| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 757644.9531 | 644972.1718 | 112672.7813 | 1336442.1841 | -973133.7888 | 2309575.9729 |
| Total P&L (%) | 757.645 | 644.9722 | 112.6728 | 1336.4422 | -973.1338 | 2309.576 |
| Avg Daily Profit (%) | 0.3941 | 0.3355 | 0.0586 | 0.1387 | 0 | 0.1657 |
| Buy And Hold Return (%) | 76.1202 | 76.1202 | 76.1202 | 76.1202 | 76.1202 | 76.1202 |
| Max Trade Drawdown | -155282 | -117166 | -87138 | -3339232 | -3323314 | -1445571 |
| Profit Factor | 2.6128 | 3.7549 | 1.4781 | 1.142 | 0.8227 | 1.5888 |
| Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
| Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
| Profitability (%) | 44.6154 | 37.5 | 51.5152 | 44.6154 | 37.5 | 51.5152 |
| Ratio Avg Win / Avg Loss | 3.2435 | 6.2582 | 1.3912 | 1.4176 | 1.3712 | 1.4953 |
| Largest Winning Trade | 329365 | 329365 | 60382 | 1386642 | 1094034 | 1386642 |
| Largest Losing Trade | -49630 | -27493 | -49630 | -820258 | -775686 | -820258 |
| Avg Bars in Trades | 114 | 108 | 120 | 114 | 108 | 120 |
| Avg Bars in Winners | 154 | 150 | 156 | 154 | 150 | 156 |
| Avg Bars in Losers | 82 | 82 | 82 | 82 | 82 | 82 |
| Bars Traded | 7452 | 3462 | 3990 | 7452 | 3462 | 3990 |
| Profit Streak | 0 | 41.5546 | 0 | 0 | 41.5546 | 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 | -123692 | 422431 | -129703 | -210156 | -583454 | 351522 |
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7690,
"evaluation_days": 1922.5,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1596736800000,
"last_datapoint_time": 1760076000000,
"evaluation_time": 1760080720724,
"expiration_time": 1765059120000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 98,
"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": [
[
757644.9531363894,
644972.1718188501,
112672.7813175395,
1336442.1840993683,
-973133.7887934081,
2309575.972892776
],
[
757.644953,
644.972172,
112.672781,
1336.442184,
-973.133789,
2309.575973
],
[
0.394094,
0.335486,
0.058607,
0.138705,
0,
0.165653
],
[
76.120184,
76.120184,
76.120184,
76.120184,
76.120184,
76.120184
],
[
-155282,
-117166,
-87138,
-3339232,
-3323314,
-1445571
],
[
2.612824,
3.754939,
1.47814,
1.141993,
0.822728,
1.588798
],
[
65,
32,
33,
65,
32,
33
],
[
29,
12,
17,
29,
12,
17
],
[
36,
20,
16,
36,
20,
16
],
[
44.615385,
37.5,
51.515152,
44.615385,
37.5,
51.515152
],
[
3.243505,
6.258232,
1.39119,
1.417647,
1.371213,
1.495339
],
[
329365,
329365,
60382,
1386642,
1094034,
1386642
],
[
-49630,
-27493,
-49630,
-820258,
-775686,
-820258
],
[
114,
108,
120,
114,
108,
120
],
[
154,
150,
156,
154,
150,
156
],
[
82,
82,
82,
82,
82,
82
],
[
7452,
3462,
3990,
7452,
3462,
3990
],
[
0,
41.554638,
0,
0,
41.554638,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-123692,
422431,
-129703,
-210156,
-583454,
351522
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7690,
"evaluation_days": 1922.5,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1596736800000,
"last_datapoint_time": 1760076000000,
"evaluation_time": 1760080720724,
"expiration_time": 1765059120000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 98,
"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) |
|---|