| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 598151.041 | 529128.6313 | 69022.4096 | 324590.4418 | 284991.6763 | 39598.7654 |
| Total P&L (%) | 598.151 | 529.1286 | 69.0224 | 324.5904 | 284.9917 | 39.5988 |
| Avg Daily Profit (%) | 0.3117 | 0.2757 | 0.036 | 0.0754 | 0.0703 | 0.0174 |
| Buy And Hold Return (%) | 37.1526 | 37.1526 | 37.1526 | 37.1526 | 37.1526 | 37.1526 |
| Max Trade Drawdown | -136083 | -175389 | -49427 | -844540 | -962343 | -392306 |
| Profit Factor | 1.8569 | 1.9785 | 1.439 | 1.1005 | 1.1136 | 1.055 |
| Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
| Winning Trades | 69 | 30 | 39 | 69 | 30 | 39 |
| Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
| Profitability (%) | 57.9832 | 50.8475 | 65 | 57.9832 | 50.8475 | 65 |
| Ratio Avg Win / Avg Loss | 1.3456 | 1.9125 | 0.7748 | 0.7975 | 1.0764 | 0.5681 |
| Largest Winning Trade | 303585 | 303585 | 19087 | 655648 | 655648 | 109646 |
| Largest Losing Trade | -59764 | -59764 | -20351 | -586101 | -586101 | -179748 |
| Avg Bars in Trades | 31 | 58 | 5 | 31 | 58 | 5 |
| Avg Bars in Winners | 25 | 51 | 5 | 25 | 51 | 5 |
| Avg Bars in Losers | 40 | 65 | 6 | 40 | 65 | 6 |
| Bars Traded | 3772 | 3433 | 339 | 3772 | 3433 | 339 |
| Profit Streak | 0 | 28.5903 | 0 | 0 | 28.5903 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 459222 | -163586 | -320377 | -202586 | -370747 | -643569 |
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3838,
"evaluation_days": 1919,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1594771200000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759759803418,
"expiration_time": 1764726048000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.27848,
"nc": 0.1
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 175,
"offset": 0,
"std": 2.29576
}
}
} {
"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": [
[
598151.0409664701,
529128.6313339917,
69022.4096324784,
324590.4417800296,
284991.6763389211,
39598.7654411084
],
[
598.151041,
529.128631,
69.02241,
324.590442,
284.991676,
39.598765
],
[
0.311699,
0.275731,
0.035968,
0.075378,
0.070272,
0.017386
],
[
37.152589,
37.152589,
37.152589,
37.152589,
37.152589,
37.152589
],
[
-136083,
-175389,
-49427,
-844540,
-962343,
-392306
],
[
1.856932,
1.978469,
1.438954,
1.100508,
1.113564,
1.055001
],
[
119,
59,
60,
119,
59,
60
],
[
69,
30,
39,
69,
30,
39
],
[
50,
29,
21,
50,
29,
21
],
[
57.983193,
50.847458,
65,
57.983193,
50.847458,
65
],
[
1.345603,
1.91252,
0.774822,
0.79747,
1.076445,
0.568078
],
[
303585,
303585,
19087,
655648,
655648,
109646
],
[
-59764,
-59764,
-20351,
-586101,
-586101,
-179748
],
[
31,
58,
5,
31,
58,
5
],
[
25,
51,
5,
25,
51,
5
],
[
40,
65,
6,
40,
65,
6
],
[
3772,
3433,
339,
3772,
3433,
339
],
[
0,
28.590317,
0,
0,
28.590317,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
459222,
-163586,
-320377,
-202586,
-370747,
-643569
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3838,
"evaluation_days": 1919,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1594771200000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759759803418,
"expiration_time": 1764726048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.27848,
"nc": 0.1
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 175,
"offset": 0,
"std": 2.29576
}
}
}
| # | 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) |
|---|