Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153583.8589 | 300507.7976 | -146923.9388 | -96738.0016 | 415593.0966 | -512331.0982 |
Total P&L (%) | 153.5839 | 300.5078 | -146.9239 | -96.738 | 415.5931 | -512.3311 |
Avg Daily Profit (%) | 0.0805 | 0.1575 | -0.077 | -0.1792 | 0.086 | 0 |
Buy And Hold Return (%) | 14.2625 | 14.2625 | 14.2625 | 14.2625 | 14.2625 | 14.2625 |
Max Trade Drawdown | -273341 | -187439 | -230353 | -597772 | -279066 | -688130 |
Profit Factor | 1.0827 | 1.3701 | 0.8596 | 0.9532 | 1.5931 | 0.6253 |
Total Trades | 344 | 172 | 172 | 344 | 172 | 172 |
Winning Trades | 174 | 89 | 85 | 174 | 89 | 85 |
Losing Trades | 170 | 83 | 87 | 170 | 83 | 87 |
Profitability (%) | 50.5814 | 51.7442 | 49.4186 | 50.5814 | 51.7442 | 49.4186 |
Ratio Avg Win / Avg Loss | 1.0578 | 1.2777 | 0.8798 | 0.9313 | 1.4857 | 0.64 |
Largest Winning Trade | 135151 | 135151 | 43152 | 155321 | 155321 | 61073 |
Largest Losing Trade | -75616 | -32579 | -75616 | -454143 | -126975 | -454143 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 5479 | 2742 | 2737 | 5479 | 2742 | 2737 |
Profit Streak | 0 | 0 | 18.6959 | 0 | 0 | 18.6959 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -212958 | 310287 | -579819 | -578626 | -75436 | -579819 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.49871 } }, "second_band": { "type": "t3", "factors": { "length": 238, "offset": 0, "a": 0.17781 } } }
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{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5725, "evaluation_days": 1908.33, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1600819200000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758876125870, "expiration_time": 1763791200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.49871 } }, "second_band": { "type": "t3", "factors": { "length": 238, "offset": 0, "a": 0.17781 } } }
# | 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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