Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465373.0883 | 440466.3556 | 24906.7327 | 154164.3349 | -116473.9976 | 270638.3325 |
Total P&L (%) | 465.3731 | 440.4664 | 24.9067 | 154.1643 | -116.474 | 270.6383 |
Avg Daily Profit (%) | 0.2439 | 0.2308 | 0.0131 | 0.0489 | 0 | 0.0687 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174656 | -113346 | -90224 | -1009824 | -757363 | -440848 |
Profit Factor | 1.8788 | 2.7125 | 1.0915 | 1.0588 | 0.9177 | 1.224 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 46.7532 | 46.1538 | 47.3684 | 46.7532 | 46.1538 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.1398 | 3.1646 | 1.2127 | 1.2058 | 1.0707 | 1.36 |
Largest Winning Trade | 235263 | 235263 | 62674 | 357242 | 338579 | 357242 |
Largest Losing Trade | -49630 | -28373 | -49630 | -288385 | -288385 | -208077 |
Avg Bars in Trades | 69 | 64 | 74 | 69 | 64 | 74 |
Avg Bars in Winners | 85 | 73 | 97 | 85 | 73 | 97 |
Avg Bars in Losers | 55 | 55 | 54 | 55 | 55 | 54 |
Bars Traded | 5341 | 2502 | 2839 | 5341 | 2502 | 2839 |
Profit Streak | 0 | 0 | 70.6959 | 0 | 0 | 70.6959 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35977 | 417043 | -299399 | -331050 | -580586 | -102075 |
{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5725, "evaluation_days": 1908.33, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1598947200000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758876127059, "expiration_time": 1763791200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 25, "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": [ [ 465373.0883192626, 440466.3555913647, 24906.7327278981, 154164.3348688106, -116473.9976428872, 270638.3325116979 ], [ 465.373088, 440.466356, 24.906733, 154.164335, -116.473998, 270.638333 ], [ 0.243864, 0.230812, 0.013052, 0.048893, 0, 0.068673 ], [ 10, 10, 10, 10, 10, 10 ], [ -174656, -113346, -90224, -1009824, -757363, -440848 ], [ 1.878826, 2.712512, 1.091456, 1.058757, 0.917712, 1.22398 ], [ 77, 39, 38, 77, 39, 38 ], [ 36, 18, 18, 36, 18, 18 ], [ 41, 21, 20, 41, 21, 20 ], [ 46.753247, 46.153846, 47.368421, 46.753247, 46.153846, 47.368421 ], [ 2.139774, 3.164597, 1.212729, 1.205807, 1.070664, 1.359978 ], [ 235263, 235263, 62674, 357242, 338579, 357242 ], [ -49630, -28373, -49630, -288385, -288385, -208077 ], [ 69, 64, 74, 69, 64, 74 ], [ 85, 73, 97, 85, 73, 97 ], [ 55, 55, 54, 55, 55, 54 ], [ 5341, 2502, 2839, 5341, 2502, 2839 ], [ 0, 0, 70.695915, 0, 0, 70.695915 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -35977, 417043, -299399, -331050, -580586, -102075 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5725, "evaluation_days": 1908.33, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1598947200000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758876127059, "expiration_time": 1763791200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 25, "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) |
---|