| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 597096.4638 | 485997.2385 | 111099.2253 | 1665034.7818 | 453152.39 | 1211882.3918 |
| Total P&L (%) | 597.0965 | 485.9972 | 111.0992 | 1665.0348 | 453.1524 | 1211.8824 |
| Avg Daily Profit (%) | 0.3123 | 0.2542 | 0.0581 | 0.1503 | 0.0895 | 0.1347 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -95652 | -60035 | -65605 | -1243922 | -765432 | -832124 |
| Profit Factor | 2.5603 | 3.708 | 1.5467 | 1.3824 | 1.1959 | 1.5938 |
| Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
| Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
| Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
| Profitability (%) | 46.3158 | 41.6667 | 51.0638 | 46.3158 | 41.6667 | 51.0638 |
| Ratio Avg Win / Avg Loss | 2.9676 | 5.1913 | 1.4823 | 1.6024 | 1.6743 | 1.5274 |
| Largest Winning Trade | 266665 | 266665 | 61289 | 697944 | 697944 | 697246 |
| Largest Losing Trade | -40038 | -25082 | -40038 | -671217 | -358483 | -671217 |
| Avg Bars in Trades | 55 | 50 | 60 | 55 | 50 | 60 |
| Avg Bars in Winners | 85 | 74 | 95 | 85 | 74 | 95 |
| Avg Bars in Losers | 30 | 34 | 24 | 30 | 34 | 24 |
| Bars Traded | 5302 | 2444 | 2858 | 5302 | 2444 | 2858 |
| 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 | 457180 | 424067 | -113521 | 292745 | -80517 | -9557 |
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5736,
"evaluation_days": 1912,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1599206400000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759188373269,
"expiration_time": 1764117504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 182,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 5,
"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": [
[
597096.4637673872,
485997.2384731583,
111099.2252942289,
1665034.7818319087,
453152.3900147497,
1211882.3918171588
],
[
597.096464,
485.997238,
111.099225,
1665.034782,
453.15239,
1211.882392
],
[
0.312289,
0.254183,
0.058106,
0.150257,
0.089499,
0.134717
],
[
10,
10,
10,
10,
10,
10
],
[
-95652,
-60035,
-65605,
-1243922,
-765432,
-832124
],
[
2.560296,
3.708044,
1.546702,
1.382437,
1.195932,
1.593785
],
[
95,
48,
47,
95,
48,
47
],
[
44,
20,
24,
44,
20,
24
],
[
51,
28,
23,
51,
28,
23
],
[
46.315789,
41.666667,
51.06383,
46.315789,
41.666667,
51.06383
],
[
2.967616,
5.191262,
1.482256,
1.60237,
1.674305,
1.527377
],
[
266665,
266665,
61289,
697944,
697944,
697246
],
[
-40038,
-25082,
-40038,
-671217,
-358483,
-671217
],
[
55,
50,
60,
55,
50,
60
],
[
85,
74,
95,
85,
74,
95
],
[
30,
34,
24,
30,
34,
24
],
[
5302,
2444,
2858,
5302,
2444,
2858
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
457180,
424067,
-113521,
292745,
-80517,
-9557
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5736,
"evaluation_days": 1912,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1599206400000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759188373269,
"expiration_time": 1764117504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 182,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 5,
"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) |
|---|