Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1165393.7281 | 1228039.014 | -62645.2859 | -59092.0794 | 481673.0256 | -540765.105 |
Total P&L (%) | 1165.3937 | 1228.039 | -62.6453 | -59.0921 | 481.673 | -540.7651 |
Avg Daily Profit (%) | 0.607 | 0.6396 | -0.0326 | -0.0465 | 0.0917 | 0 |
Buy And Hold Return (%) | 58.8007 | 58.8007 | 58.8007 | 58.8007 | 58.8007 | 58.8007 |
Max Trade Drawdown | -242180 | -179647 | -82401 | -1473495 | -861968 | -622449 |
Profit Factor | 3.4004 | 5.2816 | 0.6847 | 0.9682 | 1.4712 | 0.3531 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 49.1803 | 46.6667 | 51.6129 | 49.1803 | 46.6667 | 51.6129 |
Ratio Avg Win / Avg Loss | 3.5138 | 6.0361 | 0.6419 | 1.0005 | 1.6814 | 0.331 |
Largest Winning Trade | 1406837 | 1406837 | 36320 | 1343641 | 1343641 | 75254 |
Largest Losing Trade | -54248 | -54248 | -42742 | -558410 | -463524 | -558410 |
Avg Bars in Trades | 89 | 102 | 77 | 89 | 102 | 77 |
Avg Bars in Winners | 97 | 111 | 86 | 97 | 111 | 86 |
Avg Bars in Losers | 82 | 94 | 68 | 82 | 94 | 68 |
Bars Traded | 5481 | 3069 | 2412 | 5481 | 3069 | 2412 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148299 | 664295 | -580608 | -745429 | -69579 | -580608 |
{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5760, "evaluation_days": 1920, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1600992000000, "last_datapoint_time": 1759852800000, "evaluation_time": 1759872486943, "expiration_time": 1764829440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 105, "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": [ [ 1165393.7280845256, 1228039.0139538313, -62645.2858693053, -59092.0793975589, 481673.0256259545, -540765.1050235135 ], [ 1165.393728, 1228.039014, -62.645286, -59.092079, 481.673026, -540.765105 ], [ 0.606976, 0.639604, -0.032628, -0.046544, 0.091747, 0 ], [ 58.800676, 58.800676, 58.800676, 58.800676, 58.800676, 58.800676 ], [ -242180, -179647, -82401, -1473495, -861968, -622449 ], [ 3.400439, 5.281561, 0.684679, 0.968197, 1.471239, 0.353105 ], [ 61, 30, 31, 61, 30, 31 ], [ 30, 14, 16, 30, 14, 16 ], [ 31, 16, 15, 31, 16, 15 ], [ 49.180328, 46.666667, 51.612903, 49.180328, 46.666667, 51.612903 ], [ 3.513787, 6.03607, 0.641886, 1.00047, 1.681416, 0.331036 ], [ 1406837, 1406837, 36320, 1343641, 1343641, 75254 ], [ -54248, -54248, -42742, -558410, -463524, -558410 ], [ 89, 102, 77, 89, 102, 77 ], [ 97, 111, 86, 97, 111, 86 ], [ 82, 94, 68, 82, 94, 68 ], [ 5481, 3069, 2412, 5481, 3069, 2412 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -148299, 664295, -580608, -745429, -69579, -580608 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5760, "evaluation_days": 1920, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1600992000000, "last_datapoint_time": 1759852800000, "evaluation_time": 1759872486943, "expiration_time": 1764829440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 105, "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) |
---|