Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463681.151 | 706053.6428 | -242372.4918 | -99415.3393 | 520310.6734 | -619726.0126 |
Total P&L (%) | 463.6812 | 706.0536 | -242.3725 | -99.4153 | 520.3107 | -619.726 |
Avg Daily Profit (%) | 0.2428 | 0.3697 | -0.1269 | -0.2689 | 0.0956 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -499980 | -282578 | -248390 | -957218 | -306790 | -736365 |
Profit Factor | 1.4841 | 2.5046 | 0.5039 | 0.9148 | 2.4863 | 0.2412 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Profitability (%) | 41.2698 | 38.0952 | 44.4444 | 41.2698 | 38.0952 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.112 | 4.0699 | 0.6299 | 1.3018 | 4.0402 | 0.3015 |
Largest Winning Trade | 959795 | 959795 | 27148 | 738355 | 738355 | 136425 |
Largest Losing Trade | -61331 | -51229 | -61331 | -319277 | -82740 | -319277 |
Avg Bars in Trades | 43 | 44 | 42 | 43 | 44 | 42 |
Avg Bars in Winners | 56 | 51 | 59 | 56 | 51 | 59 |
Avg Bars in Losers | 34 | 39 | 28 | 34 | 39 | 28 |
Bars Traded | 5468 | 2787 | 2681 | 5468 | 2787 | 2681 |
Profit Streak | 8.6687 | 8.6687 | 9.6687 | 8.6687 | 8.6687 | 9.6687 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301196 | -136655 | -729231 | -581051 | -211081 | -729231 |
{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5729, "evaluation_days": 1909.67, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1599782400000, "last_datapoint_time": 1758960000000, "evaluation_time": 1758988974148, "expiration_time": 1763909856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 201, "na": 0.36004, "nb": 0.1, "nc": 0.4827 } }, "second_band": { "type": "dcm", "factors": { "length": 87, "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": [ [ 463681.1509787025, 706053.6427939272, -242372.4918152249, -99415.3392533691, 520310.6733808102, -619726.0126341794 ], [ 463.681151, 706.053643, -242.372492, -99.415339, 520.310673, -619.726013 ], [ 0.242807, 0.369725, -0.126919, -0.268893, 0.095615, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -499980, -282578, -248390, -957218, -306790, -736365 ], [ 1.484083, 2.50458, 0.503931, 0.914794, 2.486265, 0.241175 ], [ 126, 63, 63, 126, 63, 63 ], [ 52, 24, 28, 52, 24, 28 ], [ 74, 39, 35, 74, 39, 35 ], [ 41.269841, 38.095238, 44.444444, 41.269841, 38.095238, 44.444444 ], [ 2.111964, 4.069943, 0.629913, 1.301823, 4.04018, 0.301469 ], [ 959795, 959795, 27148, 738355, 738355, 136425 ], [ -61331, -51229, -61331, -319277, -82740, -319277 ], [ 43, 44, 42, 43, 44, 42 ], [ 56, 51, 59, 56, 51, 59 ], [ 34, 39, 28, 34, 39, 28 ], [ 5468, 2787, 2681, 5468, 2787, 2681 ], [ 8.668682, 8.668682, 9.668682, 8.668682, 8.668682, 9.668682 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 301196, -136655, -729231, -581051, -211081, -729231 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5729, "evaluation_days": 1909.67, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1599782400000, "last_datapoint_time": 1758960000000, "evaluation_time": 1758988974148, "expiration_time": 1763909856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 201, "na": 0.36004, "nb": 0.1, "nc": 0.4827 } }, "second_band": { "type": "dcm", "factors": { "length": 87, "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) |
---|