Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423649.3497 | 379654.4691 | 43994.8805 | -60734.6412 | 54233.2442 | -114967.8854 |
Total P&L (%) | 423.6494 | 379.6545 | 43.9949 | -60.7346 | 54.2332 | -114.9679 |
Avg Daily Profit (%) | 0.2215 | 0.1985 | 0.023 | -0.0489 | 0.0227 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166370 | -93234 | -147033 | -2814764 | -2006803 | -2458877 |
Profit Factor | 1.6542 | 2.3252 | 1.1218 | 0.9926 | 1.0148 | 0.9746 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 43.1818 | 38.6364 | 47.7273 | 43.1818 | 38.6364 | 47.7273 |
Ratio Avg Win / Avg Loss | 2.1765 | 3.6929 | 1.2287 | 1.306 | 1.6118 | 1.0675 |
Largest Winning Trade | 246811 | 246811 | 56107 | 790407 | 790407 | 788446 |
Largest Losing Trade | -94805 | -25185 | -94805 | -1539518 | -718271 | -1539518 |
Avg Bars in Trades | 42 | 39 | 44 | 42 | 39 | 44 |
Avg Bars in Winners | 60 | 56 | 64 | 60 | 56 | 64 |
Avg Bars in Losers | 28 | 29 | 26 | 28 | 29 | 26 |
Bars Traded | 3714 | 1753 | 1961 | 3714 | 1753 | 1961 |
Profit Streak | 0 | 0 | 44.0781 | 0 | 0 | 44.0781 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306747 | 276295 | -250793 | -581527 | -371138 | -579382 |
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3826, "evaluation_days": 1913, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1595894400000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759240345581, "expiration_time": 1764192096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 15, "offset": 0, "a": 0.73538 } } }
{ "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": [ [ 423649.3496698214, 379654.4691251363, 43994.880544685, -60734.6412074458, 54233.2441772104, -114967.8853846564 ], [ 423.64935, 379.654469, 43.994881, -60.734641, 54.233244, -114.967885 ], [ 0.221458, 0.19846, 0.022998, -0.048855, 0.022653, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -166370, -93234, -147033, -2814764, -2006803, -2458877 ], [ 1.654172, 2.325159, 1.121831, 0.992588, 1.014811, 0.974636 ], [ 88, 44, 44, 88, 44, 44 ], [ 38, 17, 21, 38, 17, 21 ], [ 50, 27, 23, 50, 27, 23 ], [ 43.181818, 38.636364, 47.727273, 43.181818, 38.636364, 47.727273 ], [ 2.176543, 3.6929, 1.228672, 1.306037, 1.611758, 1.067459 ], [ 246811, 246811, 56107, 790407, 790407, 788446 ], [ -94805, -25185, -94805, -1539518, -718271, -1539518 ], [ 42, 39, 44, 42, 39, 44 ], [ 60, 56, 64, 60, 56, 64 ], [ 28, 29, 26, 28, 29, 26 ], [ 3714, 1753, 1961, 3714, 1753, 1961 ], [ 0, 0, 44.078074, 0, 0, 44.078074 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 306747, 276295, -250793, -581527, -371138, -579382 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3826, "evaluation_days": 1913, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1595894400000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759240345581, "expiration_time": 1764192096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 15, "offset": 0, "a": 0.73538 } } }
# | 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) |
---|