Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366206.4086 | 424938.3589 | -58731.9503 | -301556.7679 | -208262.4677 | -93294.3003 |
Total P&L (%) | 366.2064 | 424.9384 | -58.732 | -301.5568 | -208.2625 | -93.2943 |
Avg Daily Profit (%) | 0.1921 | 0.2229 | -0.0308 | 0 | 0 | -0.1416 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -383054 | -137603 | -268936 | -7914497 | -3846066 | -5084817 |
Profit Factor | 1.3623 | 1.8905 | 0.8899 | 0.9814 | 0.9755 | 0.988 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 74 | 31 | 43 | 80 | 41 | 39 |
Losing Trades | 85 | 48 | 37 | 79 | 38 | 41 |
Profitability (%) | 46.5409 | 39.2405 | 53.75 | 50.3145 | 51.8987 | 48.75 |
Ratio Avg Win / Avg Loss | 1.5648 | 2.9273 | 0.7658 | 0.9692 | 0.9041 | 1.0386 |
Largest Winning Trade | 314072 | 314072 | 50136 | 1171900 | 774937 | 1171900 |
Largest Losing Trade | -168393 | -44811 | -168393 | -1796985 | -1463965 | -1796985 |
Avg Bars in Trades | 47 | 44 | 50 | 47 | 44 | 50 |
Avg Bars in Winners | 61 | 60 | 63 | 58 | 54 | 62 |
Avg Bars in Losers | 34 | 33 | 35 | 35 | 33 | 38 |
Bars Traded | 7498 | 3487 | 4011 | 7498 | 3487 | 4011 |
Profit Streak | 26.3428 | 26.3428 | 29.3428 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362916 | -19195 | -598744 | -579904 | -607489 | -599055 |
{ "trading_pair": "ZEN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7627, "evaluation_days": 1906.75, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1596110400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758852822017, "expiration_time": 1763657496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 19, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
{ "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": [ [ 366206.4086210069, 424938.3589112997, -58731.9502902925, -301556.7679221759, -208262.467666601, -93294.3002555719 ], [ 366.206409, 424.938359, -58.73195, -301.556768, -208.262468, -93.2943 ], [ 0.192058, 0.22286, -0.030802, 0, 0, -0.141618 ], [ 10, 10, 10, 10, 10, 10 ], [ -383054, -137603, -268936, -7914497, -3846066, -5084817 ], [ 1.362283, 1.890549, 0.889946, 0.98144, 0.975453, 0.987983 ], [ 159, 79, 80, 159, 79, 80 ], [ 74, 31, 43, 80, 41, 39 ], [ 85, 48, 37, 79, 38, 41 ], [ 46.540881, 39.240506, 53.75, 50.314465, 51.898734, 48.75 ], [ 1.564784, 2.927302, 0.765768, 0.969172, 0.904078, 1.038648 ], [ 314072, 314072, 50136, 1171900, 774937, 1171900 ], [ -168393, -44811, -168393, -1796985, -1463965, -1796985 ], [ 47, 44, 50, 47, 44, 50 ], [ 61, 60, 63, 58, 54, 62 ], [ 34, 33, 35, 35, 33, 38 ], [ 7498, 3487, 4011, 7498, 3487, 4011 ], [ 26.342847, 26.342847, 29.342847, 0, 0, 0 ], [ 3, 1, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 362916, -19195, -598744, -579904, -607489, -599055 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7627, "evaluation_days": 1906.75, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1596110400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758852822017, "expiration_time": 1763657496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 19, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
# | 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) |
---|