| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 227718.0266 | 289700.236 | -61982.2094 | -112499.2873 | 649127.3552 | -761626.6425 |
| Total P&L (%) | 227.718 | 289.7002 | -61.9822 | -112.4993 | 649.1274 | -761.6266 |
| Avg Daily Profit (%) | 0.1184 | 0.1507 | -0.0322 | 0 | 0.1048 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -143130 | -99916 | -147880 | -627701 | -27164 | -803045 |
| Profit Factor | 1.3098 | 1.7145 | 0.8119 | 0.8848 | 6.0573 | 0.1017 |
| Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
| Winning Trades | 42 | 21 | 21 | 39 | 22 | 17 |
| Losing Trades | 39 | 20 | 19 | 42 | 19 | 23 |
| Profitability (%) | 51.8519 | 51.2195 | 52.5 | 48.1481 | 53.6585 | 42.5 |
| Ratio Avg Win / Avg Loss | 1.2163 | 1.6328 | 0.7346 | 0.9528 | 5.2313 | 0.1376 |
| Largest Winning Trade | 155131 | 155131 | 32436 | 334397 | 334397 | 23925 |
| Largest Losing Trade | -108960 | -56483 | -108960 | -534736 | -21429 | -534736 |
| Avg Bars in Trades | 66 | 77 | 54 | 66 | 77 | 54 |
| Avg Bars in Winners | 60 | 66 | 54 | 74 | 91 | 52 |
| Avg Bars in Losers | 72 | 89 | 54 | 58 | 61 | 55 |
| Bars Traded | 5352 | 3182 | 2170 | 5352 | 3182 | 2170 |
| Profit Streak | 37.9634 | 37.9634 | 96.6301 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -49820 | 402753 | -579467 | -597775 | -43654 | -583666 |
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5769,
"evaluation_days": 1923,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1598947200000,
"last_datapoint_time": 1760112000000,
"evaluation_time": 1760137640689,
"expiration_time": 1765096416000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 172,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 173,
"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": [
[
227718.0266101265,
289700.2360330858,
-61982.2094229592,
-112499.2873120066,
649127.3551518538,
-761626.6424638603
],
[
227.718027,
289.700236,
-61.982209,
-112.499287,
649.127355,
-761.626642
],
[
0.118418,
0.15065,
-0.032232,
0,
0.104773,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-143130,
-99916,
-147880,
-627701,
-27164,
-803045
],
[
1.309828,
1.714476,
0.811896,
0.884761,
6.057307,
0.101721
],
[
81,
41,
40,
81,
41,
40
],
[
42,
21,
21,
39,
22,
17
],
[
39,
20,
19,
42,
19,
23
],
[
51.851852,
51.219512,
52.5,
48.148148,
53.658537,
42.5
],
[
1.216269,
1.632835,
0.734573,
0.95282,
5.23131,
0.137622
],
[
155131,
155131,
32436,
334397,
334397,
23925
],
[
-108960,
-56483,
-108960,
-534736,
-21429,
-534736
],
[
66,
77,
54,
66,
77,
54
],
[
60,
66,
54,
74,
91,
52
],
[
72,
89,
54,
58,
61,
55
],
[
5352,
3182,
2170,
5352,
3182,
2170
],
[
37.963434,
37.963434,
96.6301,
0,
0,
0
],
[
2,
1,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-49820,
402753,
-579467,
-597775,
-43654,
-583666
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5769,
"evaluation_days": 1923,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1598947200000,
"last_datapoint_time": 1760112000000,
"evaluation_time": 1760137640689,
"expiration_time": 1765096416000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 172,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 173,
"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) |
|---|