Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357220.4763 | 396405.7245 | -39185.2483 | -102435.805 | 219385.254 | -321821.059 |
Total P&L (%) | 357.2205 | 396.4057 | -39.1852 | -102.4358 | 219.3853 | -321.8211 |
Avg Daily Profit (%) | 0.1874 | 0.208 | -0.0206 | 0 | 0.0609 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139735 | -136858 | -212543 | -248107 | -50734 | -363354 |
Profit Factor | 1.2384 | 1.4908 | 0.9433 | 0.803 | 3.0093 | 0.2165 |
Total Trades | 297 | 149 | 148 | 297 | 149 | 148 |
Winning Trades | 161 | 76 | 85 | 138 | 78 | 60 |
Losing Trades | 136 | 73 | 63 | 159 | 71 | 88 |
Profitability (%) | 54.2088 | 51.0067 | 57.4324 | 46.4646 | 52.349 | 40.5405 |
Ratio Avg Win / Avg Loss | 1.0461 | 1.432 | 0.6991 | 0.9252 | 2.7392 | 0.3176 |
Largest Winning Trade | 139671 | 139671 | 34688 | 104823 | 104823 | 39766 |
Largest Losing Trade | -101942 | -48585 | -101942 | -156952 | -48489 | -156952 |
Avg Bars in Trades | 76 | 90 | 62 | 76 | 90 | 62 |
Avg Bars in Winners | 69 | 80 | 58 | 84 | 99 | 64 |
Avg Bars in Losers | 85 | 100 | 67 | 69 | 81 | 60 |
Bars Traded | 22713 | 13518 | 9195 | 22713 | 13518 | 9195 |
Profit Streak | 0 | 0 | 8.3737 | 7.3737 | 7.7904 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335510 | 320758 | -579304 | -579919 | -104979 | -584618 |
{ "trading_pair": "ZEN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22872, "evaluation_days": 1906, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1594944000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758891487745, "expiration_time": 1764650822400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 84, "offset": 0, "std": 2.33657 } }, "second_band": { "type": "vwma", "factors": { "length": 131, "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": [ [ 357220.4762545899, 396405.7245206053, -39185.2482660152, -102435.8050225645, 219385.2540085958, -321821.05903116 ], [ 357.220476, 396.405725, -39.185248, -102.435805, 219.385254, -321.821059 ], [ 0.187419, 0.207978, -0.020559, 0, 0.060943, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -139735, -136858, -212543, -248107, -50734, -363354 ], [ 1.238376, 1.490808, 0.943284, 0.80299, 3.009314, 0.21654 ], [ 297, 149, 148, 297, 149, 148 ], [ 161, 76, 85, 138, 78, 60 ], [ 136, 73, 63, 159, 71, 88 ], [ 54.208754, 51.006711, 57.432432, 46.464646, 52.348993, 40.540541 ], [ 1.046082, 1.43196, 0.69914, 0.925184, 2.739247, 0.317592 ], [ 139671, 139671, 34688, 104823, 104823, 39766 ], [ -101942, -48585, -101942, -156952, -48489, -156952 ], [ 76, 90, 62, 76, 90, 62 ], [ 69, 80, 58, 84, 99, 64 ], [ 85, 100, 67, 69, 81, 60 ], [ 22713, 13518, 9195, 22713, 13518, 9195 ], [ 0, 0, 8.373701, 7.373701, 7.790367, 0 ], [ 0, 0, 1, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 335510, 320758, -579304, -579919, -104979, -584618 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22872, "evaluation_days": 1906, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1594944000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758891487745, "expiration_time": 1764650822400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 84, "offset": 0, "std": 2.33657 } }, "second_band": { "type": "vwma", "factors": { "length": 131, "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) |
---|