| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 481868.4523 | 502074.1569 | -20205.7046 | -74757.8317 | 28737.6512 | -103495.4828 |
| Total P&L (%) | 481.8685 | 502.0742 | -20.2057 | -74.7578 | 28.7377 | -103.4955 |
| Avg Daily Profit (%) | 0.2528 | 0.2633 | -0.0106 | -0.0722 | 0.0133 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -182565 | -90541 | -174649 | -205145 | -102796 | -161587 |
| Profit Factor | 1.5262 | 2.246 | 0.9606 | 0.9171 | 1.0777 | 0.8053 |
| Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
| Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
| Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
| Profitability (%) | 55 | 53.3333 | 56.6667 | 55 | 53.3333 | 56.6667 |
| Ratio Avg Win / Avg Loss | 1.2487 | 1.9653 | 0.7346 | 0.7503 | 0.943 | 0.6158 |
| Largest Winning Trade | 351421 | 351421 | 64669 | 75787 | 39971 | 75787 |
| Largest Losing Trade | -79226 | -32032 | -79226 | -90604 | -47587 | -90604 |
| Avg Bars in Trades | 91 | 82 | 100 | 91 | 82 | 100 |
| Avg Bars in Winners | 95 | 86 | 104 | 95 | 86 | 104 |
| Avg Bars in Losers | 86 | 79 | 95 | 86 | 79 | 95 |
| Bars Traded | 10997 | 4975 | 6022 | 10997 | 4975 | 6022 |
| Profit Streak | 29.2821 | 29.2821 | 34.1154 | 29.2821 | 29.2821 | 34.1154 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 414371 | -155353 | -748552 | -578805 | -483305 | -748552 |
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11439,
"evaluation_days": 1906.5,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1597593600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758998772025,
"expiration_time": 1763656848000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 111,
"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": [
[
481868.4523164666,
502074.1569339319,
-20205.7046174655,
-74757.8316635701,
28737.651185724,
-103495.482849294
],
[
481.868452,
502.074157,
-20.205705,
-74.757832,
28.737651,
-103.495483
],
[
0.25275,
0.263349,
-0.010598,
-0.072182,
0.013251,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-182565,
-90541,
-174649,
-205145,
-102796,
-161587
],
[
1.526231,
2.246027,
0.960594,
0.917067,
1.077689,
0.805283
],
[
120,
60,
60,
120,
60,
60
],
[
66,
32,
34,
66,
32,
34
],
[
54,
28,
26,
54,
28,
26
],
[
55,
53.333333,
56.666667,
55,
53.333333,
56.666667
],
[
1.248735,
1.965273,
0.734572,
0.750328,
0.942978,
0.615805
],
[
351421,
351421,
64669,
75787,
39971,
75787
],
[
-79226,
-32032,
-79226,
-90604,
-47587,
-90604
],
[
91,
82,
100,
91,
82,
100
],
[
95,
86,
104,
95,
86,
104
],
[
86,
79,
95,
86,
79,
95
],
[
10997,
4975,
6022,
10997,
4975,
6022
],
[
29.282084,
29.282084,
34.115417,
29.282084,
29.282084,
34.115417
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
414371,
-155353,
-748552,
-578805,
-483305,
-748552
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11439,
"evaluation_days": 1906.5,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1597593600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758998772025,
"expiration_time": 1763656848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 111,
"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) |
|---|