| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 337122.4648 | 339218.5879 | -2096.1231 | -28349.8813 | 207980.2984 | -236330.1798 |
| Total P&L (%) | 337.1225 | 339.2186 | -2.0961 | -28.3499 | 207.9803 | -236.3302 |
| Avg Daily Profit (%) | 0.1759 | 0.177 | -0.0011 | -0.0174 | 0.0587 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -91827 | -69012 | -117782 | -347676 | -254272 | -372594 |
| Profit Factor | 1.4854 | 2.0683 | 0.9944 | 0.9793 | 1.3388 | 0.6873 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
| Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
| Profitability (%) | 54.6512 | 58.1395 | 51.1628 | 54.6512 | 58.1395 | 51.1628 |
| Ratio Avg Win / Avg Loss | 1.2325 | 1.4892 | 0.9492 | 0.8126 | 0.964 | 0.656 |
| Largest Winning Trade | 117281 | 117281 | 38315 | 214799 | 214799 | 91290 |
| Largest Losing Trade | -69888 | -52055 | -69888 | -279472 | -173679 | -279472 |
| Avg Bars in Trades | 42 | 44 | 40 | 42 | 44 | 40 |
| Avg Bars in Winners | 43 | 40 | 46 | 43 | 40 | 46 |
| Avg Bars in Losers | 41 | 49 | 33 | 41 | 49 | 33 |
| Bars Traded | 3644 | 1915 | 1729 | 3644 | 1915 | 1729 |
| 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 | 340721 | 408647 | -580576 | -579945 | -114764 | -580576 |
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3833,
"evaluation_days": 1916.5,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1598788800000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759550189735,
"expiration_time": 1764503568000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 112,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 94,
"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": [
[
337122.4647522921,
339218.5878815094,
-2096.1231292172,
-28349.8813402813,
207980.298433157,
-236330.1797734383
],
[
337.122465,
339.218588,
-2.096123,
-28.349881,
207.980298,
-236.33018
],
[
0.175905,
0.176999,
-0.001094,
-0.017393,
0.058711,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-91827,
-69012,
-117782,
-347676,
-254272,
-372594
],
[
1.485371,
2.068265,
0.99444,
0.9793,
1.338824,
0.687283
],
[
86,
43,
43,
86,
43,
43
],
[
47,
25,
22,
47,
25,
22
],
[
39,
18,
21,
39,
18,
21
],
[
54.651163,
58.139535,
51.162791,
54.651163,
58.139535,
51.162791
],
[
1.232542,
1.489151,
0.949239,
0.812611,
0.963953,
0.656043
],
[
117281,
117281,
38315,
214799,
214799,
91290
],
[
-69888,
-52055,
-69888,
-279472,
-173679,
-279472
],
[
42,
44,
40,
42,
44,
40
],
[
43,
40,
46,
43,
40,
46
],
[
41,
49,
33,
41,
49,
33
],
[
3644,
1915,
1729,
3644,
1915,
1729
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
340721,
408647,
-580576,
-579945,
-114764,
-580576
]
]
}
{
"trading_pair": "ZEN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3833,
"evaluation_days": 1916.5,
"actual_first_datapoint_time": 1593993600000,
"first_datapoint_time": 1598788800000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759550189735,
"expiration_time": 1764503568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 112,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 94,
"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) |
|---|