| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 436222.6844 | 410178.0723 | 26044.6121 | 11401.6949 | -4507.7432 | 15909.4381 |
| Total P&L (%) | 436.2227 | 410.1781 | 26.0446 | 11.4017 | -4.5077 | 15.9094 |
| Avg Daily Profit (%) | 0.2272 | 0.2137 | 0.0136 | 0.0056 | -0.0024 | 0.0077 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -208438 | -182720 | -168150 | -622124 | -661399 | -326579 |
| Profit Factor | 1.3061 | 1.5657 | 1.0372 | 1.0041 | 0.9971 | 1.0126 |
| Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
| Winning Trades | 146 | 66 | 80 | 146 | 66 | 80 |
| Losing Trades | 158 | 86 | 72 | 158 | 86 | 72 |
| Profitability (%) | 48.0263 | 43.4211 | 52.6316 | 48.0263 | 43.4211 | 52.6316 |
| Ratio Avg Win / Avg Loss | 1.4135 | 2.0402 | 0.9335 | 1.0866 | 1.2993 | 0.9114 |
| Largest Winning Trade | 114992 | 114992 | 35750 | 137738 | 134988 | 137738 |
| Largest Losing Trade | -74703 | -34311 | -74703 | -176357 | -176357 | -78356 |
| Avg Bars in Trades | 24 | 27 | 21 | 24 | 27 | 21 |
| Avg Bars in Winners | 25 | 28 | 23 | 25 | 28 | 23 |
| Avg Bars in Losers | 24 | 26 | 20 | 24 | 26 | 20 |
| Bars Traded | 7505 | 4178 | 3327 | 7505 | 4178 | 3327 |
| Profit Streak | 15.7944 | 15.7944 | 16.0444 | 15.7944 | 15.7944 | 16.0444 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 382162 | 345146 | -357518 | -520907 | -580080 | -398517 |
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7679,
"evaluation_days": 1919.75,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1596434400000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759842237685,
"expiration_time": 1764814392000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 114,
"offset": 0
}
}
} {
"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": [
[
436222.6843731932,
410178.0722926059,
26044.6120805874,
11401.6949188494,
-4507.7431619811,
15909.4380808305
],
[
436.222684,
410.178072,
26.044612,
11.401695,
-4.507743,
15.909438
],
[
0.227229,
0.213662,
0.013567,
0.005624,
-0.002403,
0.007691
],
[
10,
10,
10,
10,
10,
10
],
[
-208438,
-182720,
-168150,
-622124,
-661399,
-326579
],
[
1.30611,
1.565743,
1.037205,
1.004051,
0.997104,
1.012649
],
[
304,
152,
152,
304,
152,
152
],
[
146,
66,
80,
146,
66,
80
],
[
158,
86,
72,
158,
86,
72
],
[
48.026316,
43.421053,
52.631579,
48.026316,
43.421053,
52.631579
],
[
1.413461,
2.04021,
0.933485,
1.086576,
1.299257,
0.911384
],
[
114992,
114992,
35750,
137738,
134988,
137738
],
[
-74703,
-34311,
-74703,
-176357,
-176357,
-78356
],
[
24,
27,
21,
24,
27,
21
],
[
25,
28,
23,
25,
28,
23
],
[
24,
26,
20,
24,
26,
20
],
[
7505,
4178,
3327,
7505,
4178,
3327
],
[
15.794417,
15.794418,
16.044418,
15.794418,
15.794418,
16.044418
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
382162,
345146,
-357518,
-520907,
-580080,
-398517
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7679,
"evaluation_days": 1919.75,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1596434400000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759842237685,
"expiration_time": 1764814392000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 114,
"offset": 0
}
}
}
| # | 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) |
|---|