| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 395041.5878 | 410406.3405 | -15364.7527 | -115994.3089 | 144669.7003 | -260664.0091 |
| Total P&L (%) | 395.0416 | 410.4063 | -15.3648 | -115.9943 | 144.6697 | -260.664 |
| Avg Daily Profit (%) | 0.2062 | 0.2142 | -0.008 | 0 | 0.0467 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -173518 | -115952 | -186956 | -608129 | -347202 | -479511 |
| Profit Factor | 1.2079 | 1.4642 | 0.9849 | 0.9645 | 1.0983 | 0.8545 |
| Total Trades | 392 | 196 | 196 | 392 | 196 | 196 |
| Winning Trades | 204 | 95 | 109 | 195 | 97 | 98 |
| Losing Trades | 188 | 101 | 87 | 197 | 99 | 98 |
| Profitability (%) | 52.0408 | 48.4694 | 55.6122 | 49.7449 | 49.4898 | 50 |
| Ratio Avg Win / Avg Loss | 1.1132 | 1.5567 | 0.7861 | 0.9743 | 1.1209 | 0.8545 |
| Largest Winning Trade | 124842 | 124842 | 37977 | 133596 | 111572 | 133596 |
| Largest Losing Trade | -106881 | -43037 | -106881 | -159914 | -84791 | -159914 |
| Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
| Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
| Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
| Bars Traded | 5596 | 2796 | 2800 | 5596 | 2796 | 2800 |
| Profit Streak | 27.6944 | 32.3611 | 27.6944 | 0 | 0 | 0 |
| Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 407723 | 415705 | -578290 | -578550 | -242375 | -580029 |
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5747,
"evaluation_days": 1915.67,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1597881600000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759509597266,
"expiration_time": 1764443808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 136,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.68991
}
}
} {
"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": [
[
395041.587773108,
410406.3405194326,
-15364.7527463246,
-115994.3088544708,
144669.7002926231,
-260664.0091470941
],
[
395.041588,
410.406341,
-15.364753,
-115.994309,
144.6697,
-260.664009
],
[
0.206216,
0.214236,
-0.008021,
0,
0.046717,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-173518,
-115952,
-186956,
-608129,
-347202,
-479511
],
[
1.20794,
1.464201,
0.984872,
0.964456,
1.09829,
0.854505
],
[
392,
196,
196,
392,
196,
196
],
[
204,
95,
109,
195,
97,
98
],
[
188,
101,
87,
197,
99,
98
],
[
52.040816,
48.469388,
55.612245,
49.744898,
49.489796,
50
],
[
1.1132,
1.556677,
0.786091,
0.974348,
1.120935,
0.854505
],
[
124842,
124842,
37977,
133596,
111572,
133596
],
[
-106881,
-43037,
-106881,
-159914,
-84791,
-159914
],
[
14,
14,
14,
14,
14,
14
],
[
14,
14,
14,
14,
14,
14
],
[
14,
14,
14,
14,
14,
14
],
[
5596,
2796,
2800,
5596,
2796,
2800
],
[
27.694413,
32.361079,
27.694413,
0,
0,
0
],
[
5,
3,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
407723,
415705,
-578290,
-578550,
-242375,
-580029
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5747,
"evaluation_days": 1915.67,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1597881600000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759509597266,
"expiration_time": 1764443808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 136,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.68991
}
}
}
| # | 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) |
|---|