Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342317.5714 | 330930.274 | 11387.2975 | -25083.0095 | 443067.7338 | -468150.7433 |
Total P&L (%) | 342.3176 | 330.9303 | 11.3873 | -25.083 | 443.0677 | -468.1507 |
Avg Daily Profit (%) | 0.1795 | 0.1736 | 0.006 | -0.0151 | 0.0888 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88805 | -94272 | -121828 | -627125 | -485214 | -605169 |
Profit Factor | 1.5924 | 2.3048 | 1.0351 | 0.9898 | 1.4402 | 0.6798 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 42.4242 | 42.4242 | 42.4242 | 42.4242 | 42.4242 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.1611 | 3.1279 | 1.4048 | 1.3434 | 1.9546 | 0.9226 |
Largest Winning Trade | 226438 | 226438 | 62725 | 435573 | 435573 | 206665 |
Largest Losing Trade | -82328 | -29537 | -82328 | -415709 | -162089 | -415709 |
Avg Bars in Trades | 112 | 92 | 132 | 112 | 92 | 132 |
Avg Bars in Winners | 181 | 137 | 226 | 181 | 137 | 226 |
Avg Bars in Losers | 61 | 59 | 62 | 61 | 59 | 62 |
Bars Traded | 7415 | 3050 | 4365 | 7415 | 3050 | 4365 |
Profit Streak | 0 | 0 | 115.2749 | 0 | 0 | 115.2749 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121295 | 317249 | -491368 | -710835 | -75351 | -582790 |
{ "trading_pair": "ZEN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7627, "evaluation_days": 1906.75, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1596801600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758933348375, "expiration_time": 1763657496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 97, "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": [ [ 342317.5714439619, 330930.2739735125, 11387.2974704494, -25083.0094993553, 443067.7338270515, -468150.7433264068 ], [ 342.317571, 330.930274, 11.387297, -25.083009, 443.067734, -468.150743 ], [ 0.179529, 0.173557, 0.005972, -0.015144, 0.08878, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -88805, -94272, -121828, -627125, -485214, -605169 ], [ 1.592382, 2.304771, 1.035121, 0.989838, 1.440249, 0.679777 ], [ 66, 33, 33, 66, 33, 33 ], [ 28, 14, 14, 28, 14, 14 ], [ 38, 19, 19, 38, 19, 19 ], [ 42.424242, 42.424242, 42.424242, 42.424242, 42.424242, 42.424242 ], [ 2.16109, 3.127903, 1.404806, 1.343352, 1.954624, 0.922555 ], [ 226438, 226438, 62725, 435573, 435573, 206665 ], [ -82328, -29537, -82328, -415709, -162089, -415709 ], [ 112, 92, 132, 112, 92, 132 ], [ 181, 137, 226, 181, 137, 226 ], [ 61, 59, 62, 61, 59, 62 ], [ 7415, 3050, 4365, 7415, 3050, 4365 ], [ 0, 0, 115.274865, 0, 0, 115.274865 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -121295, 317249, -491368, -710835, -75351, -582790 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7627, "evaluation_days": 1906.75, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1596801600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758933348375, "expiration_time": 1763657496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 97, "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) |
---|