Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219371.1118 | 324338.8138 | -104967.702 | -98968.3074 | 206827.1135 | -305795.4209 |
Total P&L (%) | 219.3711 | 324.3388 | -104.9677 | -98.9683 | 206.8271 | -305.7954 |
Avg Daily Profit (%) | 0.1143 | 0.169 | -0.0547 | -0.238 | 0.0584 | 0 |
Buy And Hold Return (%) | 17.7464 | 17.7464 | 17.7464 | 17.7464 | 17.7464 | 17.7464 |
Max Trade Drawdown | -318301 | -175451 | -252571 | -385117 | -54218 | -389990 |
Profit Factor | 1.1672 | 1.5535 | 0.8555 | 0.8573 | 2.084 | 0.392 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 108 | 51 | 57 | 108 | 51 | 57 |
Losing Trades | 111 | 59 | 52 | 111 | 59 | 52 |
Profitability (%) | 49.3151 | 46.3636 | 52.2936 | 49.3151 | 46.3636 | 52.2936 |
Ratio Avg Win / Avg Loss | 1.1996 | 1.7972 | 0.7805 | 0.8812 | 2.4109 | 0.3576 |
Largest Winning Trade | 124319 | 124319 | 44143 | 160298 | 160298 | 35127 |
Largest Losing Trade | -95279 | -49036 | -95279 | -367168 | -39922 | -367168 |
Avg Bars in Trades | 25 | 22 | 29 | 25 | 22 | 29 |
Avg Bars in Winners | 23 | 20 | 26 | 23 | 20 | 26 |
Avg Bars in Losers | 28 | 23 | 33 | 28 | 23 | 33 |
Bars Traded | 5668 | 2432 | 3236 | 5668 | 2432 | 3236 |
Profit Streak | 16.8035 | 16.8035 | 18.4702 | 16.8035 | 16.8035 | 18.4702 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74838 | 333889 | -579904 | -578552 | -111764 | -579904 |
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{ "first_band": { "type": "bbm", "factors": { "length": 14, "offset": 0, "std": 4.39898 } }, "second_band": { "type": "dema", "factors": { "length": 46, "offset": 0 } } }
{ "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": [ [ 219371.1118344698, 324338.8138039517, -104967.7019694818, -98968.3074275834, 206827.1134873225, -305795.4209149058 ], [ 219.371112, 324.338814, -104.967702, -98.968307, 206.827113, -305.795421 ], [ 0.114296, 0.168985, -0.05469, -0.238027, 0.058429, 0 ], [ 17.746445, 17.746445, 17.746445, 17.746445, 17.746445, 17.746445 ], [ -318301, -175451, -252571, -385117, -54218, -389990 ], [ 1.167159, 1.553548, 0.8555, 0.857339, 2.083972, 0.391969 ], [ 219, 110, 109, 219, 110, 109 ], [ 108, 51, 57, 108, 51, 57 ], [ 111, 59, 52, 111, 59, 52 ], [ 49.315068, 46.363636, 52.293578, 49.315068, 46.363636, 52.293578 ], [ 1.19958, 1.797242, 0.780456, 0.881154, 2.41087, 0.357586 ], [ 124319, 124319, 44143, 160298, 160298, 35127 ], [ -95279, -49036, -95279, -367168, -39922, -367168 ], [ 25, 22, 29, 25, 22, 29 ], [ 23, 20, 26, 23, 20, 26 ], [ 28, 23, 33, 28, 23, 33 ], [ 5668, 2432, 3236, 5668, 2432, 3236 ], [ 16.803537, 16.803537, 18.470204, 16.803537, 16.803537, 18.470204 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -74838, 333889, -579904, -578552, -111764, -579904 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5758, "evaluation_days": 1919.33, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1595289600000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759807025604, "expiration_time": 1764770112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 14, "offset": 0, "std": 4.39898 } }, "second_band": { "type": "dema", "factors": { "length": 46, "offset": 0 } } }
# | 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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