Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310373.6722 | 362040.5222 | -51666.8501 | -116114.967 | 265383.0941 | -381498.0611 |
Total P&L (%) | 310.3737 | 362.0405 | -51.6669 | -116.115 | 265.3831 | -381.4981 |
Avg Daily Profit (%) | 0.1628 | 0.1898 | -0.0271 | 0 | 0.068 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193846 | -113417 | -213029 | -488457 | -49187 | -472987 |
Profit Factor | 1.4328 | 2.1231 | 0.8691 | 0.8046 | 4.2068 | 0.2543 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 42 | 22 | 20 | 38 | 20 | 18 |
Losing Trades | 36 | 17 | 19 | 40 | 19 | 21 |
Profitability (%) | 53.8462 | 56.4103 | 51.2821 | 48.7179 | 51.2821 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.2281 | 1.6406 | 0.8256 | 0.847 | 3.9964 | 0.2967 |
Largest Winning Trade | 139520 | 139520 | 46335 | 154416 | 154416 | 55600 |
Largest Losing Trade | -109267 | -60654 | -109267 | -254524 | -39286 | -254524 |
Avg Bars in Trades | 46 | 62 | 30 | 46 | 62 | 30 |
Avg Bars in Winners | 42 | 48 | 36 | 51 | 78 | 20 |
Avg Bars in Losers | 50 | 80 | 23 | 41 | 44 | 38 |
Bars Traded | 3594 | 2419 | 1175 | 3594 | 2419 | 1175 |
Profit Streak | 0 | 59.2123 | 0 | 54.2123 | 0 | 55.2123 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30080 | 467429 | -580591 | -619491 | -94776 | -581691 |
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3814, "evaluation_days": 1907, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1598572800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758863144367, "expiration_time": 1763658144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 107, "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": [ [ 310373.6721523905, 362040.5222440406, -51666.8500916502, -116114.966996474, 265383.0940936311, -381498.0610901051 ], [ 310.373672, 362.040522, -51.66685, -116.114967, 265.383094, -381.498061 ], [ 0.162755, 0.189848, -0.027093, 0, 0.067972, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -193846, -113417, -213029, -488457, -49187, -472987 ], [ 1.432839, 2.123118, 0.869102, 0.804643, 4.206758, 0.254326 ], [ 78, 39, 39, 78, 39, 39 ], [ 42, 22, 20, 38, 20, 18 ], [ 36, 17, 19, 40, 19, 21 ], [ 53.846154, 56.410256, 51.282051, 48.717949, 51.282051, 46.153846 ], [ 1.228148, 1.640591, 0.825647, 0.846992, 3.99642, 0.296714 ], [ 139520, 139520, 46335, 154416, 154416, 55600 ], [ -109267, -60654, -109267, -254524, -39286, -254524 ], [ 46, 62, 30, 46, 62, 30 ], [ 42, 48, 36, 51, 78, 20 ], [ 50, 80, 23, 41, 44, 38 ], [ 3594, 2419, 1175, 3594, 2419, 1175 ], [ 0, 59.212319, 0, 54.212319, 0, 55.212319 ], [ 0, 1, 0, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -30080, 467429, -580591, -619491, -94776, -581691 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3814, "evaluation_days": 1907, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1598572800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758863144367, "expiration_time": 1763658144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 107, "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) |
---|