Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302959.5888 | 341778.3728 | -38818.784 | -260179.2994 | 44769.4009 | -304948.7003 |
Total P&L (%) | 302.9596 | 341.7784 | -38.8188 | -260.1793 | 44.7694 | -304.9487 |
Avg Daily Profit (%) | 0.1587 | 0.179 | -0.0203 | 0 | 0.0194 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201672 | -135978 | -178472 | -651541 | -355781 | -413564 |
Profit Factor | 1.4445 | 1.9796 | 0.8833 | 0.7855 | 1.0801 | 0.5339 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 42 | 22 | 20 | 26 | 14 | 12 |
Losing Trades | 30 | 14 | 16 | 46 | 22 | 24 |
Profitability (%) | 58.3333 | 61.1111 | 55.5556 | 36.1111 | 38.8889 | 33.3333 |
Ratio Avg Win / Avg Loss | 1.0318 | 1.2597 | 0.7067 | 1.3897 | 1.6973 | 1.0678 |
Largest Winning Trade | 153234 | 153234 | 32864 | 204332 | 182326 | 204332 |
Largest Losing Trade | -147000 | -55909 | -147000 | -344218 | -235055 | -344218 |
Avg Bars in Trades | 75 | 105 | 44 | 75 | 105 | 44 |
Avg Bars in Winners | 74 | 94 | 51 | 98 | 149 | 39 |
Avg Bars in Losers | 76 | 122 | 35 | 61 | 77 | 47 |
Bars Traded | 5403 | 3801 | 1602 | 5403 | 3801 | 1602 |
Profit Streak | 151.7615 | 151.7615 | 280.7615 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72832 | 435762 | -578710 | -668290 | -304359 | -585594 |
{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5727, "evaluation_days": 1909, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1598428800000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758939397775, "expiration_time": 1763850528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 155, "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": [ [ 302959.58882832, 341778.3727881429, -38818.7839598229, -260179.2994326951, 44769.400865335, -304948.70029803 ], [ 302.959589, 341.778373, -38.818784, -260.179299, 44.769401, -304.9487 ], [ 0.158701, 0.179035, -0.020335, 0, 0.019382, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -201672, -135978, -178472, -651541, -355781, -413564 ], [ 1.444486, 1.979603, 0.883322, 0.7855, 1.080129, 0.533889 ], [ 72, 36, 36, 72, 36, 36 ], [ 42, 22, 20, 26, 14, 12 ], [ 30, 14, 16, 46, 22, 24 ], [ 58.333333, 61.111111, 55.555556, 36.111111, 38.888889, 33.333333 ], [ 1.031776, 1.259747, 0.706658, 1.389731, 1.697345, 1.067777 ], [ 153234, 153234, 32864, 204332, 182326, 204332 ], [ -147000, -55909, -147000, -344218, -235055, -344218 ], [ 75, 105, 44, 75, 105, 44 ], [ 74, 94, 51, 98, 149, 39 ], [ 76, 122, 35, 61, 77, 47 ], [ 5403, 3801, 1602, 5403, 3801, 1602 ], [ 151.761548, 151.761548, 280.761548, 0, 0, 0 ], [ 3, 1, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -72832, 435762, -578710, -668290, -304359, -585594 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5727, "evaluation_days": 1909, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1598428800000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758939397775, "expiration_time": 1763850528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 155, "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) |
---|