Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354060.1952 | 380238.5227 | -26178.3275 | -35450.6066 | -65929.4441 | 30478.8375 |
Total P&L (%) | 354.0602 | 380.2385 | -26.1783 | -35.4506 | -65.9294 | 30.4788 |
Avg Daily Profit (%) | 0.1858 | 0.1995 | -0.0137 | -0.023 | -0.0565 | 0.014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -238520 | -212020 | -59720 | -1949521 | -2030515 | -251253 |
Profit Factor | 1.3408 | 1.4681 | 0.8844 | 0.9927 | 0.9838 | 1.0388 |
Total Trades | 257 | 128 | 129 | 257 | 128 | 129 |
Winning Trades | 127 | 57 | 70 | 127 | 57 | 70 |
Losing Trades | 130 | 71 | 59 | 130 | 71 | 59 |
Profitability (%) | 49.4163 | 44.5313 | 54.2636 | 49.4163 | 44.5313 | 54.2636 |
Ratio Avg Win / Avg Loss | 1.3725 | 1.8287 | 0.7454 | 1.0161 | 1.2254 | 0.8756 |
Largest Winning Trade | 249909 | 249909 | 9626 | 1247212 | 1247212 | 137931 |
Largest Losing Trade | -52592 | -52592 | -20927 | -930112 | -930112 | -172545 |
Avg Bars in Trades | 87 | 167 | 7 | 87 | 167 | 7 |
Avg Bars in Winners | 76 | 162 | 7 | 76 | 162 | 7 |
Avg Bars in Losers | 97 | 171 | 8 | 97 | 171 | 8 |
Bars Traded | 22410 | 21405 | 1005 | 22410 | 21405 | 1005 |
Profit Streak | 0 | 87.4708 | 0 | 0 | 87.4708 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322215 | 290021 | -580159 | -577993 | -580894 | -356164 |
{ "trading_pair": "ZEN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22872, "evaluation_days": 1906, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1594389600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758856680514, "expiration_time": 1764650822400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 53, "offset": 0, "multiplier": 2.71206 } }, "second_band": { "type": "bbu", "factors": { "length": 231, "offset": 0, "std": 2.42301 } } }
{ "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": [ [ 354060.1951841335, 380238.5227138279, -26178.3275296944, -35450.6066253887, -65929.4440855237, 30478.8374601343 ], [ 354.060195, 380.238523, -26.178328, -35.450607, -65.929444, 30.478837 ], [ 0.185761, 0.199496, -0.013735, -0.022964, -0.056476, 0.013959 ], [ 10, 10, 10, 10, 10, 10 ], [ -238520, -212020, -59720, -1949521, -2030515, -251253 ], [ 1.340846, 1.468098, 0.884404, 0.992688, 0.983772, 1.038794 ], [ 257, 128, 129, 257, 128, 129 ], [ 127, 57, 70, 127, 57, 70 ], [ 130, 71, 59, 130, 71, 59 ], [ 49.416342, 44.53125, 54.263566, 49.416342, 44.53125, 54.263566 ], [ 1.37252, 1.828684, 0.745426, 1.016137, 1.2254, 0.875555 ], [ 249909, 249909, 9626, 1247212, 1247212, 137931 ], [ -52592, -52592, -20927, -930112, -930112, -172545 ], [ 87, 167, 7, 87, 167, 7 ], [ 76, 162, 7, 76, 162, 7 ], [ 97, 171, 8, 97, 171, 8 ], [ 22410, 21405, 1005, 22410, 21405, 1005 ], [ 0, 87.470839, 0, 0, 87.470839, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 322215, 290021, -580159, -577993, -580894, -356164 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22872, "evaluation_days": 1906, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1594389600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758856680514, "expiration_time": 1764650822400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 53, "offset": 0, "multiplier": 2.71206 } }, "second_band": { "type": "bbu", "factors": { "length": 231, "offset": 0, "std": 2.42301 } } }
# | 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) |
---|