Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1179453.9177 | 1243838.3257 | -64384.408 | -69678.1855 | 519227.9927 | -588906.1782 |
Total P&L (%) | 1179.4539 | 1243.8383 | -64.3844 | -69.6782 | 519.228 | -588.9062 |
Avg Daily Profit (%) | 0.6185 | 0.6522 | -0.0338 | -0.0626 | 0.0957 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -278175 | -189666 | -150080 | -1646579 | -1042866 | -783112 |
Profit Factor | 2.6439 | 4.121 | 0.7981 | 0.9737 | 1.3503 | 0.4943 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 48.2353 | 42.8571 | 53.4884 | 48.2353 | 42.8571 | 53.4884 |
Ratio Avg Win / Avg Loss | 2.8374 | 5.4947 | 0.694 | 1.0449 | 1.8004 | 0.4299 |
Largest Winning Trade | 1384510 | 1384510 | 41611 | 1558382 | 1558382 | 112920 |
Largest Losing Trade | -48406 | -45883 | -48406 | -528373 | -528373 | -466592 |
Avg Bars in Trades | 43 | 55 | 31 | 43 | 55 | 31 |
Avg Bars in Winners | 38 | 50 | 29 | 38 | 50 | 29 |
Avg Bars in Losers | 47 | 58 | 33 | 47 | 58 | 33 |
Bars Traded | 3659 | 2310 | 1349 | 3659 | 2310 | 1349 |
Profit Streak | 17.5979 | 0 | 68.0979 | 17.5979 | 0 | 68.0979 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 603553 | 587484 | -579305 | -579003 | -66079 | -579305 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 99 } }, "second_band": { "type": "dcm", "factors": { "length": 133, "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": [ [ 1179453.9177031862, 1243838.3257066319, -64384.4080034456, -69678.1854819602, 519227.9926845366, -588906.1781664968 ], [ 1179.453918, 1243.838326, -64.384408, -69.678185, 519.227993, -588.906178 ], [ 0.618487, 0.652249, -0.033762, -0.062555, 0.095657, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -278175, -189666, -150080, -1646579, -1042866, -783112 ], [ 2.643914, 4.121013, 0.798124, 0.973675, 1.350315, 0.494346 ], [ 85, 42, 43, 85, 42, 43 ], [ 41, 18, 23, 41, 18, 23 ], [ 44, 24, 20, 44, 24, 20 ], [ 48.235294, 42.857143, 53.488372, 48.235294, 42.857143, 53.488372 ], [ 2.837371, 5.494684, 0.694021, 1.044919, 1.80042, 0.429866 ], [ 1384510, 1384510, 41611, 1558382, 1558382, 112920 ], [ -48406, -45883, -48406, -528373, -528373, -466592 ], [ 43, 55, 31, 43, 55, 31 ], [ 38, 50, 29, 38, 50, 29 ], [ 47, 58, 33, 47, 58, 33 ], [ 3659, 2310, 1349, 3659, 2310, 1349 ], [ 17.597937, 0, 68.097937, 17.597937, 0, 68.097937 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 603553, 587484, -579305, -579003, -66079, -579305 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3814, "evaluation_days": 1907, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1599696000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758896461734, "expiration_time": 1763658144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 99 } }, "second_band": { "type": "dcm", "factors": { "length": 133, "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) |
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