Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323233.9103 | 317262.9991 | 5970.9112 | -71041.7101 | 359603.1605 | -430644.8706 |
Total P&L (%) | 323.2339 | 317.263 | 5.9709 | -71.0417 | 359.6032 | -430.6449 |
Avg Daily Profit (%) | 0.1685 | 0.1654 | 0.0031 | -0.0646 | 0.0795 | 0 |
Buy And Hold Return (%) | 78.3231 | 78.3231 | 78.3231 | 78.3231 | 78.3231 | 78.3231 |
Max Trade Drawdown | -120086 | -101800 | -151709 | -350876 | -31102 | -448882 |
Profit Factor | 1.3289 | 1.8065 | 1.0101 | 0.9056 | 3.9791 | 0.3186 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 91 | 42 | 49 | 91 | 42 | 49 |
Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Profitability (%) | 54.491 | 50 | 59.0361 | 54.491 | 50 | 59.0361 |
Ratio Avg Win / Avg Loss | 1.1099 | 1.8065 | 0.7009 | 0.7563 | 3.9791 | 0.221 |
Largest Winning Trade | 92136 | 92136 | 46440 | 122664 | 122664 | 30640 |
Largest Losing Trade | -88354 | -37279 | -88354 | -319438 | -18239 | -319438 |
Avg Bars in Trades | 21 | 18 | 24 | 21 | 18 | 24 |
Avg Bars in Winners | 17 | 14 | 19 | 17 | 14 | 19 |
Avg Bars in Losers | 25 | 21 | 30 | 25 | 21 | 30 |
Bars Traded | 3510 | 1515 | 1995 | 3510 | 1515 | 1995 |
Profit Streak | 7.5191 | 14.5191 | 0 | 7.5191 | 14.5191 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 284997 | 328108 | -564087 | -578364 | -80875 | -579383 |
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3837, "evaluation_days": 1918.5, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1603195200000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759753653375, "expiration_time": 1764681552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "hma", "factors": { "length": 201, "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": [ [ 323233.9103321197, 317262.9990922008, 5970.9112399189, -71041.7100660332, 359603.1605012006, -430644.8705672339 ], [ 323.23391, 317.262999, 5.970911, -71.04171, 359.603161, -430.644871 ], [ 0.168483, 0.16537, 0.003112, -0.064577, 0.079531, 0 ], [ 78.323071, 78.323071, 78.323071, 78.323071, 78.323071, 78.323071 ], [ -120086, -101800, -151709, -350876, -31102, -448882 ], [ 1.328937, 1.806459, 1.010133, 0.905613, 3.979147, 0.31855 ], [ 167, 84, 83, 167, 84, 83 ], [ 91, 42, 49, 91, 42, 49 ], [ 76, 42, 34, 76, 42, 34 ], [ 54.491018, 50, 59.036145, 54.491018, 50, 59.036145 ], [ 1.109881, 1.806459, 0.700909, 0.756336, 3.979147, 0.221035 ], [ 92136, 92136, 46440, 122664, 122664, 30640 ], [ -88354, -37279, -88354, -319438, -18239, -319438 ], [ 21, 18, 24, 21, 18, 24 ], [ 17, 14, 19, 17, 14, 19 ], [ 25, 21, 30, 25, 21, 30 ], [ 3510, 1515, 1995, 3510, 1515, 1995 ], [ 7.519136, 14.519136, 0, 7.519136, 14.519136, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 284997, 328108, -564087, -578364, -80875, -579383 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3837, "evaluation_days": 1918.5, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1603195200000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759753653375, "expiration_time": 1764681552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "hma", "factors": { "length": 201, "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) |
---|