Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398769.5465 | 421777.2442 | -23007.6977 | -415282.2304 | 1809198.8076 | -2224481.0381 |
Total P&L (%) | 398.7695 | 421.7772 | -23.0077 | -415.2822 | 1809.1988 | -2224.481 |
Avg Daily Profit (%) | 0.2089 | 0.2209 | -0.0121 | 0 | 0.1546 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -243952 | -98796 | -226611 | -3747751 | -1062742 | -3888970 |
Profit Factor | 1.3829 | 1.9179 | 0.9605 | 0.9624 | 1.4378 | 0.6778 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 74 | 37 | 37 | 82 | 47 | 35 |
Losing Trades | 85 | 42 | 43 | 77 | 32 | 45 |
Profitability (%) | 46.5409 | 46.8354 | 46.25 | 51.5723 | 59.4937 | 43.75 |
Ratio Avg Win / Avg Loss | 1.5884 | 2.1771 | 1.1162 | 0.9037 | 0.979 | 0.8714 |
Largest Winning Trade | 205209 | 205209 | 51230 | 592518 | 592518 | 342515 |
Largest Losing Trade | -157462 | -36572 | -157462 | -1978035 | -391181 | -1978035 |
Avg Bars in Trades | 35 | 32 | 37 | 35 | 32 | 37 |
Avg Bars in Winners | 45 | 40 | 49 | 40 | 36 | 46 |
Avg Bars in Losers | 26 | 25 | 27 | 29 | 27 | 31 |
Bars Traded | 5628 | 2589 | 3039 | 5628 | 2589 | 3039 |
Profit Streak | 0 | 0 | 0 | 28.8758 | 58.2091 | 28.8758 |
Trades During Streak | 0 | 0 | 0 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319908 | -16746 | -600027 | -578239 | -17143 | -601659 |
{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5727, "evaluation_days": 1909, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1596124800000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758920467197, "expiration_time": 1763850528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 39, "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": [ [ 398769.5464722564, 421777.2441672439, -23007.6976949871, -415282.2304340505, 1809198.8076318826, -2224481.038065933 ], [ 398.769546, 421.777244, -23.007698, -415.28223, 1809.198808, -2224.481038 ], [ 0.208889, 0.220941, -0.012052, 0, 0.154612, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -243952, -98796, -226611, -3747751, -1062742, -3888970 ], [ 1.382876, 1.917889, 0.960468, 0.962368, 1.437835, 0.677756 ], [ 159, 79, 80, 159, 79, 80 ], [ 74, 37, 37, 82, 47, 35 ], [ 85, 42, 43, 77, 32, 45 ], [ 46.540881, 46.835443, 46.25, 51.572327, 59.493671, 43.75 ], [ 1.588439, 2.177064, 1.11622, 0.903687, 0.978951, 0.8714 ], [ 205209, 205209, 51230, 592518, 592518, 342515 ], [ -157462, -36572, -157462, -1978035, -391181, -1978035 ], [ 35, 32, 37, 35, 32, 37 ], [ 45, 40, 49, 40, 36, 46 ], [ 26, 25, 27, 29, 27, 31 ], [ 5628, 2589, 3039, 5628, 2589, 3039 ], [ 0, 0, 0, 28.875778, 58.209111, 28.875778 ], [ 0, 0, 0, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319908, -16746, -600027, -578239, -17143, -601659 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5727, "evaluation_days": 1909, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1596124800000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758920467197, "expiration_time": 1763850528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 39, "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) |
---|