| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 308287.8588 | 303575.0114 | 4712.8474 | -29559.5181 | -83707.5762 | 54148.0581 |
| Total P&L (%) | 308.2879 | 303.575 | 4.7128 | -29.5595 | -83.7076 | 54.1481 |
| Avg Daily Profit (%) | 0.1609 | 0.1584 | 0.0025 | -0.0183 | -0.0946 | 0.0226 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -112560 | -132884 | -93883 | -1097181 | -1075891 | -424867 |
| Profit Factor | 1.379 | 1.5541 | 1.0177 | 0.9908 | 0.9648 | 1.0637 |
| Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
| Winning Trades | 146 | 77 | 69 | 146 | 77 | 69 |
| Losing Trades | 52 | 22 | 30 | 52 | 22 | 30 |
| Profitability (%) | 73.7374 | 77.7778 | 69.697 | 73.7374 | 77.7778 | 69.697 |
| Ratio Avg Win / Avg Loss | 0.4911 | 0.444 | 0.4425 | 0.3529 | 0.2756 | 0.4625 |
| Largest Winning Trade | 54352 | 54352 | 16323 | 186313 | 186313 | 87097 |
| Largest Losing Trade | -71440 | -71440 | -56096 | -678196 | -678196 | -291708 |
| Avg Bars in Trades | 37 | 70 | 5 | 37 | 70 | 5 |
| Avg Bars in Winners | 10 | 17 | 2 | 10 | 17 | 2 |
| Avg Bars in Losers | 114 | 255 | 11 | 114 | 255 | 11 |
| Bars Traded | 7520 | 6989 | 531 | 7520 | 6989 | 531 |
| 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 | 370808 | 389666 | -555161 | -576664 | -577189 | -313102 |
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7665,
"evaluation_days": 1916.25,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1596628800000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759549615825,
"expiration_time": 1764502920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 208,
"offset": 0,
"std": 2.16476
}
}
} {
"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": [
[
308287.8588211663,
303575.0113957105,
4712.8474254557,
-29559.5180960131,
-83707.576229071,
54148.0581330582
],
[
308.287859,
303.575011,
4.712847,
-29.559518,
-83.707576,
54.148058
],
[
0.160881,
0.158421,
0.002459,
-0.018284,
-0.094644,
0.022585
],
[
10,
10,
10,
10,
10,
10
],
[
-112560,
-132884,
-93883,
-1097181,
-1075891,
-424867
],
[
1.378977,
1.554089,
1.017745,
0.990836,
0.964755,
1.063657
],
[
198,
99,
99,
198,
99,
99
],
[
146,
77,
69,
146,
77,
69
],
[
52,
22,
30,
52,
22,
30
],
[
73.737374,
77.777778,
69.69697,
73.737374,
77.777778,
69.69697
],
[
0.491143,
0.444025,
0.442498,
0.352901,
0.275644,
0.462459
],
[
54352,
54352,
16323,
186313,
186313,
87097
],
[
-71440,
-71440,
-56096,
-678196,
-678196,
-291708
],
[
37,
70,
5,
37,
70,
5
],
[
10,
17,
2,
10,
17,
2
],
[
114,
255,
11,
114,
255,
11
],
[
7520,
6989,
531,
7520,
6989,
531
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
370808,
389666,
-555161,
-576664,
-577189,
-313102
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7665,
"evaluation_days": 1916.25,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1596628800000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759549615825,
"expiration_time": 1764502920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 208,
"offset": 0,
"std": 2.16476
}
}
}
| # | 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) |
|---|