Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373186.7854 | 378929.3026 | -5742.5172 | -20467.0899 | -1325726.2785 | 1305259.1887 |
Total P&L (%) | 373.1868 | 378.9293 | -5.7425 | -20.4671 | -1325.7263 | 1305.2592 |
Avg Daily Profit (%) | 0.1953 | 0.1983 | -0.003 | -0.012 | 0 | 0.1384 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -276537 | -218270 | -134634 | -11933884 | -9351175 | -3305897 |
Profit Factor | 1.1937 | 1.3244 | 0.9924 | 0.9995 | 0.9534 | 1.1019 |
Total Trades | 681 | 340 | 341 | 681 | 340 | 341 |
Winning Trades | 418 | 209 | 209 | 418 | 209 | 209 |
Losing Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Profitability (%) | 61.3803 | 61.4706 | 61.2903 | 61.3803 | 61.4706 | 61.2903 |
Ratio Avg Win / Avg Loss | 0.7511 | 0.8301 | 0.6268 | 0.6289 | 0.5976 | 0.6959 |
Largest Winning Trade | 87871 | 87871 | 19128 | 1734770 | 1734770 | 831548 |
Largest Losing Trade | -52590 | -52590 | -39026 | -3820611 | -3820611 | -1955287 |
Avg Bars in Trades | 16 | 28 | 4 | 16 | 28 | 4 |
Avg Bars in Winners | 12 | 19 | 4 | 12 | 19 | 4 |
Avg Bars in Losers | 23 | 43 | 4 | 23 | 43 | 4 |
Bars Traded | 11347 | 9743 | 1604 | 11347 | 9743 | 1604 |
Profit Streak | 18.9232 | 18.9232 | 19.2565 | 18.9232 | 18.9232 | 19.2565 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 203906 | 349909 | -576744 | -573578 | -577230 | -113966 |
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{ "first_band": { "type": "bbl", "factors": { "length": 220, "offset": 0, "std": 4.50022 } }, "second_band": { "type": "t3", "factors": { "length": 29, "offset": 0, "a": 0.65657 } } }
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{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11467, "evaluation_days": 1911.17, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1594411200000, "last_datapoint_time": 1759118400000, "evaluation_time": 1759126162756, "expiration_time": 1764072144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 220, "offset": 0, "std": 4.50022 } }, "second_band": { "type": "t3", "factors": { "length": 29, "offset": 0, "a": 0.65657 } } }
# | 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) |
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