| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 437876.1145 | 392477.7844 | 45398.33 | 27905.0619 | -42612.0486 | 70517.1105 |
| Total P&L (%) | 437.8761 | 392.4778 | 45.3983 | 27.9051 | -42.612 | 70.5171 |
| Avg Daily Profit (%) | 0.2276 | 0.204 | 0.0236 | 0.0128 | -0.0289 | 0.0277 |
| Buy And Hold Return (%) | 53.8578 | 53.8578 | 53.8578 | 53.8578 | 53.8578 | 53.8578 |
| Max Trade Drawdown | -201672 | -113614 | -139499 | -1928271 | -1015920 | -1394004 |
| Profit Factor | 1.7267 | 2.2741 | 1.1542 | 1.0061 | 0.9819 | 1.0322 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
| Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
| Profitability (%) | 56.0976 | 53.6585 | 58.5366 | 56.0976 | 53.6585 | 58.5366 |
| Ratio Avg Win / Avg Loss | 1.3514 | 1.964 | 0.8175 | 0.7874 | 0.848 | 0.7311 |
| Largest Winning Trade | 171465 | 171465 | 44591 | 337497 | 337497 | 261640 |
| Largest Losing Trade | -85658 | -57316 | -85658 | -801211 | -394384 | -801211 |
| Avg Bars in Trades | 88 | 67 | 109 | 88 | 67 | 109 |
| Avg Bars in Winners | 97 | 68 | 123 | 97 | 68 | 123 |
| Avg Bars in Losers | 77 | 66 | 90 | 77 | 66 | 90 |
| Bars Traded | 7275 | 2767 | 4508 | 7275 | 2767 | 4508 |
| Profit Streak | 62.7459 | 62.7459 | 76.4959 | 62.7459 | 62.7459 | 76.4959 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 125148 | 484866 | -377638 | -563516 | -579293 | -410035 |
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7696,
"evaluation_days": 1924,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1598832000000,
"last_datapoint_time": 1760205600000,
"evaluation_time": 1760226849022,
"expiration_time": 1765192608000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 225,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 58,
"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": [
[
437876.1144749054,
392477.7844462566,
45398.3300286488,
27905.0619323717,
-42612.0485851326,
70517.1105175048
],
[
437.876114,
392.477784,
45.39833,
27.905062,
-42.612049,
70.517111
],
[
0.227586,
0.203991,
0.023596,
0.012793,
-0.028859,
0.027741
],
[
53.857774,
53.857774,
53.857774,
53.857774,
53.857774,
53.857774
],
[
-201672,
-113614,
-139499,
-1928271,
-1015920,
-1394004
],
[
1.726729,
2.274137,
1.154156,
1.006133,
0.981939,
1.032195
],
[
82,
41,
41,
82,
41,
41
],
[
46,
22,
24,
46,
22,
24
],
[
36,
19,
17,
36,
19,
17
],
[
56.097561,
53.658537,
58.536585,
56.097561,
53.658537,
58.536585
],
[
1.351353,
1.964027,
0.817527,
0.787409,
0.848038,
0.731138
],
[
171465,
171465,
44591,
337497,
337497,
261640
],
[
-85658,
-57316,
-85658,
-801211,
-394384,
-801211
],
[
88,
67,
109,
88,
67,
109
],
[
97,
68,
123,
97,
68,
123
],
[
77,
66,
90,
77,
66,
90
],
[
7275,
2767,
4508,
7275,
2767,
4508
],
[
62.745938,
62.745938,
76.495938,
62.745938,
62.745938,
76.495938
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
125148,
484866,
-377638,
-563516,
-579293,
-410035
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7696,
"evaluation_days": 1924,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1598832000000,
"last_datapoint_time": 1760205600000,
"evaluation_time": 1760226849022,
"expiration_time": 1765192608000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 225,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 58,
"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) |
|---|