| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 568224.3382 | 533838.7834 | 34385.5548 | 121491.4309 | 122047.7515 | -556.3206 |
| Total P&L (%) | 568.2243 | 533.8388 | 34.3856 | 121.4914 | 122.0478 | -0.5563 |
| Avg Daily Profit (%) | 0.2966 | 0.2786 | 0.0179 | 0.0415 | 0.0416 | -0.0003 |
| Buy And Hold Return (%) | 17.5173 | 17.5173 | 17.5173 | 17.5173 | 17.5173 | 17.5173 |
| Max Trade Drawdown | -278131 | -202090 | -146540 | -2312006 | -1897261 | -898829 |
| Profit Factor | 1.9866 | 2.7384 | 1.1279 | 1.0268 | 1.0532 | 0.9998 |
| Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
| Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
| Profitability (%) | 43.2836 | 38.2353 | 48.4848 | 43.2836 | 38.2353 | 48.4848 |
| Ratio Avg Win / Avg Loss | 2.6031 | 4.4235 | 1.1984 | 1.3455 | 1.7012 | 1.0622 |
| Largest Winning Trade | 322389 | 322389 | 55610 | 1098652 | 1098652 | 575654 |
| Largest Losing Trade | -42585 | -25339 | -42585 | -898829 | -310409 | -898829 |
| Avg Bars in Trades | 164 | 139 | 190 | 164 | 139 | 190 |
| Avg Bars in Winners | 199 | 141 | 246 | 199 | 141 | 246 |
| Avg Bars in Losers | 137 | 138 | 136 | 137 | 138 | 136 |
| Bars Traded | 11020 | 4750 | 6270 | 11020 | 4750 | 6270 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -111251 | 336334 | -256462 | -452396 | -302841 | -579725 |
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11495,
"evaluation_days": 1915.83,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1595361600000,
"last_datapoint_time": 1759521600000,
"evaluation_time": 1759533124831,
"expiration_time": 1764487440000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 95,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 53,
"offset": 0,
"a": 0.51054
}
}
} {
"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": [
[
568224.3382156177,
533838.7833671399,
34385.5548484781,
121491.4308679951,
122047.7514783875,
-556.3206103917
],
[
568.224338,
533.838783,
34.385555,
121.491431,
122.047751,
-0.556321
],
[
0.296594,
0.278646,
0.017948,
0.041516,
0.041647,
-0.000291
],
[
17.517344,
17.517344,
17.517344,
17.517344,
17.517344,
17.517344
],
[
-278131,
-202090,
-146540,
-2312006,
-1897261,
-898829
],
[
1.986598,
2.73835,
1.1279,
1.026832,
1.053151,
0.999751
],
[
67,
34,
33,
67,
34,
33
],
[
29,
13,
16,
29,
13,
16
],
[
38,
21,
17,
38,
21,
17
],
[
43.283582,
38.235294,
48.484848,
43.283582,
38.235294,
48.484848
],
[
2.603129,
4.423488,
1.198393,
1.345504,
1.701244,
1.062235
],
[
322389,
322389,
55610,
1098652,
1098652,
575654
],
[
-42585,
-25339,
-42585,
-898829,
-310409,
-898829
],
[
164,
139,
190,
164,
139,
190
],
[
199,
141,
246,
199,
141,
246
],
[
137,
138,
136,
137,
138,
136
],
[
11020,
4750,
6270,
11020,
4750,
6270
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-111251,
336334,
-256462,
-452396,
-302841,
-579725
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11495,
"evaluation_days": 1915.83,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1595361600000,
"last_datapoint_time": 1759521600000,
"evaluation_time": 1759533124831,
"expiration_time": 1764487440000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 95,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 53,
"offset": 0,
"a": 0.51054
}
}
}
| # | 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) |
|---|