Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355352.466 | 363335.3887 | -7982.9228 | 13532.189 | -48090.7475 | 61622.9365 |
Total P&L (%) | 355.3525 | 363.3354 | -7.9829 | 13.5322 | -48.0907 | 61.6229 |
Avg Daily Profit (%) | 0.1847 | 0.1888 | -0.0041 | 0.0066 | -0.0341 | 0.025 |
Buy And Hold Return (%) | 57.3126 | 57.3126 | 57.3126 | 57.3126 | 57.3126 | 57.3126 |
Max Trade Drawdown | -153878 | -115247 | -98515 | -776529 | -634713 | -420733 |
Profit Factor | 1.4158 | 1.8551 | 0.9814 | 1.0047 | 0.9682 | 1.045 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Losing Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Profitability (%) | 46.8927 | 47.7273 | 46.0674 | 46.8927 | 47.7273 | 46.0674 |
Ratio Avg Win / Avg Loss | 1.6035 | 2.0318 | 1.149 | 1.1378 | 1.0604 | 1.2234 |
Largest Winning Trade | 234806 | 234806 | 52326 | 214749 | 214749 | 209307 |
Largest Losing Trade | -31346 | -31346 | -29578 | -130875 | -122148 | -130875 |
Avg Bars in Trades | 41 | 35 | 48 | 41 | 35 | 48 |
Avg Bars in Winners | 56 | 38 | 75 | 56 | 38 | 75 |
Avg Bars in Losers | 28 | 32 | 24 | 28 | 32 | 24 |
Bars Traded | 7425 | 3127 | 4298 | 7425 | 3127 | 4298 |
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 | 308826 | 338519 | -580956 | -565432 | -580314 | -474763 |
{ "trading_pair": "ZEN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7696, "evaluation_days": 1924, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1598680800000, "last_datapoint_time": 1760205600000, "evaluation_time": 1760228275624, "expiration_time": 1765192608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 355352.4659675438, 363335.3887443078, -7982.9227767642, 13532.1890333927, -48090.7475141002, 61622.9365474927 ], [ 355.352466, 363.335389, -7.982923, 13.532189, -48.090748, 61.622937 ], [ 0.184695, 0.188844, -0.004149, 0.006597, -0.034073, 0.024956 ], [ 57.312582, 57.312582, 57.312582, 57.312582, 57.312582, 57.312582 ], [ -153878, -115247, -98515, -776529, -634713, -420733 ], [ 1.415831, 1.855118, 0.981421, 1.004695, 0.96823, 1.045019 ], [ 177, 88, 89, 177, 88, 89 ], [ 83, 42, 41, 83, 42, 41 ], [ 94, 46, 48, 94, 46, 48 ], [ 46.892655, 47.727273, 46.067416, 46.892655, 47.727273, 46.067416 ], [ 1.603471, 2.031796, 1.14898, 1.137847, 1.060443, 1.223437 ], [ 234806, 234806, 52326, 214749, 214749, 209307 ], [ -31346, -31346, -29578, -130875, -122148, -130875 ], [ 41, 35, 48, 41, 35, 48 ], [ 56, 38, 75, 56, 38, 75 ], [ 28, 32, 24, 28, 32, 24 ], [ 7425, 3127, 4298, 7425, 3127, 4298 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 308826, 338519, -580956, -565432, -580314, -474763 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7696, "evaluation_days": 1924, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1598680800000, "last_datapoint_time": 1760205600000, "evaluation_time": 1760228275624, "expiration_time": 1765192608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|