Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587123.3988 | 519501.7987 | 67621.6 | 480793.2385 | 348397.1475 | 132396.0909 |
Total P&L (%) | 587.1234 | 519.5018 | 67.6216 | 480.7932 | 348.3971 | 132.3961 |
Avg Daily Profit (%) | 0.3079 | 0.2724 | 0.0355 | 0.0923 | 0.0787 | 0.0442 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129144 | -102234 | -84813 | -1479631 | -905388 | -760923 |
Profit Factor | 1.8949 | 2.8286 | 1.1818 | 1.1033 | 1.1641 | 1.0523 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 47.619 | 44.4444 | 50.7937 | 47.619 | 44.4444 | 50.7937 |
Ratio Avg Win / Avg Loss | 2.0843 | 3.5358 | 1.1448 | 1.2136 | 1.4551 | 1.0194 |
Largest Winning Trade | 303122 | 303122 | 59538 | 617573 | 617573 | 286195 |
Largest Losing Trade | -37218 | -23329 | -37218 | -522410 | -261888 | -522410 |
Avg Bars in Trades | 28 | 25 | 32 | 28 | 25 | 32 |
Avg Bars in Winners | 38 | 32 | 43 | 38 | 32 | 43 |
Avg Bars in Losers | 20 | 19 | 22 | 20 | 19 | 22 |
Bars Traded | 3643 | 1580 | 2063 | 3643 | 1580 | 2063 |
Profit Streak | 0 | 0 | 44.874 | 0 | 0 | 44.874 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440751 | -134784 | -312282 | -176984 | -276751 | -442860 |
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3814, "evaluation_days": 1907, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1598961600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758920317875, "expiration_time": 1763658144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 58 } }, "second_band": { "type": "zlma", "factors": { "length": 116, "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": [ [ 587123.3987740614, 519501.7987465172, 67621.6000275437, 480793.2384610254, 348397.1475149092, 132396.0909461161 ], [ 587.123399, 519.501799, 67.6216, 480.793238, 348.397148, 132.396091 ], [ 0.307878, 0.272418, 0.03546, 0.092293, 0.078715, 0.04423 ], [ 10, 10, 10, 10, 10, 10 ], [ -129144, -102234, -84813, -1479631, -905388, -760923 ], [ 1.894861, 2.828618, 1.181774, 1.103278, 1.164063, 1.052293 ], [ 126, 63, 63, 126, 63, 63 ], [ 60, 28, 32, 60, 28, 32 ], [ 66, 35, 31, 66, 35, 31 ], [ 47.619048, 44.444444, 50.793651, 47.619048, 44.444444, 50.793651 ], [ 2.084348, 3.535772, 1.144843, 1.213605, 1.455079, 1.019409 ], [ 303122, 303122, 59538, 617573, 617573, 286195 ], [ -37218, -23329, -37218, -522410, -261888, -522410 ], [ 28, 25, 32, 28, 25, 32 ], [ 38, 32, 43, 38, 32, 43 ], [ 20, 19, 22, 20, 19, 22 ], [ 3643, 1580, 2063, 3643, 1580, 2063 ], [ 0, 0, 44.874049, 0, 0, 44.874049 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 440751, -134784, -312282, -176984, -276751, -442860 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3814, "evaluation_days": 1907, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1598961600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758920317875, "expiration_time": 1763658144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 58 } }, "second_band": { "type": "zlma", "factors": { "length": 116, "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) |
---|