Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472598.6182 | 394786.542 | 77812.0762 | 440799.6944 | 104962.2944 | 335837.4 |
Total P&L (%) | 472.5986 | 394.7865 | 77.8121 | 440.7997 | 104.9623 | 335.8374 |
Avg Daily Profit (%) | 0.2478 | 0.207 | 0.0408 | 0.0885 | 0.0376 | 0.0772 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131468 | -77045 | -102909 | -1170173 | -649925 | -753500 |
Profit Factor | 1.7724 | 2.5305 | 1.2199 | 1.1097 | 1.0546 | 1.1604 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 50.9434 | 47.1698 | 54.717 | 50.9434 | 47.1698 | 54.717 |
Ratio Avg Win / Avg Loss | 1.7067 | 2.8342 | 1.0095 | 1.0686 | 1.1811 | 0.9603 |
Largest Winning Trade | 190569 | 190569 | 62808 | 345285 | 270349 | 345285 |
Largest Losing Trade | -40063 | -25184 | -40063 | -303010 | -230203 | -303010 |
Avg Bars in Trades | 34 | 26 | 43 | 34 | 26 | 43 |
Avg Bars in Winners | 48 | 36 | 57 | 48 | 36 | 57 |
Avg Bars in Losers | 21 | 17 | 25 | 21 | 17 | 25 |
Bars Traded | 3701 | 1409 | 2292 | 3701 | 1409 | 2292 |
Profit Streak | 27.2994 | 27.2994 | 42.7994 | 27.2994 | 27.2994 | 42.7994 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478690 | -167360 | -316829 | -172662 | -482970 | -313658 |
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{ "first_band": { "type": "wma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 472598.6181645339, 394786.5419729681, 77812.0761915657, 440799.6943885455, 104962.2943756635, 335837.4000128824 ], [ 472.598618, 394.786542, 77.812076, 440.799694, 104.962294, 335.8374 ], [ 0.247823, 0.20702, 0.040803, 0.088549, 0.03764, 0.077224 ], [ 10, 10, 10, 10, 10, 10 ], [ -131468, -77045, -102909, -1170173, -649925, -753500 ], [ 1.772381, 2.530512, 1.219852, 1.109727, 1.054583, 1.160362 ], [ 106, 53, 53, 106, 53, 53 ], [ 54, 25, 29, 54, 25, 29 ], [ 52, 28, 24, 52, 28, 24 ], [ 50.943396, 47.169811, 54.716981, 50.943396, 47.169811, 54.716981 ], [ 1.706737, 2.834174, 1.009533, 1.068626, 1.181133, 0.9603 ], [ 190569, 190569, 62808, 345285, 270349, 345285 ], [ -40063, -25184, -40063, -303010, -230203, -303010 ], [ 34, 26, 43, 34, 26, 43 ], [ 48, 36, 57, 48, 36, 57 ], [ 21, 17, 25, 21, 17, 25 ], [ 3701, 1409, 2292, 3701, 1409, 2292 ], [ 27.2994, 27.2994, 42.7994, 27.2994, 27.2994, 42.7994 ], [ 4, 2, 3, 4, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 478690, -167360, -316829, -172662, -482970, -313658 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3814, "evaluation_days": 1907, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1598227200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758870668197, "expiration_time": 1763658144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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