| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 622695.2236 | 761528.845 | -138833.6213 | -95521.0303 | 516245.3681 | -611766.3983 |
| Total P&L (%) | 622.6952 | 761.5288 | -138.8336 | -95.521 | 516.2454 | -611.7664 |
| Avg Daily Profit (%) | 0.3251 | 0.3975 | -0.0725 | -0.162 | 0.095 | 0 |
| Buy And Hold Return (%) | 78.3444 | 78.3444 | 78.3444 | 78.3444 | 78.3444 | 78.3444 |
| Max Trade Drawdown | -387994 | -240140 | -154838 | -851750 | -238732 | -619865 |
| Profit Factor | 1.9398 | 3.2096 | 0.5633 | 0.9055 | 2.7164 | 0.1388 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
| Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
| Profitability (%) | 45.3488 | 41.8605 | 48.8372 | 45.3488 | 41.8605 | 48.8372 |
| Ratio Avg Win / Avg Loss | 2.3378 | 4.4577 | 0.5901 | 1.0913 | 3.7727 | 0.1454 |
| Largest Winning Trade | 1002526 | 1002526 | 23935 | 759403 | 759403 | 33029 |
| Largest Losing Trade | -75319 | -44460 | -75319 | -596065 | -76557 | -596065 |
| Avg Bars in Trades | 63 | 71 | 55 | 63 | 71 | 55 |
| Avg Bars in Winners | 70 | 75 | 66 | 70 | 75 | 66 |
| Avg Bars in Losers | 57 | 68 | 44 | 57 | 68 | 44 |
| Bars Traded | 5450 | 3074 | 2376 | 5450 | 3074 | 2376 |
| Profit Streak | 0 | 0 | 55.6944 | 0 | 0 | 55.6944 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 403619 | 458855 | -579777 | -580690 | -63967 | -579777 |
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5747,
"evaluation_days": 1915.67,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1600876800000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759509595023,
"expiration_time": 1764443808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 8,
"offset": 224
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 240,
"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": [
[
622695.2236462119,
761528.8449714906,
-138833.6213252787,
-95521.0302659445,
516245.3680785551,
-611766.3983444992
],
[
622.695224,
761.528845,
-138.833621,
-95.52103,
516.245368,
-611.766398
],
[
0.325053,
0.397526,
-0.072473,
-0.161993,
0.094971,
0
],
[
78.34442,
78.34442,
78.34442,
78.34442,
78.34442,
78.34442
],
[
-387994,
-240140,
-154838,
-851750,
-238732,
-619865
],
[
1.939839,
3.209554,
0.563283,
0.905533,
2.716368,
0.138818
],
[
86,
43,
43,
86,
43,
43
],
[
39,
18,
21,
39,
18,
21
],
[
47,
25,
22,
47,
25,
22
],
[
45.348837,
41.860465,
48.837209,
45.348837,
41.860465,
48.837209
],
[
2.337754,
4.457714,
0.590106,
1.091283,
3.772734,
0.145429
],
[
1002526,
1002526,
23935,
759403,
759403,
33029
],
[
-75319,
-44460,
-75319,
-596065,
-76557,
-596065
],
[
63,
71,
55,
63,
71,
55
],
[
70,
75,
66,
70,
75,
66
],
[
57,
68,
44,
57,
68,
44
],
[
5450,
3074,
2376,
5450,
3074,
2376
],
[
0,
0,
55.694387,
0,
0,
55.694387
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
403619,
458855,
-579777,
-580690,
-63967,
-579777
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5747,
"evaluation_days": 1915.67,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1600876800000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759509595023,
"expiration_time": 1764443808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 8,
"offset": 224
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 240,
"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) |
|---|