| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 425134.1007 | 436332.3333 | -11198.2327 | -21450.2299 | 152093.3361 | -173543.566 |
| Total P&L (%) | 425.1341 | 436.3323 | -11.1982 | -21.4502 | 152.0933 | -173.5436 |
| Avg Daily Profit (%) | 0.2209 | 0.2267 | -0.0058 | -0.0125 | 0.0481 | 0 |
| Buy And Hold Return (%) | 102.9692 | 102.9692 | 102.9692 | 102.9692 | 102.9692 | 102.9692 |
| Max Trade Drawdown | -115830 | -128197 | -166351 | -224211 | -223416 | -298482 |
| Profit Factor | 1.3963 | 1.6301 | 0.9705 | 0.9825 | 1.2048 | 0.6386 |
| Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
| Winning Trades | 116 | 58 | 58 | 116 | 58 | 58 |
| Losing Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Profitability (%) | 56.5854 | 56.8627 | 56.3107 | 56.5854 | 56.8627 | 56.3107 |
| Ratio Avg Win / Avg Loss | 1.0713 | 1.2366 | 0.753 | 0.7538 | 0.914 | 0.4954 |
| Largest Winning Trade | 130190 | 130190 | 29539 | 132584 | 132584 | 46243 |
| Largest Losing Trade | -67486 | -66726 | -67486 | -152125 | -152125 | -113533 |
| Avg Bars in Trades | 55 | 99 | 12 | 55 | 99 | 12 |
| Avg Bars in Winners | 40 | 69 | 11 | 40 | 69 | 11 |
| Avg Bars in Losers | 75 | 138 | 13 | 75 | 138 | 13 |
| Bars Traded | 11434 | 10160 | 1274 | 11434 | 10160 | 1274 |
| Profit Streak | 0 | 30.6036 | 0 | 0 | 30.6036 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 298485 | 339194 | -579961 | -578851 | -146647 | -579961 |
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11548,
"evaluation_days": 1924.67,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1594728000000,
"last_datapoint_time": 1760284800000,
"evaluation_time": 1760293752305,
"expiration_time": 1765273536000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 26,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 51,
"offset": 0,
"a": 0.47898
}
}
} {
"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": [
[
425134.1006694493,
436332.3333475214,
-11198.232678072,
-21450.2299011688,
152093.3360696826,
-173543.5659708517
],
[
425.134101,
436.332333,
-11.198233,
-21.45023,
152.093336,
-173.543566
],
[
0.220887,
0.226705,
-0.005818,
-0.012544,
0.048052,
0
],
[
102.969188,
102.969188,
102.969188,
102.969188,
102.969188,
102.969188
],
[
-115830,
-128197,
-166351,
-224211,
-223416,
-298482
],
[
1.396347,
1.630113,
0.970544,
0.982459,
1.204781,
0.638579
],
[
205,
102,
103,
205,
102,
103
],
[
116,
58,
58,
116,
58,
58
],
[
89,
44,
45,
89,
44,
45
],
[
56.585366,
56.862745,
56.31068,
56.585366,
56.862745,
56.31068
],
[
1.071335,
1.236637,
0.753008,
0.753783,
0.913972,
0.495449
],
[
130190,
130190,
29539,
132584,
132584,
46243
],
[
-67486,
-66726,
-67486,
-152125,
-152125,
-113533
],
[
55,
99,
12,
55,
99,
12
],
[
40,
69,
11,
40,
69,
11
],
[
75,
138,
13,
75,
138,
13
],
[
11434,
10160,
1274,
11434,
10160,
1274
],
[
0,
30.603615,
0,
0,
30.603615,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
298485,
339194,
-579961,
-578851,
-146647,
-579961
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11548,
"evaluation_days": 1924.67,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1594728000000,
"last_datapoint_time": 1760284800000,
"evaluation_time": 1760293752305,
"expiration_time": 1765273536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 26,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 51,
"offset": 0,
"a": 0.47898
}
}
}
| # | 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) |
|---|