Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 832816.9255 | 871116.6625 | -38299.737 | -32657.2146 | 250478.6891 | -283135.9037 |
Total P&L (%) | 832.8169 | 871.1167 | -38.2997 | -32.6572 | 250.4787 | -283.1359 |
Avg Daily Profit (%) | 0.4343 | 0.4542 | -0.02 | -0.0206 | 0.0654 | 0 |
Buy And Hold Return (%) | 88.3725 | 88.3725 | 88.3725 | 88.3725 | 88.3725 | 88.3725 |
Max Trade Drawdown | -233542 | -181284 | -126985 | -1337339 | -872577 | -581053 |
Profit Factor | 2.5324 | 4.1933 | 0.8585 | 0.9859 | 1.2168 | 0.7558 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 42.6829 | 43.9024 | 41.4634 | 42.6829 | 43.9024 | 41.4634 |
Ratio Avg Win / Avg Loss | 3.4007 | 5.3582 | 1.212 | 1.3239 | 1.5548 | 1.067 |
Largest Winning Trade | 992132 | 992132 | 50403 | 853392 | 853392 | 242977 |
Largest Losing Trade | -52858 | -37093 | -52858 | -364305 | -224220 | -364305 |
Avg Bars in Trades | 87 | 76 | 97 | 87 | 76 | 97 |
Avg Bars in Winners | 121 | 90 | 153 | 121 | 90 | 153 |
Avg Bars in Losers | 61 | 65 | 57 | 61 | 65 | 57 |
Bars Traded | 7134 | 3147 | 3987 | 7134 | 3147 | 3987 |
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 | 116807 | 542829 | -582395 | -590734 | -110491 | -582395 |
{ "trading_pair": "ZEN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7671, "evaluation_days": 1917.75, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1601748000000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759673271878, "expiration_time": 1764636408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 246, "offset": 114 } }, "second_band": { "type": "supertrend", "factors": { "length": 115, "offset": 0, "multiplier": 2.5892 } } }
{ "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": [ [ 832816.9254841277, 871116.6625301016, -38299.7370459741, -32657.2146447018, 250478.6890642766, -283135.9037089786 ], [ 832.816925, 871.116663, -38.299737, -32.657215, 250.478689, -283.135904 ], [ 0.434268, 0.454239, -0.019971, -0.020614, 0.065417, 0 ], [ 88.372531, 88.372531, 88.372531, 88.372531, 88.372531, 88.372531 ], [ -233542, -181284, -126985, -1337339, -872577, -581053 ], [ 2.53243, 4.193347, 0.858501, 0.985891, 1.216801, 0.755757 ], [ 82, 41, 41, 82, 41, 41 ], [ 35, 18, 17, 35, 18, 17 ], [ 47, 23, 24, 47, 23, 24 ], [ 42.682927, 43.902439, 41.463415, 42.682927, 43.902439, 41.463415 ], [ 3.400691, 5.358166, 1.212001, 1.32391, 1.554801, 1.06695 ], [ 992132, 992132, 50403, 853392, 853392, 242977 ], [ -52858, -37093, -52858, -364305, -224220, -364305 ], [ 87, 76, 97, 87, 76, 97 ], [ 121, 90, 153, 121, 90, 153 ], [ 61, 65, 57, 61, 65, 57 ], [ 7134, 3147, 3987, 7134, 3147, 3987 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 116807, 542829, -582395, -590734, -110491, -582395 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7671, "evaluation_days": 1917.75, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1601748000000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759673271878, "expiration_time": 1764636408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 246, "offset": 114 } }, "second_band": { "type": "supertrend", "factors": { "length": 115, "offset": 0, "multiplier": 2.5892 } } }
# | 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) |
---|