Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160882.1733 | 305673.1666 | -144790.9933 | -95560.3456 | 628822.5414 | -724382.887 |
Total P&L (%) | 160.8822 | 305.6732 | -144.791 | -95.5603 | 628.8225 | -724.3829 |
Avg Daily Profit (%) | 0.0839 | 0.1594 | -0.0755 | -0.1623 | 0.1036 | 0 |
Buy And Hold Return (%) | 34.1689 | 34.1689 | 34.1689 | 34.1689 | 34.1689 | 34.1689 |
Max Trade Drawdown | -292084 | -153140 | -201808 | -1127189 | -498447 | -821204 |
Profit Factor | 1.0635 | 1.247 | 0.8883 | 0.9829 | 1.2499 | 0.7645 |
Total Trades | 780 | 390 | 390 | 780 | 390 | 390 |
Winning Trades | 405 | 201 | 204 | 405 | 201 | 204 |
Losing Trades | 375 | 189 | 186 | 375 | 189 | 186 |
Profitability (%) | 51.9231 | 51.5385 | 52.3077 | 51.9231 | 51.5385 | 52.3077 |
Ratio Avg Win / Avg Loss | 0.9847 | 1.1726 | 0.8099 | 0.9101 | 1.1753 | 0.6971 |
Largest Winning Trade | 123926 | 123926 | 29273 | 228044 | 228044 | 204500 |
Largest Losing Trade | -67008 | -38196 | -67008 | -391061 | -265875 | -391061 |
Avg Bars in Trades | 29 | 32 | 26 | 29 | 32 | 26 |
Avg Bars in Winners | 27 | 28 | 26 | 27 | 28 | 26 |
Avg Bars in Losers | 31 | 36 | 25 | 31 | 36 | 25 |
Bars Traded | 22815 | 12531 | 10284 | 22815 | 12531 | 10284 |
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 | -229878 | 313801 | -578717 | -575760 | -52761 | -578717 |
{ "trading_pair": "ZEN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23013, "evaluation_days": 1917.75, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1594468800000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759744485559, "expiration_time": 1765702569600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "midprice", "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": [ [ 160882.1732558155, 305673.1666000364, -144790.993344221, -95560.3455962413, 628822.5414100512, -724382.8870062921 ], [ 160.882173, 305.673167, -144.790993, -95.560346, 628.822541, -724.382887 ], [ 0.083891, 0.159392, -0.0755, -0.162277, 0.103626, 0 ], [ 34.168937, 34.168937, 34.168937, 34.168937, 34.168937, 34.168937 ], [ -292084, -153140, -201808, -1127189, -498447, -821204 ], [ 1.063492, 1.247026, 0.888318, 0.982913, 1.249921, 0.764536 ], [ 780, 390, 390, 780, 390, 390 ], [ 405, 201, 204, 405, 201, 204 ], [ 375, 189, 186, 375, 189, 186 ], [ 51.923077, 51.538462, 52.307692, 51.923077, 51.538462, 52.307692 ], [ 0.984715, 1.172576, 0.809937, 0.910104, 1.175299, 0.697077 ], [ 123926, 123926, 29273, 228044, 228044, 204500 ], [ -67008, -38196, -67008, -391061, -265875, -391061 ], [ 29, 32, 26, 29, 32, 26 ], [ 27, 28, 26, 27, 28, 26 ], [ 31, 36, 25, 31, 36, 25 ], [ 22815, 12531, 10284, 22815, 12531, 10284 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -229878, 313801, -578717, -575760, -52761, -578717 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23013, "evaluation_days": 1917.75, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1594468800000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759744485559, "expiration_time": 1765702569600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "midprice", "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) |
---|