Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 539205.305 | 450372.0187 | 88833.2863 | 578268.7332 | 421768.9263 | 156499.8069 |
Total P&L (%) | 539.2053 | 450.372 | 88.8333 | 578.2687 | 421.7689 | 156.4998 |
Avg Daily Profit (%) | 0.2828 | 0.2362 | 0.0466 | 0.1005 | 0.0867 | 0.0494 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135136 | -115902 | -75060 | -703363 | -659201 | -523071 |
Profit Factor | 2.0591 | 2.6767 | 1.3694 | 1.1868 | 1.2528 | 1.1096 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 43.4783 | 39.1304 | 47.8261 | 43.4783 | 39.1304 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.6769 | 4.1637 | 1.4939 | 1.5428 | 1.9488 | 1.2105 |
Largest Winning Trade | 296653 | 296653 | 58608 | 533880 | 533880 | 259784 |
Largest Losing Trade | -34473 | -27885 | -34473 | -297235 | -209544 | -297235 |
Avg Bars in Trades | 80 | 59 | 100 | 80 | 59 | 100 |
Avg Bars in Winners | 133 | 105 | 156 | 133 | 105 | 156 |
Avg Bars in Losers | 39 | 30 | 50 | 39 | 30 | 50 |
Bars Traded | 7379 | 2742 | 4637 | 7379 | 2742 | 4637 |
Profit Streak | 0 | 0 | 32.3295 | 0 | 0 | 32.3295 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373280 | 319790 | -130410 | -74730 | -80480 | -227117 |
{ "trading_pair": "ZEN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7627, "evaluation_days": 1906.75, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1596283200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758894865360, "expiration_time": 1763657496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 539205.304951572, 450372.0186892225, 88833.2862623495, 578268.7331775341, 421768.9262960291, 156499.8068815047 ], [ 539.205305, 450.372019, 88.833286, 578.268733, 421.768926, 156.499807 ], [ 0.282788, 0.236199, 0.046589, 0.10045, 0.08668, 0.049413 ], [ 10, 10, 10, 10, 10, 10 ], [ -135136, -115902, -75060, -703363, -659201, -523071 ], [ 2.059147, 2.67666, 1.369398, 1.186757, 1.252784, 1.109603 ], [ 92, 46, 46, 92, 46, 46 ], [ 40, 18, 22, 40, 18, 22 ], [ 52, 28, 24, 52, 28, 24 ], [ 43.478261, 39.130435, 47.826087, 43.478261, 39.130435, 47.826087 ], [ 2.676891, 4.163694, 1.493888, 1.542784, 1.948775, 1.210476 ], [ 296653, 296653, 58608, 533880, 533880, 259784 ], [ -34473, -27885, -34473, -297235, -209544, -297235 ], [ 80, 59, 100, 80, 59, 100 ], [ 133, 105, 156, 133, 105, 156 ], [ 39, 30, 50, 39, 30, 50 ], [ 7379, 2742, 4637, 7379, 2742, 4637 ], [ 0, 0, 32.32946, 0, 0, 32.32946 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 373280, 319790, -130410, -74730, -80480, -227117 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7627, "evaluation_days": 1906.75, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1596283200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758894865360, "expiration_time": 1763657496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|