Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236316.5521 | 337715.1373 | -101398.5852 | -114975.6801 | -222766.0884 | 107790.4082 |
Total P&L (%) | 236.3166 | 337.7151 | -101.3986 | -114.9757 | -222.7661 | 107.7904 |
Avg Daily Profit (%) | 0.124 | 0.1772 | -0.0532 | 0 | 0 | 0.0384 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -344171 | -152664 | -284054 | -881189 | -643897 | -390577 |
Profit Factor | 1.1694 | 1.4975 | 0.8584 | 0.9571 | 0.8545 | 1.0939 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 109 | 54 | 55 | 105 | 51 | 54 |
Losing Trades | 126 | 63 | 63 | 130 | 66 | 64 |
Profitability (%) | 46.383 | 46.1538 | 46.6102 | 44.6809 | 43.5897 | 45.7627 |
Ratio Avg Win / Avg Loss | 1.3518 | 1.7471 | 0.9833 | 1.185 | 1.1059 | 1.2965 |
Largest Winning Trade | 253567 | 253567 | 41424 | 157619 | 157619 | 141148 |
Largest Losing Trade | -128533 | -40140 | -128533 | -175700 | -166442 | -175700 |
Avg Bars in Trades | 95 | 79 | 111 | 95 | 79 | 111 |
Avg Bars in Winners | 111 | 88 | 133 | 103 | 91 | 113 |
Avg Bars in Losers | 81 | 71 | 91 | 88 | 69 | 108 |
Bars Traded | 22377 | 9278 | 13099 | 22377 | 9278 | 13099 |
Profit Streak | 40.3776 | 55.9609 | 40.3776 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60871 | 326539 | -581788 | -579950 | -581847 | -260742 |
{ "trading_pair": "ZEN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22872, "evaluation_days": 1906, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1595793600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758978220541, "expiration_time": 1764650822400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 152, "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": [ [ 236316.5520733511, 337715.1373004541, -101398.5852271035, -114975.6801259877, -222766.0883527737, 107790.4082267862 ], [ 236.316552, 337.715137, -101.398585, -114.97568, -222.766088, 107.790408 ], [ 0.123986, 0.177185, -0.0532, 0, 0, 0.038379 ], [ 10, 10, 10, 10, 10, 10 ], [ -344171, -152664, -284054, -881189, -643897, -390577 ], [ 1.169397, 1.497474, 0.858419, 0.957086, 0.854542, 1.093916 ], [ 235, 117, 118, 235, 117, 118 ], [ 109, 54, 55, 105, 51, 54 ], [ 126, 63, 63, 130, 66, 64 ], [ 46.382979, 46.153846, 46.610169, 44.680851, 43.589744, 45.762712 ], [ 1.351779, 1.747053, 0.98328, 1.184964, 1.105878, 1.296493 ], [ 253567, 253567, 41424, 157619, 157619, 141148 ], [ -128533, -40140, -128533, -175700, -166442, -175700 ], [ 95, 79, 111, 95, 79, 111 ], [ 111, 88, 133, 103, 91, 113 ], [ 81, 71, 91, 88, 69, 108 ], [ 22377, 9278, 13099, 22377, 9278, 13099 ], [ 40.377552, 55.960886, 40.377552, 0, 0, 0 ], [ 2, 2, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -60871, 326539, -581788, -579950, -581847, -260742 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22872, "evaluation_days": 1906, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1595793600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758978220541, "expiration_time": 1764650822400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 152, "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) |
---|