Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194391.5858 | 390548.1865 | -196156.6006 | -102324.4402 | -20271.335 | -82053.1051 |
Total P&L (%) | 194.3916 | 390.5482 | -196.1566 | -102.3244 | -20.2713 | -82.0531 |
Avg Daily Profit (%) | 0.1018 | 0.2045 | -0.1027 | 0 | -0.0119 | -0.0899 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -246566 | -176492 | -212544 | -219459 | -84914 | -141662 |
Profit Factor | 1.194 | 1.8639 | 0.6432 | 0.6757 | 0.8395 | 0.5665 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 83 | 43 | 40 | 98 | 50 | 48 |
Losing Trades | 102 | 50 | 52 | 87 | 43 | 44 |
Profitability (%) | 44.8649 | 46.2366 | 43.4783 | 52.973 | 53.7634 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.4674 | 2.1673 | 0.8361 | 0.5999 | 0.722 | 0.5193 |
Largest Winning Trade | 511773 | 511773 | 57916 | 47948 | 23736 | 47948 |
Largest Losing Trade | -117264 | -29844 | -117264 | -126894 | -80835 | -126894 |
Avg Bars in Trades | 28 | 21 | 35 | 28 | 21 | 35 |
Avg Bars in Winners | 38 | 25 | 53 | 20 | 17 | 23 |
Avg Bars in Losers | 19 | 17 | 22 | 37 | 25 | 48 |
Bars Traded | 5245 | 1973 | 3272 | 5245 | 1973 | 3272 |
Profit Streak | 0 | 0 | 0 | 59.0451 | 109.0451 | 59.0451 |
Trades During Streak | 0 | 0 | 0 | 7 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64914 | 349398 | -583622 | -577553 | -578852 | -579409 |
{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5729, "evaluation_days": 1909.67, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1600531200000, "last_datapoint_time": 1758960000000, "evaluation_time": 1758992696519, "expiration_time": 1763909856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 228, "offset": 113, "scalar": 3 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 12 } } }
{ "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": [ [ 194391.5858207798, 390548.1864656106, -196156.6006448309, -102324.4401596496, -20271.3350464386, -82053.105113211 ], [ 194.391586, 390.548186, -196.156601, -102.32444, -20.271335, -82.053105 ], [ 0.101793, 0.204511, -0.102718, 0, -0.011862, -0.08991 ], [ 10, 10, 10, 10, 10, 10 ], [ -246566, -176492, -212544, -219459, -84914, -141662 ], [ 1.194041, 1.863851, 0.643161, 0.675727, 0.839476, 0.566472 ], [ 185, 93, 92, 185, 93, 92 ], [ 83, 43, 40, 98, 50, 48 ], [ 102, 50, 52, 87, 43, 44 ], [ 44.864865, 46.236559, 43.478261, 52.972973, 53.763441, 52.173913 ], [ 1.467375, 2.167268, 0.836109, 0.599881, 0.72195, 0.519266 ], [ 511773, 511773, 57916, 47948, 23736, 47948 ], [ -117264, -29844, -117264, -126894, -80835, -126894 ], [ 28, 21, 35, 28, 21, 35 ], [ 38, 25, 53, 20, 17, 23 ], [ 19, 17, 22, 37, 25, 48 ], [ 5245, 1973, 3272, 5245, 1973, 3272 ], [ 0, 0, 0, 59.045099, 109.045099, 59.045099 ], [ 0, 0, 0, 7, 6, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -64914, 349398, -583622, -577553, -578852, -579409 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5729, "evaluation_days": 1909.67, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1600531200000, "last_datapoint_time": 1758960000000, "evaluation_time": 1758992696519, "expiration_time": 1763909856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 228, "offset": 113, "scalar": 3 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 12 } } }
# | 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) |
---|