Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1744269.4493 | 1558584.4515 | 185684.9978 | 4289656.194 | -1971004.2287 | 6260660.4226 |
Total P&L (%) | 1744.2694 | 1558.5845 | 185.685 | 4289.6562 | -1971.0042 | 6260.6604 |
Avg Daily Profit (%) | 0.9124 | 0.8153 | 0.0971 | 0.198 | 0 | 0.2175 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128819 | -87832 | -55643 | -7502540 | -5482237 | -2819198 |
Profit Factor | 6.0825 | 8.5773 | 2.3504 | 1.2497 | 0.8136 | 1.9476 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 44.4444 | 36.1111 | 52.7778 | 44.4444 | 36.1111 | 52.7778 |
Ratio Avg Win / Avg Loss | 7.6031 | 15.1752 | 2.103 | 1.5621 | 1.4395 | 1.7426 |
Largest Winning Trade | 1506378 | 1506378 | 55969 | 3035953 | 3035953 | 2792113 |
Largest Losing Trade | -26664 | -26664 | -22121 | -1767740 | -1767740 | -1370911 |
Avg Bars in Trades | 77 | 89 | 64 | 77 | 89 | 64 |
Avg Bars in Winners | 110 | 154 | 80 | 110 | 154 | 80 |
Avg Bars in Losers | 50 | 53 | 47 | 50 | 53 | 47 |
Bars Traded | 5558 | 3224 | 2334 | 5558 | 3224 | 2334 |
Profit Streak | 0 | 0 | 16.2875 | 0 | 0 | 16.2875 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64146 | 586950 | -57886 | -77029 | -584514 | 461515 |
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{ "first_band": { "type": "bbm", "factors": { "length": 212, "offset": 0, "std": 2.36871 } }, "second_band": { "type": "bbu", "factors": { "length": 156, "offset": 0, "std": 1.88501 } } }
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{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5735, "evaluation_days": 1911.67, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1597996800000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759157639630, "expiration_time": 1764087840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 212, "offset": 0, "std": 2.36871 } }, "second_band": { "type": "bbu", "factors": { "length": 156, "offset": 0, "std": 1.88501 } } }
# | 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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