| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 190138.8673 | 295972.0041 | -105833.1368 | -114478.3351 | 111161.3497 | -225639.6847 |
| Total P&L (%) | 190.1389 | 295.972 | -105.8331 | -114.4783 | 111.1614 | -225.6397 |
| Avg Daily Profit (%) | 0.0991 | 0.1542 | -0.0552 | 0 | 0.039 | 0 |
| Buy And Hold Return (%) | 32.1535 | 32.1535 | 32.1535 | 32.1535 | 32.1535 | 32.1535 |
| Max Trade Drawdown | -178733 | -112502 | -222320 | -160885 | -39496 | -224129 |
| Profit Factor | 1.1834 | 1.5258 | 0.7765 | 0.709 | 1.8884 | 0.159 |
| Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
| Winning Trades | 99 | 50 | 49 | 66 | 38 | 28 |
| Losing Trades | 73 | 36 | 37 | 106 | 48 | 58 |
| Profitability (%) | 57.5581 | 58.1395 | 56.9767 | 38.3721 | 44.186 | 32.5581 |
| Ratio Avg Win / Avg Loss | 0.8726 | 1.0986 | 0.5864 | 1.1387 | 2.3853 | 0.3293 |
| Largest Winning Trade | 105105 | 105105 | 22534 | 62910 | 62910 | 12824 |
| Largest Losing Trade | -120597 | -65579 | -120597 | -112383 | -37230 | -112383 |
| Avg Bars in Trades | 66 | 101 | 30 | 66 | 101 | 30 |
| Avg Bars in Winners | 37 | 53 | 21 | 106 | 152 | 43 |
| Avg Bars in Losers | 104 | 167 | 43 | 41 | 61 | 24 |
| Bars Traded | 11394 | 8736 | 2658 | 11394 | 8736 | 2658 |
| Profit Streak | 42.4166 | 42.4166 | 55.5833 | 0 | 0 | 0 |
| Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -78449 | 374824 | -579215 | -582732 | -142567 | -587885 |
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11514,
"evaluation_days": 1919,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1595073600000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759802397312,
"expiration_time": 1764769248000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 24,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 75,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
190138.8673107767,
295972.0041252381,
-105833.1368144615,
-114478.3350724068,
111161.3496536075,
-225639.6847260144
],
[
190.138867,
295.972004,
-105.833137,
-114.478335,
111.16135,
-225.639685
],
[
0.099082,
0.154232,
-0.05515,
0,
0.038958,
0
],
[
32.153512,
32.153512,
32.153512,
32.153512,
32.153512,
32.153512
],
[
-178733,
-112502,
-222320,
-160885,
-39496,
-224129
],
[
1.183441,
1.525796,
0.776539,
0.709017,
1.888353,
0.158964
],
[
172,
86,
86,
172,
86,
86
],
[
99,
50,
49,
66,
38,
28
],
[
73,
36,
37,
106,
48,
58
],
[
57.55814,
58.139535,
56.976744,
38.372093,
44.186047,
32.55814
],
[
0.872638,
1.098573,
0.586367,
1.138725,
2.385289,
0.329283
],
[
105105,
105105,
22534,
62910,
62910,
12824
],
[
-120597,
-65579,
-120597,
-112383,
-37230,
-112383
],
[
66,
101,
30,
66,
101,
30
],
[
37,
53,
21,
106,
152,
43
],
[
104,
167,
43,
41,
61,
24
],
[
11394,
8736,
2658,
11394,
8736,
2658
],
[
42.416635,
42.416635,
55.583302,
0,
0,
0
],
[
4,
2,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-78449,
374824,
-579215,
-582732,
-142567,
-587885
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11514,
"evaluation_days": 1919,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1595073600000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759802397312,
"expiration_time": 1764769248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 24,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 75,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|