Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 32592.1612 | -37588.1151 | 70180.2763 | 17813.9978 | -41047.8584 | 58861.8562 |
Total P&L (%) | 32.5922 | -37.5881 | 70.1803 | 17.814 | -41.0479 | 58.8619 |
Avg Daily Profit (%) | 0.1252 | -0.1443 | 0.2695 | 0.063 | -0.2027 | 0.1779 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32837 | -35902 | -25421 | -41780 | -39245 | -29923 |
Profit Factor | 1.2224 | 0.3218 | 1.7701 | 1.1062 | 0.3312 | 1.5536 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 32 | 20 | 12 | 32 | 20 | 12 |
Profitability (%) | 51.5152 | 39.3939 | 63.6364 | 51.5152 | 39.3939 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.1505 | 0.4951 | 1.0115 | 1.0411 | 0.5095 | 0.8877 |
Largest Winning Trade | 18174 | 3399 | 18174 | 16768 | 3921 | 16768 |
Largest Losing Trade | -21278 | -12511 | -21278 | -22370 | -13045 | -22370 |
Avg Bars in Trades | 374 | 42 | 705 | 374 | 42 | 705 |
Avg Bars in Winners | 253 | 32 | 389 | 253 | 32 | 389 |
Avg Bars in Losers | 502 | 48 | 1259 | 502 | 48 | 1259 |
Bars Traded | 24698 | 1401 | 23297 | 24698 | 1401 | 23297 |
Profit Streak | 0 | 0 | 10.3794 | 0 | 0 | 10.3794 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158906 | -586045 | 412646 | -350574 | -586045 | 275694 |
{ "trading_pair": "ZEN_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736325900000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758833482237, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 46, "offset": 0, "std": 1.11312 } }, "second_band": { "type": "kcl", "factors": { "length": 110, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 32592.1611534434, -37588.1151429449, 70180.2762963883, 17813.997754742, -41047.8584235271, 58861.8561782691 ], [ 32.592161, -37.588115, 70.180276, 17.813998, -41.047858, 58.861856 ], [ 0.125152, -0.144337, 0.269489, 0.062971, -0.202714, 0.177896 ], [ 10, 10, 10, 10, 10, 10 ], [ -32837, -35902, -25421, -41780, -39245, -29923 ], [ 1.222392, 0.321784, 1.770107, 1.106221, 0.331161, 1.553551 ], [ 66, 33, 33, 66, 33, 33 ], [ 34, 13, 21, 34, 13, 21 ], [ 32, 20, 12, 32, 20, 12 ], [ 51.515152, 39.393939, 63.636364, 51.515152, 39.393939, 63.636364 ], [ 1.150487, 0.495052, 1.01149, 1.041149, 0.509479, 0.887743 ], [ 18174, 3399, 18174, 16768, 3921, 16768 ], [ -21278, -12511, -21278, -22370, -13045, -22370 ], [ 374, 42, 705, 374, 42, 705 ], [ 253, 32, 389, 253, 32, 389 ], [ 502, 48, 1259, 502, 48, 1259 ], [ 24698, 1401, 23297, 24698, 1401, 23297 ], [ 0, 0, 10.379424, 0, 0, 10.379424 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -158906, -586045, 412646, -350574, -586045, 275694 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736325900000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758833482237, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 46, "offset": 0, "std": 1.11312 } }, "second_band": { "type": "kcl", "factors": { "length": 110, "offset": 0, "scalar": 5 } } }
# | 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) |
---|