| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 562963.8596 | 466317.2807 | 96646.5789 | 571578.127 | 254354.5691 | 317223.5579 |
| Total P&L (%) | 562.9639 | 466.3173 | 96.6466 | 571.5781 | 254.3546 | 317.2236 |
| Avg Daily Profit (%) | 0.2944 | 0.2439 | 0.0505 | 0.0997 | 0.0662 | 0.0747 |
| Buy And Hold Return (%) | 17.5645 | 17.5645 | 17.5645 | 17.5645 | 17.5645 | 17.5645 |
| Max Trade Drawdown | -177627 | -117830 | -146135 | -392168 | -329859 | -126505 |
| Profit Factor | 2.1094 | 2.9576 | 1.359 | 1.6883 | 1.5366 | 1.8902 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
| Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
| Profitability (%) | 46.6667 | 36.6667 | 56.6667 | 46.6667 | 36.6667 | 56.6667 |
| Ratio Avg Win / Avg Loss | 2.4108 | 5.1085 | 1.0392 | 1.9295 | 2.6541 | 1.4455 |
| Largest Winning Trade | 187553 | 187553 | 59384 | 433998 | 433998 | 396337 |
| Largest Losing Trade | -53499 | -33392 | -53499 | -89366 | -89366 | -86402 |
| Avg Bars in Trades | 58 | 61 | 55 | 58 | 61 | 55 |
| Avg Bars in Winners | 87 | 100 | 80 | 87 | 100 | 80 |
| Avg Bars in Losers | 32 | 38 | 23 | 32 | 38 | 23 |
| Bars Traded | 3494 | 1832 | 1662 | 3494 | 1832 | 1662 |
| Profit Streak | 0 | 0 | 16.8267 | 0 | 0 | 16.8267 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -161939 | 302820 | -124575 | -231113 | -107145 | -89289 |
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3824,
"evaluation_days": 1912,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1605268800000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759175429400,
"expiration_time": 1764103104000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 11,
"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": [
[
562963.8595942263,
466317.2806689902,
96646.5789252362,
571578.1269537078,
254354.5690791536,
317223.5578745543
],
[
562.96386,
466.317281,
96.646579,
571.578127,
254.354569,
317.223558
],
[
0.294437,
0.24389,
0.050547,
0.099655,
0.06619,
0.074738
],
[
17.564516,
17.564516,
17.564516,
17.564516,
17.564516,
17.564516
],
[
-177627,
-117830,
-146135,
-392168,
-329859,
-126505
],
[
2.109422,
2.95758,
1.358977,
1.68832,
1.536561,
1.890203
],
[
60,
30,
30,
60,
30,
30
],
[
28,
11,
17,
28,
11,
17
],
[
32,
19,
13,
32,
19,
13
],
[
46.666667,
36.666667,
56.666667,
46.666667,
36.666667,
56.666667
],
[
2.410768,
5.108548,
1.039218,
1.929509,
2.65406,
1.44545
],
[
187553,
187553,
59384,
433998,
433998,
396337
],
[
-53499,
-33392,
-53499,
-89366,
-89366,
-86402
],
[
58,
61,
55,
58,
61,
55
],
[
87,
100,
80,
87,
100,
80
],
[
32,
38,
23,
32,
38,
23
],
[
3494,
1832,
1662,
3494,
1832,
1662
],
[
0,
0,
16.826729,
0,
0,
16.826729
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-161939,
302820,
-124575,
-231113,
-107145,
-89289
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3824,
"evaluation_days": 1912,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1605268800000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759175429400,
"expiration_time": 1764103104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 11,
"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) |
|---|