Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238012.6365 | 283246.6679 | -45234.0313 | -120424.9624 | 235390.7988 | -355815.7612 |
Total P&L (%) | 238.0126 | 283.2467 | -45.234 | -120.425 | 235.3908 | -355.8158 |
Avg Daily Profit (%) | 0.1239 | 0.1474 | -0.0235 | 0 | 0.063 | 0 |
Buy And Hold Return (%) | 29.9649 | 29.9649 | 29.9649 | 29.9649 | 29.9649 | 29.9649 |
Max Trade Drawdown | -218789 | -117930 | -227911 | -528072 | -64130 | -483483 |
Profit Factor | 1.3359 | 1.9289 | 0.8879 | 0.8144 | 3.2228 | 0.3448 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 46 | 22 | 24 | 38 | 21 | 17 |
Losing Trades | 36 | 19 | 17 | 44 | 20 | 24 |
Profitability (%) | 56.0976 | 53.6585 | 58.5366 | 46.3415 | 51.2195 | 41.4634 |
Ratio Avg Win / Avg Loss | 1.0455 | 1.6659 | 0.6289 | 0.943 | 3.0693 | 0.4868 |
Largest Winning Trade | 86365 | 86365 | 40101 | 139033 | 139033 | 52109 |
Largest Losing Trade | -114690 | -59277 | -114690 | -261852 | -30490 | -261852 |
Avg Bars in Trades | 85 | 117 | 53 | 85 | 117 | 53 |
Avg Bars in Winners | 82 | 103 | 63 | 90 | 141 | 27 |
Avg Bars in Losers | 88 | 133 | 37 | 80 | 91 | 71 |
Bars Traded | 6985 | 4809 | 2176 | 6985 | 4809 | 2176 |
Profit Streak | 123.9309 | 123.9309 | 132.1809 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33981 | 305206 | -578675 | -590978 | -102455 | -584062 |
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{ "first_band": { "type": "dema", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 210, "offset": 0 } } }
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{ "trading_pair": "ZEN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7686, "evaluation_days": 1921.5, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1598508000000, "last_datapoint_time": 1759989600000, "evaluation_time": 1760005232368, "expiration_time": 1764970128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 210, "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) |
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