Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540152.6582 | 483064.9151 | 57087.7431 | 185928.1797 | -81465.2932 | 267393.4729 |
Total P&L (%) | 540.1527 | 483.0649 | 57.0877 | 185.9282 | -81.4653 | 267.3935 |
Avg Daily Profit (%) | 0.282 | 0.2522 | 0.0298 | 0.0549 | -0.088 | 0.068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186702 | -157634 | -82063 | -1264709 | -874067 | -577406 |
Profit Factor | 1.6442 | 2.1408 | 1.1375 | 1.0541 | 0.9532 | 1.1574 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 95 | 50 | 45 | 95 | 50 | 45 |
Profitability (%) | 40.2516 | 36.7089 | 43.75 | 40.2516 | 36.7089 | 43.75 |
Ratio Avg Win / Avg Loss | 2.4406 | 3.6911 | 1.4625 | 1.5646 | 1.6434 | 1.4881 |
Largest Winning Trade | 297922 | 297922 | 35717 | 391904 | 391904 | 331299 |
Largest Losing Trade | -39996 | -39996 | -29746 | -378580 | -187873 | -378580 |
Avg Bars in Trades | 70 | 83 | 56 | 70 | 83 | 56 |
Avg Bars in Winners | 105 | 136 | 79 | 105 | 136 | 79 |
Avg Bars in Losers | 46 | 53 | 38 | 46 | 53 | 38 |
Bars Traded | 11149 | 6623 | 4526 | 11149 | 6623 | 4526 |
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 | 320185 | -19987 | -245063 | -282547 | -610127 | -171428 |
{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11493, "evaluation_days": 1915.5, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1597392000000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759506757267, "expiration_time": 1764457776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 211, "offset": 0, "std": 2.95709 } } }
{ "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": [ [ 540152.6582032108, 483064.9150926052, 57087.7431106057, 185928.1796734116, -81465.2932015379, 267393.4728749497 ], [ 540.152658, 483.064915, 57.087743, 185.92818, -81.465293, 267.393473 ], [ 0.28199, 0.252187, 0.029803, 0.054861, -0.087955, 0.067956 ], [ 10, 10, 10, 10, 10, 10 ], [ -186702, -157634, -82063, -1264709, -874067, -577406 ], [ 1.644161, 2.140809, 1.137529, 1.054077, 0.953177, 1.157442 ], [ 159, 79, 80, 159, 79, 80 ], [ 64, 29, 35, 64, 29, 35 ], [ 95, 50, 45, 95, 50, 45 ], [ 40.251572, 36.708861, 43.75, 40.251572, 36.708861, 43.75 ], [ 2.440551, 3.69105, 1.462537, 1.564645, 1.643409, 1.48814 ], [ 297922, 297922, 35717, 391904, 391904, 331299 ], [ -39996, -39996, -29746, -378580, -187873, -378580 ], [ 70, 83, 56, 70, 83, 56 ], [ 105, 136, 79, 105, 136, 79 ], [ 46, 53, 38, 46, 53, 38 ], [ 11149, 6623, 4526, 11149, 6623, 4526 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 320185, -19987, -245063, -282547, -610127, -171428 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11493, "evaluation_days": 1915.5, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1597392000000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759506757267, "expiration_time": 1764457776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 211, "offset": 0, "std": 2.95709 } } }
# | 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) |
---|