Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1461804.1969 | 1426014.5501 | 35789.6468 | 124244.7996 | -1231034.319 | 1355279.1186 |
Total P&L (%) | 1461.8042 | 1426.0146 | 35.7896 | 124.2448 | -1231.0343 | 1355.2791 |
Avg Daily Profit (%) | 0.7643 | 0.7456 | 0.0187 | 0.0422 | 0 | 0.1401 |
Buy And Hold Return (%) | 30.0508 | 30.0508 | 30.0508 | 30.0508 | 30.0508 | 30.0508 |
Max Trade Drawdown | -235016 | -182310 | -145981 | -3238620 | -3703050 | -1293895 |
Profit Factor | 3.7802 | 5.6621 | 1.1627 | 1.0171 | 0.7494 | 1.577 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 48.2353 | 44.186 | 52.381 | 48.2353 | 44.186 | 52.381 |
Ratio Avg Win / Avg Loss | 4.0568 | 7.1521 | 1.057 | 1.0915 | 0.9466 | 1.4336 |
Largest Winning Trade | 1549491 | 1549491 | 28024 | 1549491 | 1549491 | 685691 |
Largest Losing Trade | -45238 | -40444 | -45238 | -1007340 | -1007340 | -575552 |
Avg Bars in Trades | 41 | 36 | 45 | 41 | 36 | 45 |
Avg Bars in Winners | 47 | 35 | 57 | 47 | 35 | 57 |
Avg Bars in Losers | 35 | 37 | 32 | 35 | 37 | 32 |
Bars Traded | 3504 | 1587 | 1917 | 3504 | 1587 | 1917 |
Profit Streak | 0 | 0 | 68.7635 | 0 | 0 | 68.7635 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 694887 | 675779 | -314413 | -340761 | -582988 | -2474 |
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3825, "evaluation_days": 1912.5, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1604750400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759213163629, "expiration_time": 1764147600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 250, "offset": 0 } }, "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": [ [ 1461804.1968982841, 1426014.5501088279, 35789.6467894558, 124244.7995510253, -1231034.3190488813, 1355279.1185999068 ], [ 1461.804197, 1426.01455, 35.789647, 124.2448, -1231.034319, 1355.279119 ], [ 0.764342, 0.745629, 0.018714, 0.042235, 0, 0.140113 ], [ 30.050761, 30.050761, 30.050761, 30.050761, 30.050761, 30.050761 ], [ -235016, -182310, -145981, -3238620, -3703050, -1293895 ], [ 3.78017, 5.662116, 1.162737, 1.01711, 0.74941, 1.576981 ], [ 85, 43, 42, 85, 43, 42 ], [ 41, 19, 22, 41, 19, 22 ], [ 44, 24, 20, 44, 24, 20 ], [ 48.235294, 44.186047, 52.380952, 48.235294, 44.186047, 52.380952 ], [ 4.056768, 7.152147, 1.057033, 1.091533, 0.946623, 1.433619 ], [ 1549491, 1549491, 28024, 1549491, 1549491, 685691 ], [ -45238, -40444, -45238, -1007340, -1007340, -575552 ], [ 41, 36, 45, 41, 36, 45 ], [ 47, 35, 57, 47, 35, 57 ], [ 35, 37, 32, 35, 37, 32 ], [ 3504, 1587, 1917, 3504, 1587, 1917 ], [ 0, 0, 68.763468, 0, 0, 68.763468 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 694887, 675779, -314413, -340761, -582988, -2474 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3825, "evaluation_days": 1912.5, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1604750400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759213163629, "expiration_time": 1764147600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 250, "offset": 0 } }, "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) |
---|