| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 441975.2795 | 415138.1079 | 26837.1717 | 150705.838 | 80992.0724 | 69713.7657 |
| Total P&L (%) | 441.9753 | 415.1381 | 26.8372 | 150.7058 | 80.9921 | 69.7138 |
| Avg Daily Profit (%) | 0.2303 | 0.2163 | 0.014 | 0.0479 | 0.0309 | 0.0276 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -161760 | -92365 | -97282 | -1408073 | -725560 | -873823 |
| Profit Factor | 1.7955 | 2.6732 | 1.0873 | 1.0396 | 1.0488 | 1.0325 |
| Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
| Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
| Losing Trades | 56 | 26 | 30 | 56 | 26 | 30 |
| Profitability (%) | 47.6636 | 50.9434 | 44.4444 | 47.6636 | 50.9434 | 44.4444 |
| Ratio Avg Win / Avg Loss | 1.9716 | 2.5742 | 1.3591 | 1.1415 | 1.01 | 1.2906 |
| Largest Winning Trade | 303604 | 303604 | 54422 | 490696 | 490696 | 385127 |
| Largest Losing Trade | -41908 | -22457 | -41908 | -386904 | -208901 | -386904 |
| Avg Bars in Trades | 104 | 92 | 115 | 104 | 92 | 115 |
| Avg Bars in Winners | 123 | 82 | 168 | 123 | 82 | 168 |
| Avg Bars in Losers | 87 | 103 | 73 | 87 | 103 | 73 |
| Bars Traded | 11165 | 4919 | 6246 | 11165 | 4919 | 6246 |
| Profit Streak | 0 | 52.75 | 0 | 0 | 52.75 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 383822 | -166509 | -484281 | -306518 | -497766 | -523088 |
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11514,
"evaluation_days": 1919,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1597046400000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759802396298,
"expiration_time": 1764769248000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 211
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 190,
"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": [
[
441975.2795401288,
415138.1078822819,
26837.1716578476,
150705.8380098611,
80992.0723571894,
69713.7656526717
],
[
441.97528,
415.138108,
26.837172,
150.705838,
80.992072,
69.713766
],
[
0.230315,
0.21633,
0.013985,
0.047907,
0.030921,
0.027567
],
[
10,
10,
10,
10,
10,
10
],
[
-161760,
-92365,
-97282,
-1408073,
-725560,
-873823
],
[
1.795534,
2.673232,
1.087285,
1.039603,
1.048826,
1.032476
],
[
107,
53,
54,
107,
53,
54
],
[
51,
27,
24,
51,
27,
24
],
[
56,
26,
30,
56,
26,
30
],
[
47.663551,
50.943396,
44.444444,
47.663551,
50.943396,
44.444444
],
[
1.971567,
2.574223,
1.359107,
1.141525,
1.009981,
1.290596
],
[
303604,
303604,
54422,
490696,
490696,
385127
],
[
-41908,
-22457,
-41908,
-386904,
-208901,
-386904
],
[
104,
92,
115,
104,
92,
115
],
[
123,
82,
168,
123,
82,
168
],
[
87,
103,
73,
87,
103,
73
],
[
11165,
4919,
6246,
11165,
4919,
6246
],
[
0,
52.749957,
0,
0,
52.749957,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
383822,
-166509,
-484281,
-306518,
-497766,
-523088
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11514,
"evaluation_days": 1919,
"actual_first_datapoint_time": 1594008000000,
"first_datapoint_time": 1597046400000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759802396298,
"expiration_time": 1764769248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 211
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 190,
"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) |
|---|