Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368321.6126 | 370641.2936 | -2319.681 | 33971.4217 | 190017.2439 | -156045.8222 |
Total P&L (%) | 368.3216 | 370.6413 | -2.3197 | 33.9714 | 190.0172 | -156.0458 |
Avg Daily Profit (%) | 0.1932 | 0.1945 | -0.0012 | 0.0153 | 0.0559 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204969 | -197844 | -39854 | -2280272 | -2155798 | -211091 |
Profit Factor | 1.7927 | 1.9498 | 0.9688 | 1.0119 | 1.0746 | 0.4894 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Losing Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Profitability (%) | 52.0548 | 58.3333 | 45.9459 | 52.0548 | 58.3333 | 45.9459 |
Ratio Avg Win / Avg Loss | 1.6511 | 1.3927 | 1.1398 | 0.932 | 0.7676 | 0.5757 |
Largest Winning Trade | 148722 | 148722 | 12135 | 1109464 | 1109464 | 33295 |
Largest Losing Trade | -70504 | -70504 | -20927 | -955887 | -955887 | -138227 |
Avg Bars in Trades | 286 | 576 | 3 | 286 | 576 | 3 |
Avg Bars in Winners | 183 | 328 | 3 | 183 | 328 | 3 |
Avg Bars in Losers | 397 | 923 | 3 | 397 | 923 | 3 |
Bars Traded | 20878 | 20758 | 120 | 20878 | 20758 | 120 |
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 | -65047 | 404784 | -580404 | -460204 | -257314 | -582071 |
{ "trading_pair": "ZEN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22872, "evaluation_days": 1906, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1594670400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759006550026, "expiration_time": 1764650822400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 250, "offset": 0, "std": 3.12922 } } }
{ "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": [ [ 368321.6125520739, 370641.293574822, -2319.681022748, 33971.4216591602, 190017.2438937848, -156045.8222346244 ], [ 368.321613, 370.641294, -2.319681, 33.971422, 190.017244, -156.045822 ], [ 0.193243, 0.19446, -0.001217, 0.015345, 0.05588, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -204969, -197844, -39854, -2280272, -2155798, -211091 ], [ 1.792661, 1.949762, 0.968829, 1.011914, 1.074637, 0.489368 ], [ 73, 36, 37, 73, 36, 37 ], [ 38, 21, 17, 38, 21, 17 ], [ 35, 15, 20, 35, 15, 20 ], [ 52.054795, 58.333333, 45.945946, 52.054795, 58.333333, 45.945946 ], [ 1.651135, 1.392687, 1.139799, 0.932026, 0.767598, 0.575727 ], [ 148722, 148722, 12135, 1109464, 1109464, 33295 ], [ -70504, -70504, -20927, -955887, -955887, -138227 ], [ 286, 576, 3, 286, 576, 3 ], [ 183, 328, 3, 183, 328, 3 ], [ 397, 923, 3, 397, 923, 3 ], [ 20878, 20758, 120, 20878, 20758, 120 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -65047, 404784, -580404, -460204, -257314, -582071 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22872, "evaluation_days": 1906, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1594670400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759006550026, "expiration_time": 1764650822400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 250, "offset": 0, "std": 3.12922 } } }
# | 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) |
---|