Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423707.9278 | 434866.9393 | -11159.0115 | -25787.2725 | 222447.6098 | -248234.8823 |
Total P&L (%) | 423.7079 | 434.8669 | -11.159 | -25.7873 | 222.4476 | -248.2349 |
Avg Daily Profit (%) | 0.2222 | 0.2281 | -0.0059 | -0.0156 | 0.0614 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -233230 | -193373 | -75509 | -585255 | -426064 | -313547 |
Profit Factor | 1.4692 | 1.8884 | 0.973 | 0.9845 | 1.2604 | 0.6919 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Losing Trades | 99 | 48 | 51 | 99 | 48 | 51 |
Profitability (%) | 43.4286 | 44.8276 | 42.0455 | 43.4286 | 44.8276 | 42.0455 |
Ratio Avg Win / Avg Loss | 1.9139 | 2.3242 | 1.3412 | 1.2824 | 1.5513 | 0.9537 |
Largest Winning Trade | 301612 | 301612 | 32801 | 464747 | 464747 | 93066 |
Largest Losing Trade | -40578 | -40578 | -32155 | -141636 | -123434 | -141636 |
Avg Bars in Trades | 42 | 59 | 24 | 42 | 59 | 24 |
Avg Bars in Winners | 53 | 78 | 26 | 53 | 78 | 26 |
Avg Bars in Losers | 33 | 44 | 22 | 33 | 44 | 22 |
Bars Traded | 7359 | 5215 | 2144 | 7359 | 5215 | 2144 |
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 | 302444 | 328062 | -582245 | -580750 | -112293 | -583912 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 18, "offset": 0, "std": 4.3936 } } }
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{ "trading_pair": "ZEN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7627, "evaluation_days": 1906.75, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1597082400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758900888787, "expiration_time": 1763657496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 18, "offset": 0, "std": 4.3936 } } }
# | 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) |
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