Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77495.5128 | -10874.6374 | 88370.1502 | 53756.5684 | -15428.3709 | 69184.9393 |
Total P&L (%) | 77.4955 | -10.8746 | 88.3702 | 53.7566 | -15.4284 | 69.1849 |
Avg Daily Profit (%) | 0.2976 | -0.0418 | 0.3393 | 0.1653 | -0.0643 | 0.2021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38934 | -6352 | -40084 | -74185 | -10999 | -74251 |
Profit Factor | 1.5456 | 0.4656 | 1.7262 | 1.2256 | 0.487 | 1.3324 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 46.0317 | 40.625 | 51.6129 | 46.0317 | 40.625 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.8121 | 0.6806 | 1.6183 | 1.437 | 0.7118 | 1.2491 |
Largest Winning Trade | 50584 | 1675 | 50584 | 51194 | 2515 | 51194 |
Largest Losing Trade | -26604 | -5525 | -26604 | -47340 | -5525 | -47340 |
Avg Bars in Trades | 357 | 4 | 721 | 357 | 4 | 721 |
Avg Bars in Winners | 498 | 4 | 900 | 498 | 4 | 900 |
Avg Bars in Losers | 236 | 4 | 530 | 236 | 4 | 530 |
Bars Traded | 22507 | 146 | 22361 | 22507 | 146 | 22361 |
Profit Streak | 0 | 0 | 34.9986 | 0 | 0 | 34.9986 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142787 | -585296 | 410394 | -148067 | -585296 | 258567 |
{ "trading_pair": "ZEN_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736292600000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758924778171, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 14, "offset": 0, "std": 3.63617 } }, "second_band": { "type": "hma", "factors": { "length": 66, "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": [ [ 77495.5127829639, -10874.6374156727, 88370.1501986366, 53756.5683777331, -15428.3709184405, 69184.9392961736 ], [ 77.495513, -10.874637, 88.37015, 53.756568, -15.428371, 69.184939 ], [ 0.297579, -0.041758, 0.339337, 0.165331, -0.064326, 0.202117 ], [ 10, 10, 10, 10, 10, 10 ], [ -38934, -6352, -40084, -74185, -10999, -74251 ], [ 1.545613, 0.465648, 1.726234, 1.225646, 0.487042, 1.332369 ], [ 63, 32, 31, 63, 32, 31 ], [ 29, 13, 16, 29, 13, 16 ], [ 34, 19, 15, 34, 19, 15 ], [ 46.031746, 40.625, 51.612903, 46.031746, 40.625, 51.612903 ], [ 1.812098, 0.680563, 1.618344, 1.436964, 0.71183, 1.249096 ], [ 50584, 1675, 50584, 51194, 2515, 51194 ], [ -26604, -5525, -26604, -47340, -5525, -47340 ], [ 357, 4, 721, 357, 4, 721 ], [ 498, 4, 900, 498, 4, 900 ], [ 236, 4, 530, 236, 4, 530 ], [ 22507, 146, 22361, 22507, 146, 22361 ], [ 0, 0, 34.99859, 0, 0, 34.99859 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -142787, -585296, 410394, -148067, -585296, 258567 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736292600000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758924778171, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 14, "offset": 0, "std": 3.63617 } }, "second_band": { "type": "hma", "factors": { "length": 66, "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) |
---|