Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271548.4489 | 370868.1771 | -99319.7282 | -155635.0837 | 403282.7224 | -558917.8061 |
Total P&L (%) | 271.5484 | 370.8682 | -99.3197 | -155.6351 | 403.2827 | -558.9178 |
Avg Daily Profit (%) | 0.1424 | 0.1945 | -0.0521 | 0 | 0.0848 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147174 | -155410 | -144860 | -838091 | -235668 | -743185 |
Profit Factor | 1.3782 | 2.0711 | 0.7328 | 0.9071 | 1.595 | 0.44 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 32 | 14 | 18 | 30 | 18 | 12 |
Losing Trades | 30 | 17 | 13 | 32 | 13 | 19 |
Profitability (%) | 51.6129 | 45.1613 | 58.0645 | 48.3871 | 58.0645 | 38.7097 |
Ratio Avg Win / Avg Loss | 1.2921 | 2.5149 | 0.5293 | 0.9676 | 1.152 | 0.6967 |
Largest Winning Trade | 187975 | 187975 | 35431 | 262954 | 262954 | 172188 |
Largest Losing Trade | -144860 | -60098 | -144860 | -583555 | -174451 | -583555 |
Avg Bars in Trades | 56 | 79 | 32 | 56 | 79 | 32 |
Avg Bars in Winners | 55 | 80 | 36 | 63 | 87 | 26 |
Avg Bars in Losers | 56 | 77 | 28 | 49 | 67 | 36 |
Bars Traded | 3474 | 2455 | 1018 | 3474 | 2455 | 1018 |
Profit Streak | 0 | 0 | 0 | 255.2994 | 267.2994 | 255.2994 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160673 | 345226 | -579772 | -738934 | -76291 | -584619 |
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{ "first_band": { "type": "sma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 117, "offset": 0 } } }
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{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3814, "evaluation_days": 1907, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1599004800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758870666691, "expiration_time": 1763658144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 117, "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) |
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