Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518436.3974 | 441558.9687 | 76877.4287 | 437827.4251 | 208643.4776 | 229183.9474 |
Total P&L (%) | 518.4364 | 441.559 | 76.8774 | 437.8274 | 208.6435 | 229.1839 |
Avg Daily Profit (%) | 0.2708 | 0.2306 | 0.0402 | 0.0879 | 0.0589 | 0.0623 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171850 | -104410 | -104819 | -917216 | -784625 | -397056 |
Profit Factor | 1.6724 | 2.1571 | 1.1974 | 1.116 | 1.0986 | 1.1382 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 89 | 49 | 40 | 89 | 49 | 40 |
Losing Trades | 91 | 41 | 50 | 91 | 41 | 50 |
Profitability (%) | 49.4444 | 54.4444 | 44.4444 | 49.4444 | 54.4444 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.71 | 1.8049 | 1.4968 | 1.1411 | 0.9193 | 1.4227 |
Largest Winning Trade | 247833 | 247833 | 48966 | 361354 | 361354 | 231543 |
Largest Losing Trade | -43779 | -43779 | -38954 | -256705 | -256705 | -123622 |
Avg Bars in Trades | 20 | 18 | 22 | 20 | 18 | 22 |
Avg Bars in Winners | 25 | 22 | 30 | 25 | 22 | 30 |
Avg Bars in Losers | 15 | 14 | 16 | 15 | 14 | 16 |
Bars Traded | 3692 | 1673 | 2019 | 3692 | 1673 | 2019 |
Profit Streak | 29.2352 | 35.7352 | 29.2352 | 29.2352 | 35.7352 | 29.2352 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514110 | 502767 | -144264 | -166041 | -226028 | -179990 |
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3829, "evaluation_days": 1914.5, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1596844800000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759383522961, "expiration_time": 1764325584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 66 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 518436.3973742609, 441558.9686900778, 76877.4286841835, 437827.4250595745, 208643.4776181296, 229183.947441445 ], [ 518.436397, 441.558969, 76.877429, 437.827425, 208.643478, 229.183947 ], [ 0.270795, 0.230639, 0.040155, 0.087914, 0.058885, 0.062252 ], [ 10, 10, 10, 10, 10, 10 ], [ -171850, -104410, -104819, -917216, -784625, -397056 ], [ 1.67244, 2.157097, 1.197441, 1.116003, 1.098617, 1.138179 ], [ 180, 90, 90, 180, 90, 90 ], [ 89, 49, 40, 89, 49, 40 ], [ 91, 41, 50, 91, 41, 50 ], [ 49.444444, 54.444444, 44.444444, 49.444444, 54.444444, 44.444444 ], [ 1.710023, 1.804918, 1.496802, 1.141081, 0.919251, 1.422724 ], [ 247833, 247833, 48966, 361354, 361354, 231543 ], [ -43779, -43779, -38954, -256705, -256705, -123622 ], [ 20, 18, 22, 20, 18, 22 ], [ 25, 22, 30, 25, 22, 30 ], [ 15, 14, 16, 15, 14, 16 ], [ 3692, 1673, 2019, 3692, 1673, 2019 ], [ 29.235219, 35.735219, 29.235219, 29.235219, 35.735219, 29.235219 ], [ 3, 3, 1, 3, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 514110, 502767, -144264, -166041, -226028, -179990 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3829, "evaluation_days": 1914.5, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1596844800000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759383522961, "expiration_time": 1764325584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 66 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|