| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 565386.3013 | 572631.0256 | -7244.7243 | -15144.4937 | -415457.1133 | 400312.6196 |
| Total P&L (%) | 565.3863 | 572.631 | -7.2447 | -15.1445 | -415.4571 | 400.3126 |
| Avg Daily Profit (%) | 0.2955 | 0.2993 | -0.0038 | -0.0086 | 0 | 0.0842 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -270063 | -203617 | -108528 | -1879430 | -1973199 | -607115 |
| Profit Factor | 1.783 | 2.3938 | 0.9767 | 0.9969 | 0.859 | 1.2149 |
| Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
| Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
| Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
| Profitability (%) | 43.3628 | 37.5 | 49.1228 | 43.3628 | 37.5 | 49.1228 |
| Ratio Avg Win / Avg Loss | 2.3288 | 3.9897 | 1.0116 | 1.302 | 1.4317 | 1.2583 |
| Largest Winning Trade | 593286 | 593286 | 34816 | 562738 | 562738 | 329659 |
| Largest Losing Trade | -33952 | -33952 | -28303 | -518832 | -518832 | -309098 |
| Avg Bars in Trades | 97 | 138 | 56 | 97 | 138 | 56 |
| Avg Bars in Winners | 114 | 184 | 61 | 114 | 184 | 61 |
| Avg Bars in Losers | 84 | 111 | 52 | 84 | 111 | 52 |
| Bars Traded | 11023 | 7778 | 3245 | 11023 | 7778 | 3245 |
| 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 | 358354 | -171747 | -759507 | -581392 | -764305 | -261401 |
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11481,
"evaluation_days": 1913.5,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1595764800000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759331190650,
"expiration_time": 1764279792000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 123,
"offset": 91,
"scalar": 1
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 66,
"offset": 0,
"std": 1.2304
}
}
} {
"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": [
[
565386.3013067428,
572631.0255957962,
-7244.7242890538,
-15144.4936912955,
-415457.1132895265,
400312.6195982312
],
[
565.386301,
572.631026,
-7.244724,
-15.144494,
-415.457113,
400.31262
],
[
0.295472,
0.299258,
-0.003786,
-0.008582,
0,
0.084178
],
[
10,
10,
10,
10,
10,
10
],
[
-270063,
-203617,
-108528,
-1879430,
-1973199,
-607115
],
[
1.782988,
2.39384,
0.976724,
0.996851,
0.858994,
1.214932
],
[
113,
56,
57,
113,
56,
57
],
[
49,
21,
28,
49,
21,
28
],
[
64,
35,
29,
64,
35,
29
],
[
43.362832,
37.5,
49.122807,
43.362832,
37.5,
49.122807
],
[
2.3288,
3.989734,
1.011607,
1.302009,
1.431656,
1.258323
],
[
593286,
593286,
34816,
562738,
562738,
329659
],
[
-33952,
-33952,
-28303,
-518832,
-518832,
-309098
],
[
97,
138,
56,
97,
138,
56
],
[
114,
184,
61,
114,
184,
61
],
[
84,
111,
52,
84,
111,
52
],
[
11023,
7778,
3245,
11023,
7778,
3245
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
358354,
-171747,
-759507,
-581392,
-764305,
-261401
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11481,
"evaluation_days": 1913.5,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1595764800000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759331190650,
"expiration_time": 1764279792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 123,
"offset": 91,
"scalar": 1
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 66,
"offset": 0,
"std": 1.2304
}
}
}
| # | 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) |
|---|