Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1457264.9017 | 1384199.4437 | 73065.458 | 326645.4449 | -15632.6064 | 342278.0512 |
Total P&L (%) | 1457.2649 | 1384.1994 | 73.0655 | 326.6454 | -15.6326 | 342.2781 |
Avg Daily Profit (%) | 0.7606 | 0.7225 | 0.0381 | 0.0758 | -0.0089 | 0.0776 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156810 | -162515 | -52441 | -1580286 | -1734414 | -318708 |
Profit Factor | 3.8717 | 5.3647 | 1.3839 | 1.0722 | 0.9946 | 1.2129 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 36.7089 | 33.3333 | 40 | 36.7089 | 33.3333 | 40 |
Ratio Avg Win / Avg Loss | 6.6753 | 10.7294 | 2.0758 | 1.8487 | 1.9893 | 1.8193 |
Largest Winning Trade | 1453256 | 1453256 | 36386 | 1721836 | 1721836 | 336032 |
Largest Losing Trade | -39187 | -39187 | -21059 | -441685 | -441685 | -306765 |
Avg Bars in Trades | 139 | 183 | 96 | 139 | 183 | 96 |
Avg Bars in Winners | 198 | 265 | 144 | 198 | 265 | 144 |
Avg Bars in Losers | 105 | 142 | 64 | 105 | 142 | 64 |
Bars Traded | 11017 | 7149 | 3868 | 11017 | 7149 | 3868 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16649 | 507785 | -144108 | -268220 | -584461 | -92491 |
{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11495, "evaluation_days": 1915.83, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1597579200000, "last_datapoint_time": 1759521600000, "evaluation_time": 1759536599391, "expiration_time": 1764487440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 45, "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": [ [ 1457264.901718705, 1384199.4437032135, 73065.4580154916, 326645.4448600198, -15632.6063881961, 342278.0512482158 ], [ 1457.264902, 1384.199444, 73.065458, 326.645445, -15.632606, 342.278051 ], [ 0.760644, 0.722506, 0.038138, 0.075755, -0.008872, 0.077635 ], [ 10, 10, 10, 10, 10, 10 ], [ -156810, -162515, -52441, -1580286, -1734414, -318708 ], [ 3.87166, 5.364711, 1.383888, 1.07222, 0.994637, 1.212886 ], [ 79, 39, 40, 79, 39, 40 ], [ 29, 13, 16, 29, 13, 16 ], [ 50, 26, 24, 50, 26, 24 ], [ 36.708861, 33.333333, 40, 36.708861, 33.333333, 40 ], [ 6.675275, 10.729422, 2.075832, 1.848656, 1.989275, 1.819328 ], [ 1453256, 1453256, 36386, 1721836, 1721836, 336032 ], [ -39187, -39187, -21059, -441685, -441685, -306765 ], [ 139, 183, 96, 139, 183, 96 ], [ 198, 265, 144, 198, 265, 144 ], [ 105, 142, 64, 105, 142, 64 ], [ 11017, 7149, 3868, 11017, 7149, 3868 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -16649, 507785, -144108, -268220, -584461, -92491 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11495, "evaluation_days": 1915.83, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1597579200000, "last_datapoint_time": 1759521600000, "evaluation_time": 1759536599391, "expiration_time": 1764487440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 45, "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) |
---|