| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 563855.1419 | 588626.1915 | -24771.0496 | -52285.3283 | -392851.5658 | 340566.2375 |
| Total P&L (%) | 563.8551 | 588.6262 | -24.7711 | -52.2853 | -392.8516 | 340.5662 |
| Avg Daily Profit (%) | 0.2936 | 0.3065 | -0.0129 | -0.0385 | 0 | 0.0773 |
| Buy And Hold Return (%) | 15.3099 | 15.3099 | 15.3099 | 15.3099 | 15.3099 | 15.3099 |
| Max Trade Drawdown | -266444 | -231565 | -70143 | -2190030 | -2050328 | -224809 |
| Profit Factor | 1.8713 | 2.1374 | 0.8089 | 0.9857 | 0.8752 | 1.658 |
| Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
| Losing Trades | 61 | 29 | 32 | 61 | 29 | 32 |
| Profitability (%) | 37.1134 | 39.5833 | 34.6939 | 37.1134 | 39.5833 | 34.6939 |
| Ratio Avg Win / Avg Loss | 3.1708 | 3.2624 | 1.5227 | 1.6703 | 1.3359 | 3.121 |
| Largest Winning Trade | 632252 | 632252 | 33629 | 765909 | 765909 | 397710 |
| Largest Losing Trade | -54097 | -54097 | -18980 | -992799 | -992799 | -224809 |
| Avg Bars in Trades | 110 | 215 | 7 | 110 | 215 | 7 |
| Avg Bars in Winners | 109 | 197 | 9 | 109 | 197 | 9 |
| Avg Bars in Losers | 111 | 226 | 5 | 111 | 226 | 5 |
| Bars Traded | 10700 | 10342 | 358 | 10700 | 10342 | 358 |
| 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 | 274931 | 325860 | -583578 | -582753 | -583073 | -92235 |
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11521,
"evaluation_days": 1920.17,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1595289600000,
"last_datapoint_time": 1759896000000,
"evaluation_time": 1759902371715,
"expiration_time": 1764873072000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 82,
"offset": 0,
"std": 1.84302
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 89,
"offset": 0,
"multiplier": 3.15106
}
}
} {
"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": [
[
563855.1418889791,
588626.1914763834,
-24771.049587404,
-52285.3282921713,
-392851.5658266411,
340566.23753447
],
[
563.855142,
588.626191,
-24.77105,
-52.285328,
-392.851566,
340.566238
],
[
0.293649,
0.306549,
-0.0129,
-0.038527,
0,
0.077257
],
[
15.309933,
15.309933,
15.309933,
15.309933,
15.309933,
15.309933
],
[
-266444,
-231565,
-70143,
-2190030,
-2050328,
-224809
],
[
1.871284,
2.137438,
0.808943,
0.985737,
0.875216,
1.658016
],
[
97,
48,
49,
97,
48,
49
],
[
36,
19,
17,
36,
19,
17
],
[
61,
29,
32,
61,
29,
32
],
[
37.113402,
39.583333,
34.693878,
37.113402,
39.583333,
34.693878
],
[
3.170787,
3.262405,
1.522716,
1.670277,
1.335856,
3.120971
],
[
632252,
632252,
33629,
765909,
765909,
397710
],
[
-54097,
-54097,
-18980,
-992799,
-992799,
-224809
],
[
110,
215,
7,
110,
215,
7
],
[
109,
197,
9,
109,
197,
9
],
[
111,
226,
5,
111,
226,
5
],
[
10700,
10342,
358,
10700,
10342,
358
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
274931,
325860,
-583578,
-582753,
-583073,
-92235
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11521,
"evaluation_days": 1920.17,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1595289600000,
"last_datapoint_time": 1759896000000,
"evaluation_time": 1759902371715,
"expiration_time": 1764873072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 82,
"offset": 0,
"std": 1.84302
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 89,
"offset": 0,
"multiplier": 3.15106
}
}
}
| # | 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) |
|---|