Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567344.7899 | 498981.9248 | 68362.8651 | 323116.5261 | 144969.014 | 178147.5121 |
Total P&L (%) | 567.3448 | 498.9819 | 68.3629 | 323.1165 | 144.969 | 178.1475 |
Avg Daily Profit (%) | 0.2963 | 0.2606 | 0.0357 | 0.0754 | 0.0468 | 0.0534 |
Buy And Hold Return (%) | 24.3786 | 24.3786 | 24.3786 | 24.3786 | 24.3786 | 24.3786 |
Max Trade Drawdown | -124068 | -75525 | -79967 | -1232778 | -873736 | -957066 |
Profit Factor | 1.9446 | 2.7197 | 1.2202 | 1.0617 | 1.0555 | 1.0679 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 38.3721 | 34.8837 | 41.8605 | 38.3721 | 34.8837 | 41.8605 |
Ratio Avg Win / Avg Loss | 3.1232 | 5.0767 | 1.6947 | 1.7052 | 1.9703 | 1.4832 |
Largest Winning Trade | 328492 | 328492 | 59975 | 630506 | 630506 | 563055 |
Largest Losing Trade | -45119 | -29016 | -45119 | -479056 | -442653 | -479056 |
Avg Bars in Trades | 129 | 112 | 145 | 129 | 112 | 145 |
Avg Bars in Winners | 229 | 203 | 250 | 229 | 203 | 250 |
Avg Bars in Losers | 67 | 64 | 70 | 67 | 64 | 70 |
Bars Traded | 11121 | 4856 | 6265 | 11121 | 4856 | 6265 |
Profit Streak | 45.0639 | 45.0639 | 49.3972 | 45.0639 | 45.0639 | 49.3972 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351190 | 305575 | -149901 | -246629 | -294268 | -269517 |
{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11488, "evaluation_days": 1914.67, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1595937600000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759426320658, "expiration_time": 1764383616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 135, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ssf", "factors": { "length": 102, "offset": 0, "poles": 2 } } }
{ "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": [ [ 567344.7898827163, 498981.9248107848, 68362.8650719323, 323116.5260995069, 144969.0140413883, 178147.5120581178 ], [ 567.34479, 498.981925, 68.362865, 323.116526, 144.969014, 178.147512 ], [ 0.296315, 0.26061, 0.035705, 0.075367, 0.046806, 0.053443 ], [ 24.378642, 24.378642, 24.378642, 24.378642, 24.378642, 24.378642 ], [ -124068, -75525, -79967, -1232778, -873736, -957066 ], [ 1.944611, 2.719678, 1.220204, 1.06173, 1.055535, 1.067894 ], [ 86, 43, 43, 86, 43, 43 ], [ 33, 15, 18, 33, 15, 18 ], [ 53, 28, 25, 53, 28, 25 ], [ 38.372093, 34.883721, 41.860465, 38.372093, 34.883721, 41.860465 ], [ 3.123163, 5.076733, 1.694728, 1.705203, 1.970332, 1.483186 ], [ 328492, 328492, 59975, 630506, 630506, 563055 ], [ -45119, -29016, -45119, -479056, -442653, -479056 ], [ 129, 112, 145, 129, 112, 145 ], [ 229, 203, 250, 229, 203, 250 ], [ 67, 64, 70, 67, 64, 70 ], [ 11121, 4856, 6265, 11121, 4856, 6265 ], [ 45.063896, 45.063896, 49.39723, 45.063896, 45.063896, 49.39723 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 351190, 305575, -149901, -246629, -294268, -269517 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11488, "evaluation_days": 1914.67, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1595937600000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759426320658, "expiration_time": 1764383616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 135, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ssf", "factors": { "length": 102, "offset": 0, "poles": 2 } } }
# | 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) |
---|