Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665526.7841 | 527003.0914 | 138523.6927 | 1876742.9346 | -110100.9859 | 1986843.9205 |
Total P&L (%) | 665.5268 | 527.0031 | 138.5237 | 1876.7429 | -110.101 | 1986.8439 |
Avg Daily Profit (%) | 0.3471 | 0.2749 | 0.0722 | 0.1558 | 0 | 0.1586 |
Buy And Hold Return (%) | 34.992 | 34.992 | 34.992 | 34.992 | 34.992 | 34.992 |
Max Trade Drawdown | -98202 | -117667 | -20332 | -3147685 | -3439208 | -336870 |
Profit Factor | 2.1358 | 2.0407 | 2.7416 | 1.1894 | 0.9879 | 3.4216 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 72 | 32 | 40 | 72 | 32 | 40 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 61.0169 | 54.2373 | 67.7966 | 61.0169 | 54.2373 | 67.7966 |
Ratio Avg Win / Avg Loss | 1.3646 | 1.7218 | 1.3023 | 0.7599 | 0.8335 | 1.6253 |
Largest Winning Trade | 128054 | 128054 | 17934 | 2220382 | 2220382 | 709193 |
Largest Losing Trade | -63063 | -63063 | -14012 | -2313736 | -2313736 | -185585 |
Avg Bars in Trades | 96 | 187 | 5 | 96 | 187 | 5 |
Avg Bars in Winners | 62 | 134 | 5 | 62 | 134 | 5 |
Avg Bars in Losers | 149 | 250 | 5 | 149 | 250 | 5 |
Bars Traded | 11399 | 11058 | 341 | 11399 | 11058 | 341 |
Profit Streak | 22.7649 | 24.2649 | 0 | 22.7649 | 24.2649 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523257 | -163030 | -268709 | -3856 | -756364 | -159868 |
{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11504, "evaluation_days": 1917.33, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1594656000000, "last_datapoint_time": 1759651200000, "evaluation_time": 1759659684148, "expiration_time": 1764620928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 46, "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": [ [ 665526.7841128297, 527003.0914432091, 138523.6926696211, 1876742.9346404197, -110100.9858901604, 1986843.9205305788 ], [ 665.526784, 527.003091, 138.523693, 1876.742935, -110.100986, 1986.843921 ], [ 0.347111, 0.274863, 0.072248, 0.155756, 0, 0.158588 ], [ 34.991974, 34.991974, 34.991974, 34.991974, 34.991974, 34.991974 ], [ -98202, -117667, -20332, -3147685, -3439208, -336870 ], [ 2.135833, 2.040684, 2.741634, 1.189445, 0.987882, 3.421589 ], [ 118, 59, 59, 118, 59, 59 ], [ 72, 32, 40, 72, 32, 40 ], [ 46, 27, 19, 46, 27, 19 ], [ 61.016949, 54.237288, 67.79661, 61.016949, 54.237288, 67.79661 ], [ 1.36456, 1.721827, 1.302276, 0.759923, 0.833526, 1.625255 ], [ 128054, 128054, 17934, 2220382, 2220382, 709193 ], [ -63063, -63063, -14012, -2313736, -2313736, -185585 ], [ 96, 187, 5, 96, 187, 5 ], [ 62, 134, 5, 62, 134, 5 ], [ 149, 250, 5, 149, 250, 5 ], [ 11399, 11058, 341, 11399, 11058, 341 ], [ 22.764863, 24.264863, 0, 22.764863, 24.264863, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 523257, -163030, -268709, -3856, -756364, -159868 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11504, "evaluation_days": 1917.33, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1594656000000, "last_datapoint_time": 1759651200000, "evaluation_time": 1759659684148, "expiration_time": 1764620928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 46, "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) |
---|