| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 865199.5529 | 898166.3239 | -32966.771 | -49008.9318 | 33226.3402 | -82235.2719 |
| Total P&L (%) | 865.1996 | 898.1663 | -32.9668 | -49.0089 | 33.2263 | -82.2353 |
| Avg Daily Profit (%) | 0.4499 | 0.4671 | -0.0171 | -0.035 | 0.0149 | -0.0898 |
| Buy And Hold Return (%) | 39.9358 | 39.9358 | 39.9358 | 39.9358 | 39.9358 | 39.9358 |
| Max Trade Drawdown | -284055 | -233672 | -53676 | -1423263 | -1250870 | -194359 |
| Profit Factor | 2.7168 | 3.1268 | 0.5962 | 0.9748 | 1.0195 | 0.6512 |
| Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
| Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
| Profitability (%) | 39.6825 | 35.4839 | 43.75 | 39.6825 | 35.4839 | 43.75 |
| Ratio Avg Win / Avg Loss | 4.1296 | 5.6851 | 0.7666 | 1.4816 | 1.8536 | 0.8373 |
| Largest Winning Trade | 895391 | 895391 | 9081 | 1017059 | 1017059 | 102675 |
| Largest Losing Trade | -59639 | -59639 | -22072 | -686116 | -686116 | -130155 |
| Avg Bars in Trades | 175 | 347 | 9 | 175 | 347 | 9 |
| Avg Bars in Winners | 274 | 611 | 10 | 274 | 611 | 10 |
| Avg Bars in Losers | 110 | 202 | 9 | 110 | 202 | 9 |
| Bars Traded | 11080 | 10770 | 310 | 11080 | 10770 | 310 |
| 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 | -139932 | 381960 | -582963 | -734401 | -542374 | -582963 |
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11538,
"evaluation_days": 1923,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1594987200000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760154953509,
"expiration_time": 1765125216000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 69,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 29,
"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": [
[
865199.5528926979,
898166.3238866316,
-32966.7709939337,
-49008.9317506437,
33226.3401707786,
-82235.2719214223
],
[
865.199553,
898.166324,
-32.966771,
-49.008932,
33.22634,
-82.235272
],
[
0.449922,
0.467065,
-0.017143,
-0.035018,
0.014919,
-0.089817
],
[
39.935803,
39.935803,
39.935803,
39.935803,
39.935803,
39.935803
],
[
-284055,
-233672,
-53676,
-1423263,
-1250870,
-194359
],
[
2.71682,
3.126816,
0.596238,
0.974765,
1.019472,
0.651221
],
[
63,
31,
32,
63,
31,
32
],
[
25,
11,
14,
25,
11,
14
],
[
38,
20,
18,
38,
20,
18
],
[
39.68254,
35.483871,
43.75,
39.68254,
35.483871,
43.75
],
[
4.129567,
5.685119,
0.766591,
1.481643,
1.853586,
0.837284
],
[
895391,
895391,
9081,
1017059,
1017059,
102675
],
[
-59639,
-59639,
-22072,
-686116,
-686116,
-130155
],
[
175,
347,
9,
175,
347,
9
],
[
274,
611,
10,
274,
611,
10
],
[
110,
202,
9,
110,
202,
9
],
[
11080,
10770,
310,
11080,
10770,
310
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-139932,
381960,
-582963,
-734401,
-542374,
-582963
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11538,
"evaluation_days": 1923,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1594987200000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760154953509,
"expiration_time": 1765125216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 69,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 29,
"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) |
|---|