| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 567468.0395 | 469321.9337 | 98146.1057 | 1023291.1514 | -858902.3339 | 1882193.4852 |
| Total P&L (%) | 567.468 | 469.3219 | 98.1461 | 1023.2912 | -858.9023 | 1882.1935 |
| Avg Daily Profit (%) | 0.2959 | 0.2447 | 0.0512 | 0.1262 | 0 | 0.1559 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -106464 | -58059 | -60515 | -2977182 | -2192248 | -1255981 |
| Profit Factor | 2.459 | 3.4461 | 1.498 | 1.1147 | 0.8312 | 1.4912 |
| Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
| Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
| Profitability (%) | 41.2698 | 38.7097 | 43.75 | 41.2698 | 38.7097 | 43.75 |
| Ratio Avg Win / Avg Loss | 3.4994 | 5.4563 | 1.926 | 1.5863 | 1.3161 | 1.9173 |
| Largest Winning Trade | 288262 | 288262 | 56164 | 1239469 | 1239469 | 1208664 |
| Largest Losing Trade | -33199 | -26323 | -33199 | -829713 | -829713 | -701496 |
| Avg Bars in Trades | 177 | 161 | 192 | 177 | 161 | 192 |
| Avg Bars in Winners | 292 | 265 | 316 | 292 | 265 | 316 |
| Avg Bars in Losers | 95 | 95 | 96 | 95 | 95 | 96 |
| Bars Traded | 11163 | 5003 | 6160 | 11163 | 5003 | 6160 |
| 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 | -141129 | 365886 | -124629 | -272026 | -583541 | 272203 |
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11507,
"evaluation_days": 1917.83,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1596844800000,
"last_datapoint_time": 1759694400000,
"evaluation_time": 1759709785076,
"expiration_time": 1764665424000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 198,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 117,
"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": [
[
567468.0394527918,
469321.933732088,
98146.1057207042,
1023291.1513579036,
-858902.333850499,
1882193.4852084036
],
[
567.468039,
469.321934,
98.146106,
1023.291151,
-858.902334,
1882.193485
],
[
0.295891,
0.244715,
0.051176,
0.126204,
0,
0.155859
],
[
10,
10,
10,
10,
10,
10
],
[
-106464,
-58059,
-60515,
-2977182,
-2192248,
-1255981
],
[
2.459008,
3.446078,
1.498016,
1.114709,
0.831232,
1.491239
],
[
63,
31,
32,
63,
31,
32
],
[
26,
12,
14,
26,
12,
14
],
[
37,
19,
18,
37,
19,
18
],
[
41.269841,
38.709677,
43.75,
41.269841,
38.709677,
43.75
],
[
3.499357,
5.456291,
1.926021,
1.586316,
1.316117,
1.917307
],
[
288262,
288262,
56164,
1239469,
1239469,
1208664
],
[
-33199,
-26323,
-33199,
-829713,
-829713,
-701496
],
[
177,
161,
192,
177,
161,
192
],
[
292,
265,
316,
292,
265,
316
],
[
95,
95,
96,
95,
95,
96
],
[
11163,
5003,
6160,
11163,
5003,
6160
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-141129,
365886,
-124629,
-272026,
-583541,
272203
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11507,
"evaluation_days": 1917.83,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1596844800000,
"last_datapoint_time": 1759694400000,
"evaluation_time": 1759709785076,
"expiration_time": 1764665424000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 198,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 117,
"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) |
|---|