Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510161.5539 | 483023.8114 | 27137.7425 | 163046.3049 | 110281.9619 | 52764.343 |
Total P&L (%) | 510.1616 | 483.0238 | 27.1377 | 163.0463 | 110.282 | 52.7643 |
Avg Daily Profit (%) | 0.2654 | 0.2513 | 0.0141 | 0.0503 | 0.0387 | 0.022 |
Buy And Hold Return (%) | 48.2345 | 48.2345 | 48.2345 | 48.2345 | 48.2345 | 48.2345 |
Max Trade Drawdown | -135582 | -113572 | -78582 | -1088877 | -851070 | -554679 |
Profit Factor | 1.7557 | 2.5867 | 1.0732 | 1.0375 | 1.0618 | 1.0205 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Profitability (%) | 41.4013 | 37.1795 | 45.5696 | 41.4013 | 37.1795 | 45.5696 |
Ratio Avg Win / Avg Loss | 2.485 | 4.3706 | 1.2819 | 1.4684 | 1.7941 | 1.219 |
Largest Winning Trade | 292692 | 292692 | 61868 | 466161 | 355803 | 466161 |
Largest Losing Trade | -46871 | -28880 | -46871 | -436717 | -151180 | -436717 |
Avg Bars in Trades | 47 | 42 | 52 | 47 | 42 | 52 |
Avg Bars in Winners | 82 | 78 | 85 | 82 | 78 | 85 |
Avg Bars in Losers | 22 | 20 | 25 | 22 | 20 | 25 |
Bars Traded | 7447 | 3283 | 4164 | 7447 | 3283 | 4164 |
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 | 338552 | -26452 | -508428 | -310323 | -337096 | -526584 |
{ "trading_pair": "ZEN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7689, "evaluation_days": 1922.25, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1596844800000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760076072888, "expiration_time": 1765036872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 132 } }, "second_band": { "type": "dema", "factors": { "length": 17, "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": [ [ 510161.5539266514, 483023.8114083169, 27137.7425183344, 163046.3049443492, 110281.9618971754, 52764.3430471736 ], [ 510.161554, 483.023811, 27.137743, 163.046305, 110.281962, 52.764343 ], [ 0.265398, 0.25128, 0.014118, 0.050327, 0.038675, 0.022046 ], [ 48.234484, 48.234484, 48.234484, 48.234484, 48.234484, 48.234484 ], [ -135582, -113572, -78582, -1088877, -851070, -554679 ], [ 1.755722, 2.58668, 1.073218, 1.037456, 1.061803, 1.020542 ], [ 157, 78, 79, 157, 78, 79 ], [ 65, 29, 36, 65, 29, 36 ], [ 92, 49, 43, 92, 49, 43 ], [ 41.401274, 37.179487, 45.56962, 41.401274, 37.179487, 45.56962 ], [ 2.485022, 4.370598, 1.2819, 1.468399, 1.79408, 1.218981 ], [ 292692, 292692, 61868, 466161, 355803, 466161 ], [ -46871, -28880, -46871, -436717, -151180, -436717 ], [ 47, 42, 52, 47, 42, 52 ], [ 82, 78, 85, 82, 78, 85 ], [ 22, 20, 25, 22, 20, 25 ], [ 7447, 3283, 4164, 7447, 3283, 4164 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 338552, -26452, -508428, -310323, -337096, -526584 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7689, "evaluation_days": 1922.25, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1596844800000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760076072888, "expiration_time": 1765036872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 132 } }, "second_band": { "type": "dema", "factors": { "length": 17, "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) |
---|