| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 700225.5966 | 660497.6241 | 39727.9725 | 116278.4722 | 479527.7393 | -363249.267 |
| Total P&L (%) | 700.2256 | 660.4976 | 39.728 | 116.2785 | 479.5277 | -363.2493 |
| Avg Daily Profit (%) | 0.3638 | 0.3432 | 0.0206 | 0.0401 | 0.0913 | 0 |
| Buy And Hold Return (%) | 102.1531 | 102.1531 | 102.1531 | 102.1531 | 102.1531 | 102.1531 |
| Max Trade Drawdown | -262251 | -216362 | -63897 | -1987590 | -1681418 | -589458 |
| Profit Factor | 1.9592 | 2.1651 | 1.2436 | 1.0333 | 1.1821 | 0.5764 |
| Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
| Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
| Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
| Profitability (%) | 51.9084 | 49.2308 | 54.5455 | 51.9084 | 49.2308 | 54.5455 |
| Ratio Avg Win / Avg Loss | 1.8152 | 2.2328 | 1.0363 | 0.9573 | 1.219 | 0.4803 |
| Largest Winning Trade | 518584 | 518584 | 16766 | 930523 | 930523 | 60474 |
| Largest Losing Trade | -39571 | -39571 | -15327 | -745391 | -745391 | -264208 |
| Avg Bars in Trades | 172 | 330 | 15 | 172 | 330 | 15 |
| Avg Bars in Winners | 201 | 411 | 14 | 201 | 411 | 14 |
| Avg Bars in Losers | 140 | 252 | 17 | 140 | 252 | 17 |
| Bars Traded | 22543 | 21501 | 1042 | 22543 | 21501 | 1042 |
| Profit Streak | 37.908 | 38.158 | 37.908 | 37.908 | 38.158 | 37.908 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 527259 | -118409 | -454090 | -446087 | -224314 | -703546 |
{
"trading_pair": "ZEN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23095,
"evaluation_days": 1924.58,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1594785600000,
"last_datapoint_time": 1760328000000,
"evaluation_time": 1760334449485,
"expiration_time": 1766314224000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 109,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 156,
"offset": 0,
"std": 2.50547
}
}
} {
"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": [
[
700225.5966216195,
660497.6240917215,
39727.972529898,
116278.4722330957,
479527.7392740077,
-363249.2670409114
],
[
700.225597,
660.497624,
39.727973,
116.278472,
479.527739,
-363.249267
],
[
0.363833,
0.343191,
0.020642,
0.040089,
0.091337,
0
],
[
102.153142,
102.153142,
102.153142,
102.153142,
102.153142,
102.153142
],
[
-262251,
-216362,
-63897,
-1987590,
-1681418,
-589458
],
[
1.959219,
2.165095,
1.243593,
1.033305,
1.182069,
0.576397
],
[
131,
65,
66,
131,
65,
66
],
[
68,
32,
36,
68,
32,
36
],
[
63,
33,
30,
63,
33,
30
],
[
51.908397,
49.230769,
54.545455,
51.908397,
49.230769,
54.545455
],
[
1.815158,
2.232755,
1.036327,
0.957327,
1.219009,
0.480331
],
[
518584,
518584,
16766,
930523,
930523,
60474
],
[
-39571,
-39571,
-15327,
-745391,
-745391,
-264208
],
[
172,
330,
15,
172,
330,
15
],
[
201,
411,
14,
201,
411,
14
],
[
140,
252,
17,
140,
252,
17
],
[
22543,
21501,
1042,
22543,
21501,
1042
],
[
37.90798,
38.15798,
37.90798,
37.90798,
38.15798,
37.90798
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
527259,
-118409,
-454090,
-446087,
-224314,
-703546
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23095,
"evaluation_days": 1924.58,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1594785600000,
"last_datapoint_time": 1760328000000,
"evaluation_time": 1760334449485,
"expiration_time": 1766314224000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 109,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 156,
"offset": 0,
"std": 2.50547
}
}
}
| # | 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) |
|---|