Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 547917.0672 | 477974.8254 | 69942.2418 | 43805.6898 | 612798.3989 | -568992.7091 |
Total P&L (%) | 547.9171 | 477.9748 | 69.9422 | 43.8057 | 612.7984 | -568.9927 |
Avg Daily Profit (%) | 0.2869 | 0.2503 | 0.0366 | 0.019 | 0.1029 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165084 | -57035 | -224029 | -495983 | -114188 | -757670 |
Profit Factor | 1.2921 | 1.6418 | 1.0619 | 1.0158 | 1.6669 | 0.6937 |
Total Trades | 464 | 232 | 232 | 464 | 232 | 232 |
Winning Trades | 224 | 117 | 107 | 224 | 117 | 107 |
Losing Trades | 240 | 115 | 125 | 240 | 115 | 125 |
Profitability (%) | 48.2759 | 50.431 | 46.1207 | 48.2759 | 50.431 | 46.1207 |
Ratio Avg Win / Avg Loss | 1.3844 | 1.6137 | 1.2405 | 1.0883 | 1.6384 | 0.8104 |
Largest Winning Trade | 75963 | 75963 | 40440 | 195145 | 195145 | 108751 |
Largest Losing Trade | -89665 | -22763 | -89665 | -172863 | -43852 | -172863 |
Avg Bars in Trades | 12 | 9 | 14 | 12 | 9 | 14 |
Avg Bars in Winners | 14 | 11 | 18 | 14 | 11 | 18 |
Avg Bars in Losers | 10 | 8 | 11 | 10 | 8 | 11 |
Bars Traded | 5685 | 2299 | 3386 | 5685 | 2299 | 3386 |
Profit Streak | 0 | 0 | 14.7118 | 0 | 0 | 14.7118 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390549 | 437470 | -296450 | -370462 | -51041 | -580761 |
{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5729, "evaluation_days": 1909.67, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1594627200000, "last_datapoint_time": 1758960000000, "evaluation_time": 1758992702308, "expiration_time": 1763909856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 547917.0671830854, 477974.8253925014, 69942.2417905834, 43805.6897859865, 612798.3988740298, -568992.7090880431 ], [ 547.917067, 477.974825, 69.942242, 43.80569, 612.798399, -568.992709 ], [ 0.286917, 0.250292, 0.036625, 0.019026, 0.102899, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -165084, -57035, -224029, -495983, -114188, -757670 ], [ 1.292131, 1.641752, 1.061852, 1.015777, 1.666878, 0.693694 ], [ 464, 232, 232, 464, 232, 232 ], [ 224, 117, 107, 224, 117, 107 ], [ 240, 115, 125, 240, 115, 125 ], [ 48.275862, 50.431034, 46.12069, 48.275862, 50.431034, 46.12069 ], [ 1.384426, 1.613688, 1.240482, 1.088333, 1.638384, 0.81039 ], [ 75963, 75963, 40440, 195145, 195145, 108751 ], [ -89665, -22763, -89665, -172863, -43852, -172863 ], [ 12, 9, 14, 12, 9, 14 ], [ 14, 11, 18, 14, 11, 18 ], [ 10, 8, 11, 10, 8, 11 ], [ 5685, 2299, 3386, 5685, 2299, 3386 ], [ 0, 0, 14.711832, 0, 0, 14.711832 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 390549, 437470, -296450, -370462, -51041, -580761 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5729, "evaluation_days": 1909.67, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1594627200000, "last_datapoint_time": 1758960000000, "evaluation_time": 1758992702308, "expiration_time": 1763909856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|