Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 195896.1708 | 348854.395 | -152958.2241 | -100004.5927 | -97745.2699 | -2259.3228 |
Total P&L (%) | 195.8962 | 348.8544 | -152.9582 | -100.0046 | -97.7453 | -2.2593 |
Avg Daily Profit (%) | 0.1027 | 0.183 | -0.0802 | 0 | -0.1987 | -0.0012 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -272812 | -96948 | -318598 | -233025 | -73045 | -138444 |
Profit Factor | 1.1866 | 2.0129 | 0.7832 | 0.5916 | 0.0809 | 0.9837 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 53 | 26 | 27 | 44 | 23 | 21 |
Losing Trades | 43 | 22 | 21 | 52 | 25 | 27 |
Profitability (%) | 55.2083 | 54.1667 | 56.25 | 45.8333 | 47.9167 | 43.75 |
Ratio Avg Win / Avg Loss | 0.9627 | 1.7032 | 0.6092 | 0.6991 | 0.0879 | 1.2647 |
Largest Winning Trade | 173548 | 173548 | 57728 | 128701 | 5633 | 128701 |
Largest Losing Trade | -196316 | -34779 | -196316 | -55736 | -38513 | -55736 |
Avg Bars in Trades | 77 | 67 | 87 | 77 | 67 | 87 |
Avg Bars in Winners | 67 | 59 | 75 | 89 | 77 | 104 |
Avg Bars in Losers | 89 | 77 | 102 | 67 | 59 | 74 |
Bars Traded | 7456 | 3254 | 4202 | 7456 | 3254 | 4202 |
Profit Streak | 38.7749 | 38.7749 | 58.5249 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70888 | 449118 | -579318 | -582142 | -581499 | -581453 |
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{ "first_band": { "type": "t3", "factors": { "length": 48, "offset": 0, "a": 0.2629 } }, "second_band": { "type": "ssf", "factors": { "length": 160, "offset": 0, "poles": 3 } } }
{ "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": [ [ 195896.1708476888, 348854.3949843136, -152958.2241366247, -100004.5926971798, -97745.2699252319, -2259.3227719479 ], [ 195.896171, 348.854395, -152.958224, -100.004593, -97.74527, -2.259323 ], [ 0.102738, 0.182958, -0.080219, 0, -0.198682, -0.001198 ], [ 10, 10, 10, 10, 10, 10 ], [ -272812, -96948, -318598, -233025, -73045, -138444 ], [ 1.186553, 2.01285, 0.78324, 0.591564, 0.080878, 0.983687 ], [ 96, 48, 48, 96, 48, 48 ], [ 53, 26, 27, 44, 23, 21 ], [ 43, 22, 21, 52, 25, 27 ], [ 55.208333, 54.166667, 56.25, 45.833333, 47.916667, 43.75 ], [ 0.962675, 1.70318, 0.609186, 0.699121, 0.087911, 1.264741 ], [ 173548, 173548, 57728, 128701, 5633, 128701 ], [ -196316, -34779, -196316, -55736, -38513, -55736 ], [ 77, 67, 87, 77, 67, 87 ], [ 67, 59, 75, 89, 77, 104 ], [ 89, 77, 102, 67, 59, 74 ], [ 7456, 3254, 4202, 7456, 3254, 4202 ], [ 38.774938, 38.774938, 58.524938, 0, 0, 0 ], [ 2, 1, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -70888, 449118, -579318, -582142, -581499, -581453 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7627, "evaluation_days": 1906.75, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1595008800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758933354642, "expiration_time": 1763657496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 48, "offset": 0, "a": 0.2629 } }, "second_band": { "type": "ssf", "factors": { "length": 160, "offset": 0, "poles": 3 } } }
# | 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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