| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 444118.3066 | 422684.0257 | 21434.281 | 25090.6562 | 160680.2617 | -135589.6055 |
| Total P&L (%) | 444.1183 | 422.684 | 21.4343 | 25.0907 | 160.6803 | -135.5896 |
| Avg Daily Profit (%) | 0.233 | 0.2217 | 0.0112 | 0.0117 | 0.0503 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -235986 | -212040 | -52913 | -978925 | -755729 | -388849 |
| Profit Factor | 1.541 | 1.7416 | 1.0854 | 1.0105 | 1.1034 | 0.8377 |
| Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
| Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
| Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
| Profitability (%) | 48.9051 | 44.1176 | 53.6232 | 48.9051 | 44.1176 | 53.6232 |
| Ratio Avg Win / Avg Loss | 1.61 | 2.206 | 0.9387 | 1.0557 | 1.3976 | 0.7245 |
| Largest Winning Trade | 211908 | 211908 | 28068 | 558094 | 558094 | 183755 |
| Largest Losing Trade | -52351 | -52351 | -32893 | -324391 | -271390 | -324391 |
| Avg Bars in Trades | 80 | 146 | 15 | 80 | 146 | 15 |
| Avg Bars in Winners | 86 | 175 | 14 | 86 | 175 | 14 |
| Avg Bars in Losers | 74 | 123 | 15 | 74 | 123 | 15 |
| Bars Traded | 10999 | 9957 | 1042 | 10999 | 9957 | 1042 |
| Profit Streak | 23.5268 | 0 | 51.0268 | 23.5268 | 0 | 51.0268 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 397905 | -100637 | -412362 | -389192 | -344324 | -681146 |
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11439,
"evaluation_days": 1906.5,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1597291200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759005516461,
"expiration_time": 1763656848000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 229,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 19,
"offset": 0,
"std": 4.71137
}
}
} {
"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": [
[
444118.3066102176,
422684.0256574512,
21434.2809527665,
25090.6561974341,
160680.2616785491,
-135589.6054811154
],
[
444.118307,
422.684026,
21.434281,
25.090656,
160.680262,
-135.589605
],
[
0.23295,
0.221707,
0.011243,
0.011743,
0.050268,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-235986,
-212040,
-52913,
-978925,
-755729,
-388849
],
[
1.540973,
1.741553,
1.085408,
1.010499,
1.103392,
0.837744
],
[
137,
68,
69,
137,
68,
69
],
[
67,
30,
37,
67,
30,
37
],
[
70,
38,
32,
70,
38,
32
],
[
48.905109,
44.117647,
53.623188,
48.905109,
44.117647,
53.623188
],
[
1.609971,
2.205967,
0.938731,
1.055746,
1.397629,
0.724536
],
[
211908,
211908,
28068,
558094,
558094,
183755
],
[
-52351,
-52351,
-32893,
-324391,
-271390,
-324391
],
[
80,
146,
15,
80,
146,
15
],
[
86,
175,
14,
86,
175,
14
],
[
74,
123,
15,
74,
123,
15
],
[
10999,
9957,
1042,
10999,
9957,
1042
],
[
23.526811,
0,
51.026811,
23.526811,
0,
51.026811
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
397905,
-100637,
-412362,
-389192,
-344324,
-681146
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11439,
"evaluation_days": 1906.5,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1597291200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759005516461,
"expiration_time": 1763656848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 229,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 19,
"offset": 0,
"std": 4.71137
}
}
}
| # | 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) |
|---|