Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499480.3784 | 501229.1353 | -1748.7569 | -23156.1224 | 141943.9877 | -165100.1101 |
Total P&L (%) | 499.4804 | 501.2291 | -1.7488 | -23.1561 | 141.944 | -165.1001 |
Avg Daily Profit (%) | 0.2603 | 0.2612 | -0.0009 | -0.0137 | 0.0461 | 0 |
Buy And Hold Return (%) | 14.9445 | 14.9445 | 14.9445 | 14.9445 | 14.9445 | 14.9445 |
Max Trade Drawdown | -156384 | -118399 | -184210 | -276636 | -99134 | -209864 |
Profit Factor | 1.5892 | 2.4087 | 0.9964 | 0.9729 | 1.4678 | 0.7012 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 45.2991 | 44.8276 | 45.7627 | 45.2991 | 44.8276 | 45.7627 |
Ratio Avg Win / Avg Loss | 1.919 | 2.9646 | 1.181 | 1.1749 | 1.8065 | 0.831 |
Largest Winning Trade | 324159 | 324159 | 69301 | 144692 | 114247 | 144692 |
Largest Losing Trade | -81672 | -42312 | -81672 | -134234 | -35931 | -134234 |
Avg Bars in Trades | 95 | 75 | 116 | 95 | 75 | 116 |
Avg Bars in Winners | 134 | 93 | 174 | 134 | 93 | 174 |
Avg Bars in Losers | 63 | 60 | 67 | 63 | 60 | 67 |
Bars Traded | 11217 | 4354 | 6863 | 11217 | 4354 | 6863 |
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 | 344919 | -168917 | -757439 | -580628 | -311250 | -759106 |
{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11514, "evaluation_days": 1919, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1596412800000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759808700910, "expiration_time": 1764769248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 99, "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": [ [ 499480.3783763262, 501229.1353137287, -1748.7569374025, -23156.1223919833, 141943.9877434912, -165100.1101354745 ], [ 499.480378, 501.229135, -1.748757, -23.156122, 141.943988, -165.10011 ], [ 0.260282, 0.261193, -0.000911, -0.013725, 0.046052, 0 ], [ 14.944451, 14.944451, 14.944451, 14.944451, 14.944451, 14.944451 ], [ -156384, -118399, -184210, -276636, -99134, -209864 ], [ 1.589195, 2.408727, 0.996445, 0.972946, 1.467757, 0.701165 ], [ 117, 58, 59, 117, 58, 59 ], [ 53, 26, 27, 53, 26, 27 ], [ 64, 32, 32, 64, 32, 32 ], [ 45.299145, 44.827586, 45.762712, 45.299145, 44.827586, 45.762712 ], [ 1.919027, 2.964587, 1.180972, 1.174879, 1.80647, 0.831011 ], [ 324159, 324159, 69301, 144692, 114247, 144692 ], [ -81672, -42312, -81672, -134234, -35931, -134234 ], [ 95, 75, 116, 95, 75, 116 ], [ 134, 93, 174, 134, 93, 174 ], [ 63, 60, 67, 63, 60, 67 ], [ 11217, 4354, 6863, 11217, 4354, 6863 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 344919, -168917, -757439, -580628, -311250, -759106 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11514, "evaluation_days": 1919, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1596412800000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759808700910, "expiration_time": 1764769248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 99, "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) |
---|