Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 490812.8139 | 455762.2415 | 35050.5724 | 174873.3568 | 570744.6426 | -395871.2858 |
Total P&L (%) | 490.8128 | 455.7622 | 35.0506 | 174.8734 | 570.7446 | -395.8713 |
Avg Daily Profit (%) | 0.2564 | 0.2381 | 0.0183 | 0.0528 | 0.0995 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174623 | -153877 | -107589 | -1249779 | -716355 | -714465 |
Profit Factor | 1.8592 | 2.6101 | 1.1216 | 1.0762 | 1.5561 | 0.6878 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 48.4848 | 48.4848 | 48.4848 | 48.4848 | 48.4848 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.9754 | 2.7733 | 1.1917 | 1.1435 | 1.6534 | 0.7308 |
Largest Winning Trade | 254425 | 254425 | 66340 | 403873 | 403873 | 260041 |
Largest Losing Trade | -50083 | -50083 | -39142 | -328195 | -260471 | -328195 |
Avg Bars in Trades | 163 | 156 | 170 | 163 | 156 | 170 |
Avg Bars in Winners | 212 | 169 | 255 | 212 | 169 | 255 |
Avg Bars in Losers | 117 | 144 | 90 | 117 | 144 | 90 |
Bars Traded | 10800 | 5175 | 5625 | 10800 | 5175 | 5625 |
Profit Streak | 112.0215 | 112.0215 | 124.6881 | 112.0215 | 112.0215 | 124.6881 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116499 | 463439 | -257852 | -387163 | -57032 | -580825 |
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{ "first_band": { "type": "dcm", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 32, "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": [ [ 490812.813937252, 455762.2415445716, 35050.5723926804, 174873.3567891531, 570744.6426157971, -395871.2858266441 ], [ 490.812814, 455.762242, 35.050572, 174.873357, 570.744643, -395.871286 ], [ 0.256433, 0.23812, 0.018313, 0.052843, 0.099486, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -174623, -153877, -107589, -1249779, -716355, -714465 ], [ 1.859157, 2.610137, 1.121613, 1.076222, 1.556132, 0.687795 ], [ 66, 33, 33, 66, 33, 33 ], [ 32, 16, 16, 32, 16, 16 ], [ 34, 17, 17, 34, 17, 17 ], [ 48.484848, 48.484848, 48.484848, 48.484848, 48.484848, 48.484848 ], [ 1.975355, 2.77327, 1.191714, 1.143486, 1.65339, 0.730782 ], [ 254425, 254425, 66340, 403873, 403873, 260041 ], [ -50083, -50083, -39142, -328195, -260471, -328195 ], [ 163, 156, 170, 163, 156, 170 ], [ 212, 169, 255, 212, 169, 255 ], [ 117, 144, 90, 117, 144, 90 ], [ 10800, 5175, 5625, 10800, 5175, 5625 ], [ 112.021457, 112.021457, 124.688124, 112.021457, 112.021457, 124.688124 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -116499, 463439, -257852, -387163, -57032, -580825 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11484, "evaluation_days": 1914, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1596859200000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759365053906, "expiration_time": 1764324288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 32, "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) |
---|