Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 926982.023 | 862073.3132 | 64908.7099 | 450452.5624 | -1452452.0998 | 1902904.6622 |
Total P&L (%) | 926.982 | 862.0733 | 64.9087 | 450.4526 | -1452.4521 | 1902.9047 |
Avg Daily Profit (%) | 0.4843 | 0.4504 | 0.0339 | 0.0892 | 0 | 0.1567 |
Buy And Hold Return (%) | 59.1545 | 59.1545 | 59.1545 | 59.1545 | 59.1545 | 59.1545 |
Max Trade Drawdown | -193426 | -142576 | -88715 | -3930123 | -3560773 | -1238908 |
Profit Factor | 3.0966 | 4.378 | 1.3472 | 1.0544 | 0.7308 | 1.6583 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 44.1176 | 47.0588 | 41.1765 | 44.1176 | 47.0588 | 41.1765 |
Ratio Avg Win / Avg Loss | 3.9224 | 4.9253 | 1.9246 | 1.3355 | 0.8222 | 2.3689 |
Largest Winning Trade | 847387 | 847387 | 48640 | 1008009 | 847387 | 1008009 |
Largest Losing Trade | -33393 | -33393 | -30862 | -1055435 | -1055435 | -462032 |
Avg Bars in Trades | 52 | 74 | 30 | 52 | 74 | 30 |
Avg Bars in Winners | 67 | 87 | 44 | 67 | 87 | 44 |
Avg Bars in Losers | 41 | 64 | 20 | 41 | 64 | 20 |
Bars Traded | 3586 | 2548 | 1038 | 3586 | 2548 | 1038 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99680 | 588808 | -285068 | -350739 | -581939 | 264956 |
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3828, "evaluation_days": 1914, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1601121600000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759354753810, "expiration_time": 1764281088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 160, "offset": 0, "std": 4.15718 } } }
{ "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": [ [ 926982.0230367836, 862073.3131590586, 64908.7098777253, 450452.5624289054, -1452452.0997999778, 1902904.662228882 ], [ 926.982023, 862.073313, 64.90871, 450.452562, -1452.4521, 1902.904662 ], [ 0.484317, 0.450404, 0.033913, 0.08915, 0, 0.156715 ], [ 59.154455, 59.154455, 59.154455, 59.154455, 59.154455, 59.154455 ], [ -193426, -142576, -88715, -3930123, -3560773, -1238908 ], [ 3.096606, 4.378046, 1.347225, 1.054357, 0.730831, 1.658258 ], [ 68, 34, 34, 68, 34, 34 ], [ 30, 16, 14, 30, 16, 14 ], [ 38, 18, 20, 38, 18, 20 ], [ 44.117647, 47.058824, 41.176471, 44.117647, 47.058824, 41.176471 ], [ 3.922368, 4.925302, 1.924607, 1.335519, 0.822184, 2.36894 ], [ 847387, 847387, 48640, 1008009, 847387, 1008009 ], [ -33393, -33393, -30862, -1055435, -1055435, -462032 ], [ 52, 74, 30, 52, 74, 30 ], [ 67, 87, 44, 67, 87, 44 ], [ 41, 64, 20, 41, 64, 20 ], [ 3586, 2548, 1038, 3586, 2548, 1038 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -99680, 588808, -285068, -350739, -581939, 264956 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3828, "evaluation_days": 1914, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1601121600000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759354753810, "expiration_time": 1764281088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 160, "offset": 0, "std": 4.15718 } } }
# | 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) |
---|