Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469219.164 | 501415.2598 | -32196.0958 | -49628.8947 | 206727.1706 | -256356.0653 |
Total P&L (%) | 469.2192 | 501.4153 | -32.1961 | -49.6289 | 206.7272 | -256.3561 |
Avg Daily Profit (%) | 0.2461 | 0.2629 | -0.0169 | -0.036 | 0.0588 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -288165 | -244556 | -78168 | -882531 | -785047 | -284838 |
Profit Factor | 1.8641 | 2.3212 | 0.8031 | 0.9668 | 1.1934 | 0.3997 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 41.1765 | 42.8571 | 39.5349 | 41.1765 | 42.8571 | 39.5349 |
Ratio Avg Win / Avg Loss | 2.6631 | 3.095 | 1.2282 | 1.3812 | 1.5913 | 0.6113 |
Largest Winning Trade | 607009 | 607009 | 28408 | 750521 | 750521 | 42271 |
Largest Losing Trade | -41885 | -41885 | -24741 | -204935 | -204935 | -156990 |
Avg Bars in Trades | 43 | 81 | 5 | 43 | 81 | 5 |
Avg Bars in Winners | 62 | 113 | 8 | 62 | 113 | 8 |
Avg Bars in Losers | 29 | 57 | 3 | 29 | 57 | 3 |
Bars Traded | 3663 | 3421 | 242 | 3663 | 3421 | 242 |
Profit Streak | 0 | 97.8796 | 0 | 0 | 97.8796 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300545 | 403914 | -582852 | -582315 | -122820 | -584519 |
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{ "first_band": { "type": "wma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 16, "offset": 0 } } }
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{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3814, "evaluation_days": 1907, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1596326400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758877598047, "expiration_time": 1763658144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 16, "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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