Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 748444.6302 | 678332.7945 | 70111.8357 | 116677.3608 | -369734.7694 | 486412.1303 |
Total P&L (%) | 748.4446 | 678.3328 | 70.1118 | 116.6774 | -369.7348 | 486.4121 |
Avg Daily Profit (%) | 0.3918 | 0.3551 | 0.0367 | 0.0405 | 0 | 0.0926 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178450 | -177602 | -7307 | -1938794 | -1890936 | -86116 |
Profit Factor | 2.7137 | 2.6418 | 3.9717 | 1.0404 | 0.8654 | 4.5013 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 30 | 19 | 11 | 30 | 19 | 11 |
Profitability (%) | 56.5217 | 44.1176 | 68.5714 | 56.5217 | 44.1176 | 68.5714 |
Ratio Avg Win / Avg Loss | 2.0874 | 3.3463 | 1.8204 | 0.8003 | 1.0962 | 2.0631 |
Largest Winning Trade | 699665 | 699665 | 11507 | 800648 | 800648 | 181336 |
Largest Losing Trade | -48327 | -48327 | -5624 | -669287 | -669287 | -82529 |
Avg Bars in Trades | 150 | 302 | 3 | 150 | 302 | 3 |
Avg Bars in Winners | 140 | 358 | 3 | 140 | 358 | 3 |
Avg Bars in Losers | 164 | 257 | 2 | 164 | 257 | 2 |
Bars Traded | 10386 | 10277 | 109 | 10386 | 10277 | 109 |
Profit Streak | 28.6175 | 0 | 219.2841 | 28.6175 | 0 | 219.2841 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89759 | 435493 | -133184 | -421178 | -581416 | -58221 |
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{ "first_band": { "type": "jma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 11, "offset": 0, "std": 4.64872 } } }
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{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11463, "evaluation_days": 1910.5, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1594670400000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759070949346, "expiration_time": 1764012816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 11, "offset": 0, "std": 4.64872 } } }
# | 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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