| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 787032.3916 | 732352.5793 | 54679.8123 | 462311.9938 | 181836.4166 | 280475.5771 |
| Total P&L (%) | 787.0324 | 732.3526 | 54.6798 | 462.312 | 181.8364 | 280.4756 |
| Avg Daily Profit (%) | 0.4087 | 0.3803 | 0.0284 | 0.0897 | 0.0538 | 0.0694 |
| Buy And Hold Return (%) | 35.3872 | 35.3872 | 35.3872 | 35.3872 | 35.3872 | 35.3872 |
| Max Trade Drawdown | -146265 | -137877 | -87464 | -1378685 | -1284930 | -606959 |
| Profit Factor | 2.0375 | 2.6912 | 1.168 | 1.0831 | 1.0555 | 1.1225 |
| Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
| Winning Trades | 84 | 36 | 48 | 84 | 36 | 48 |
| Losing Trades | 82 | 47 | 35 | 82 | 47 | 35 |
| Profitability (%) | 50.6024 | 43.3735 | 57.8313 | 50.6024 | 43.3735 | 57.8313 |
| Ratio Avg Win / Avg Loss | 1.989 | 3.5135 | 0.8517 | 1.0573 | 1.378 | 0.8185 |
| Largest Winning Trade | 652280 | 652280 | 39728 | 655770 | 655770 | 309558 |
| Largest Losing Trade | -33055 | -33055 | -26804 | -407987 | -407987 | -373436 |
| Avg Bars in Trades | 45 | 31 | 58 | 45 | 31 | 58 |
| Avg Bars in Winners | 61 | 42 | 75 | 61 | 42 | 75 |
| Avg Bars in Losers | 28 | 22 | 36 | 28 | 22 | 36 |
| Bars Traded | 7493 | 2614 | 4879 | 7493 | 2614 | 4879 |
| Profit Streak | 11.9987 | 48.9987 | 0 | 11.9987 | 48.9987 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 549549 | 445200 | -201603 | -200752 | -284099 | -186966 |
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7703,
"evaluation_days": 1925.75,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1598205600000,
"last_datapoint_time": 1760356800000,
"evaluation_time": 1760378289583,
"expiration_time": 1765348344000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 196,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 54,
"af": 0,
"af0": 0,
"max_af": 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": [
[
787032.3916072483,
732352.5793429421,
54679.8122643059,
462311.9937801964,
181836.4166347262,
280475.5771454705
],
[
787.032392,
732.352579,
54.679812,
462.311994,
181.836417,
280.475577
],
[
0.408689,
0.380295,
0.028394,
0.089714,
0.05382,
0.069413
],
[
35.387249,
35.387249,
35.387249,
35.387249,
35.387249,
35.387249
],
[
-146265,
-137877,
-87464,
-1378685,
-1284930,
-606959
],
[
2.037527,
2.691153,
1.167978,
1.083083,
1.05551,
1.122545
],
[
166,
83,
83,
166,
83,
83
],
[
84,
36,
48,
84,
36,
48
],
[
82,
47,
35,
82,
47,
35
],
[
50.60241,
43.373494,
57.831325,
50.60241,
43.373494,
57.831325
],
[
1.989014,
3.51345,
0.851651,
1.057295,
1.378027,
0.818523
],
[
652280,
652280,
39728,
655770,
655770,
309558
],
[
-33055,
-33055,
-26804,
-407987,
-407987,
-373436
],
[
45,
31,
58,
45,
31,
58
],
[
61,
42,
75,
61,
42,
75
],
[
28,
22,
36,
28,
22,
36
],
[
7493,
2614,
4879,
7493,
2614,
4879
],
[
11.998722,
48.998722,
0,
11.998722,
48.998722,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
549549,
445200,
-201603,
-200752,
-284099,
-186966
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7703,
"evaluation_days": 1925.75,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1598205600000,
"last_datapoint_time": 1760356800000,
"evaluation_time": 1760378289583,
"expiration_time": 1765348344000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 196,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 54,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|