Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1123856.9467 | 1146200.794 | -22343.8473 | -26015.2144 | 17615.6887 | -43630.9031 |
Total P&L (%) | 1123.8569 | 1146.2008 | -22.3438 | -26.0152 | 17.6157 | -43.6309 |
Avg Daily Profit (%) | 0.5896 | 0.6014 | -0.0117 | -0.0158 | 0.0085 | -0.0301 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -248047 | -215261 | -53802 | -1475385 | -1353840 | -268569 |
Profit Factor | 3.2545 | 4.0512 | 0.8181 | 0.9883 | 1.0099 | 0.8994 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 48.2759 | 39.5349 | 56.8182 | 48.2759 | 39.5349 | 56.8182 |
Ratio Avg Win / Avg Loss | 3.4869 | 6.196 | 0.6218 | 1.0589 | 1.5445 | 0.6835 |
Largest Winning Trade | 1320732 | 1320732 | 10312 | 1352515 | 1352515 | 87109 |
Largest Losing Trade | -41171 | -41171 | -21061 | -393851 | -393851 | -164760 |
Avg Bars in Trades | 251 | 486 | 22 | 251 | 486 | 22 |
Avg Bars in Winners | 310 | 733 | 23 | 310 | 733 | 23 |
Avg Bars in Losers | 197 | 325 | 21 | 197 | 325 | 21 |
Bars Traded | 21920 | 20935 | 985 | 21920 | 20935 | 985 |
Profit Streak | 90.6522 | 90.6522 | 224.8189 | 90.6522 | 90.6522 | 224.8189 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 666421 | 543861 | -578128 | -578188 | -401948 | -578128 |
{ "trading_pair": "ZEN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22872, "evaluation_days": 1906, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1595469600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758886752863, "expiration_time": 1764650822400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 204, "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": [ [ 1123856.9467045658, 1146200.794031886, -22343.8473273202, -26015.2144013615, 17615.6887267119, -43630.9031280735 ], [ 1123.856947, 1146.200794, -22.343847, -26.015214, 17.615689, -43.630903 ], [ 0.589642, 0.601365, -0.011723, -0.015807, 0.008513, -0.030072 ], [ 10, 10, 10, 10, 10, 10 ], [ -248047, -215261, -53802, -1475385, -1353840, -268569 ], [ 3.25446, 4.051233, 0.818124, 0.988269, 1.009874, 0.899351 ], [ 87, 43, 44, 87, 43, 44 ], [ 42, 17, 25, 42, 17, 25 ], [ 45, 26, 19, 45, 26, 19 ], [ 48.275862, 39.534884, 56.818182, 48.275862, 39.534884, 56.818182 ], [ 3.486921, 6.196004, 0.621774, 1.058859, 1.544513, 0.683506 ], [ 1320732, 1320732, 10312, 1352515, 1352515, 87109 ], [ -41171, -41171, -21061, -393851, -393851, -164760 ], [ 251, 486, 22, 251, 486, 22 ], [ 310, 733, 23, 310, 733, 23 ], [ 197, 325, 21, 197, 325, 21 ], [ 21920, 20935, 985, 21920, 20935, 985 ], [ 90.652232, 90.652232, 224.818899, 90.652232, 90.652232, 224.818899 ], [ 3, 1, 6, 3, 1, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 666421, 543861, -578128, -578188, -401948, -578128 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22872, "evaluation_days": 1906, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1595469600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758886752863, "expiration_time": 1764650822400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 204, "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) |
---|