 | -17021 | -428681 | -428681 | -333179 |
| Avg Bars in Trades | 41 | 70 | 12 | 41 | 70 | 12 |
| Avg Bars in Winners | 51 | 100 | 11 | 51 | 100 | 11 |
| Avg Bars in Losers | 33 | 50 | 12 | 33 | 50 | 12 |
| Bars Traded | 11069 | 9413 | 1656 | 11069 | 9413 | 1656 |
| 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 | 398163 | 329613 | -580652 | -579474 | -53161 | -580652 |
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11439,
"evaluation_days": 1906.5,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1596283200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758925598238,
"expiration_time": 1763656848000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 159,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
574808.0134905012,
672184.716609887,
-97376.7031193854,
-85887.9557644372,
656901.629733062,
-742789.5854974991
],
[
574.808013,
672.184717,
-97.376703,
-85.887956,
656.90163,
-742.789585
],
[
0.301499,
0.352575,
-0.051076,
-0.102656,
0.106223,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-345529,
-243159,
-129078,
-1973306,
-1203993,
-776065
],
[
1.516446,
1.932804,
0.751843,
0.972526,
1.342342,
0.384732
],
[
266,
133,
133,
266,
133,
133
],
[
121,
54,
67,
121,
54,
67
],
[
145,
79,
66,
145,
79,
66
],
[
45.488722,
40.601504,
50.37594,
45.488722,
40.601504,
50.37594
],
[
1.817229,
2.82762,
0.740622,
1.165423,
1.963797,
0.37899
],
[
763341,
763341,
18898,
1757217,
1757217,
38927
],
[
-40277,
-40277,
-17021,
-428681,
-428681,
-333179
],
[
41,
70,
12,
41,
70,
12
],
[
51,
100,
11,
51,
100,
11
],
[
33,
50,
12,
33,
50,
12
],
[
11069,
9413,
1656,
11069,
9413,
1656
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
398163,
329613,
-580652,
-579474,
-53161,
-580652
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11439,
"evaluation_days": 1906.5,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1596283200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758925598238,
"expiration_time": 1763656848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 159,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|