Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165639.4543 | 316132.8484 | -150493.3942 | -100040.5189 | -34336.5904 | -65703.9285 |
Total P&L (%) | 165.6395 | 316.1328 | -150.4934 | -100.0405 | -34.3366 | -65.7039 |
Avg Daily Profit (%) | 0.0862 | 0.1645 | -0.0783 | 0 | -0.0219 | -0.0557 |
Buy And Hold Return (%) | 60.2831 | 60.2831 | 60.2831 | 60.2831 | 60.2831 | 60.2831 |
Max Trade Drawdown | -300203 | -130210 | -227897 | -105515 | -40103 | -57136 |
Profit Factor | 1.1143 | 1.5771 | 0.8331 | 0.1805 | 0.2276 | 0.1535 |
Total Trades | 295 | 148 | 147 | 295 | 148 | 147 |
Winning Trades | 164 | 79 | 85 | 131 | 69 | 62 |
Losing Trades | 131 | 69 | 62 | 164 | 79 | 85 |
Profitability (%) | 55.5932 | 53.3784 | 57.8231 | 44.4068 | 46.6216 | 42.1769 |
Ratio Avg Win / Avg Loss | 0.8901 | 1.3775 | 0.6077 | 0.226 | 0.2606 | 0.2104 |
Largest Winning Trade | 154739 | 154739 | 46440 | 4031 | 4031 | 3966 |
Largest Losing Trade | -104229 | -41141 | -104229 | -50597 | -35430 | -50597 |
Avg Bars in Trades | 25 | 19 | 31 | 25 | 19 | 31 |
Avg Bars in Winners | 23 | 15 | 31 | 27 | 23 | 32 |
Avg Bars in Losers | 27 | 23 | 32 | 23 | 15 | 31 |
Bars Traded | 7532 | 2872 | 4660 | 7532 | 2872 | 4660 |
Profit Streak | 12.7178 | 12.7178 | 32.4678 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -174116 | 327247 | -578476 | -580854 | -581698 | -583707 |
{ "trading_pair": "ZEN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7689, "evaluation_days": 1922.25, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1596304800000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760073216811, "expiration_time": 1765036872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 65 } } }
{ "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": [ [ 165639.4542598752, 316132.8484107869, -150493.3941509121, -100040.5189094467, -34336.590398002, -65703.9285114448 ], [ 165.639454, 316.132848, -150.493394, -100.040519, -34.33659, -65.703929 ], [ 0.08617, 0.16446, -0.07829, 0, -0.02188, -0.055656 ], [ 60.283051, 60.283051, 60.283051, 60.283051, 60.283051, 60.283051 ], [ -300203, -130210, -227897, -105515, -40103, -57136 ], [ 1.114271, 1.577135, 0.833113, 0.180502, 0.227646, 0.1535 ], [ 295, 148, 147, 295, 148, 147 ], [ 164, 79, 85, 131, 69, 62 ], [ 131, 69, 62, 164, 79, 85 ], [ 55.59322, 53.378378, 57.823129, 44.40678, 46.621622, 42.176871 ], [ 0.890058, 1.377498, 0.607683, 0.225972, 0.260638, 0.210444 ], [ 154739, 154739, 46440, 4031, 4031, 3966 ], [ -104229, -41141, -104229, -50597, -35430, -50597 ], [ 25, 19, 31, 25, 19, 31 ], [ 23, 15, 31, 27, 23, 32 ], [ 27, 23, 32, 23, 15, 31 ], [ 7532, 2872, 4660, 7532, 2872, 4660 ], [ 12.717787, 12.717787, 32.467787, 0, 0, 0 ], [ 2, 1, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -174116, 327247, -578476, -580854, -581698, -583707 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7689, "evaluation_days": 1922.25, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1596304800000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760073216811, "expiration_time": 1765036872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 65 } } }
# | 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) |
---|