| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 656434.4147 | 551815.0336 | 104619.3811 | 1532780.3757 | 933402.793 | 599377.5827 |
| Total P&L (%) | 656.4344 | 551.815 | 104.6194 | 1532.7804 | 933.4028 | 599.3776 |
| Avg Daily Profit (%) | 0.3412 | 0.2868 | 0.0544 | 0.1453 | 0.1215 | 0.1011 |
| Buy And Hold Return (%) | 126.2434 | 126.2434 | 126.2434 | 126.2434 | 126.2434 | 126.2434 |
| Max Trade Drawdown | -132911 | -71882 | -63210 | -1513150 | -668985 | -849829 |
| Profit Factor | 2.9617 | 5.2816 | 1.5085 | 1.4578 | 1.769 | 1.2808 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
| Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
| Profitability (%) | 45.1613 | 41.9355 | 48.3871 | 45.1613 | 41.9355 | 48.3871 |
| Ratio Avg Win / Avg Loss | 3.5964 | 7.313 | 1.6091 | 1.7702 | 2.4494 | 1.3662 |
| Largest Winning Trade | 275073 | 275073 | 58962 | 656994 | 656994 | 574324 |
| Largest Losing Trade | -55558 | -24326 | -55558 | -809298 | -383988 | -809298 |
| Avg Bars in Trades | 56 | 54 | 57 | 56 | 54 | 57 |
| Avg Bars in Winners | 79 | 66 | 91 | 79 | 66 | 91 |
| Avg Bars in Losers | 36 | 45 | 26 | 36 | 45 | 26 |
| Bars Traded | 3479 | 1682 | 1797 | 3479 | 1682 | 1797 |
| Profit Streak | 0 | 167.6038 | 0 | 0 | 167.6038 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -146681 | 442542 | -284280 | -156925 | -29687 | -59788 |
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3848,
"evaluation_days": 1924,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1600819200000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760192965561,
"expiration_time": 1765171008000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 65,
"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": [
[
656434.4146922372,
551815.0335794017,
104619.3811128353,
1532780.3757438539,
933402.7930383737,
599377.5827054803
],
[
656.434415,
551.815034,
104.619381,
1532.780376,
933.402793,
599.377583
],
[
0.341182,
0.286806,
0.054376,
0.145265,
0.121458,
0.101144
],
[
126.243386,
126.243386,
126.243386,
126.243386,
126.243386,
126.243386
],
[
-132911,
-71882,
-63210,
-1513150,
-668985,
-849829
],
[
2.961711,
5.281576,
1.508498,
1.457817,
1.768987,
1.280842
],
[
62,
31,
31,
62,
31,
31
],
[
28,
13,
15,
28,
13,
15
],
[
34,
18,
16,
34,
18,
16
],
[
45.16129,
41.935484,
48.387097,
45.16129,
41.935484,
48.387097
],
[
3.596363,
7.312951,
1.609064,
1.770206,
2.449367,
1.366232
],
[
275073,
275073,
58962,
656994,
656994,
574324
],
[
-55558,
-24326,
-55558,
-809298,
-383988,
-809298
],
[
56,
54,
57,
56,
54,
57
],
[
79,
66,
91,
79,
66,
91
],
[
36,
45,
26,
36,
45,
26
],
[
3479,
1682,
1797,
3479,
1682,
1797
],
[
0,
167.603768,
0,
0,
167.603768,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-146681,
442542,
-284280,
-156925,
-29687,
-59788
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3848,
"evaluation_days": 1924,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1600819200000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760192965561,
"expiration_time": 1765171008000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 65,
"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) |
|---|