Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227539.7009 | 335553.2349 | -108013.534 | -95469.9738 | 673544.7894 | -769014.7631 |
Total P&L (%) | 227.5397 | 335.5532 | -108.0135 | -95.47 | 673.5448 | -769.0148 |
Avg Daily Profit (%) | 0.1192 | 0.1757 | -0.0566 | -0.1619 | 0.1072 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -320861 | -198164 | -203935 | -1618119 | -915052 | -855555 |
Profit Factor | 1.2096 | 1.6236 | 0.8028 | 0.9614 | 1.6403 | 0.4597 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 110 | 56 | 54 | 110 | 56 | 54 |
Losing Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Profitability (%) | 57.5916 | 58.9474 | 56.25 | 57.5916 | 58.9474 | 56.25 |
Ratio Avg Win / Avg Loss | 0.8907 | 1.1307 | 0.6244 | 0.708 | 1.1423 | 0.3575 |
Largest Winning Trade | 113909 | 113909 | 26414 | 405811 | 405811 | 187705 |
Largest Losing Trade | -90528 | -68072 | -90528 | -825486 | -825486 | -719153 |
Avg Bars in Trades | 27 | 42 | 12 | 27 | 42 | 12 |
Avg Bars in Winners | 16 | 21 | 9 | 16 | 21 | 9 |
Avg Bars in Losers | 42 | 71 | 16 | 42 | 71 | 16 |
Bars Traded | 5231 | 4021 | 1210 | 5231 | 4021 | 1210 |
Profit Streak | 71.0883 | 0 | 72.4216 | 71.0883 | 0 | 72.4216 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33253 | 368476 | -579430 | -577957 | -46619 | -579430 |
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{ "first_band": { "type": "bbl", "factors": { "length": 183, "offset": 0, "std": 4.25342 } }, "second_band": { "type": "tema", "factors": { "length": 191, "offset": 17 } } }
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{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5729, "evaluation_days": 1909.67, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1599955200000, "last_datapoint_time": 1758960000000, "evaluation_time": 1758996425610, "expiration_time": 1763909856000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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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