Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 453673.9919 | 466687.8085 | -13013.8166 | -39262.9914 | 460308.9136 | -499571.905 |
Total P&L (%) | 453.674 | 466.6878 | -13.0138 | -39.263 | 460.3089 | -499.5719 |
Avg Daily Profit (%) | 0.2368 | 0.2436 | -0.0068 | -0.026 | 0.09 | 0 |
Buy And Hold Return (%) | 10.8905 | 10.8905 | 10.8905 | 10.8905 | 10.8905 | 10.8905 |
Max Trade Drawdown | -248205 | -189617 | -81889 | -2870999 | -2295918 | -1137830 |
Profit Factor | 1.625 | 2.0013 | 0.9499 | 0.9928 | 1.1398 | 0.7669 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 45.283 | 39.6226 | 50.9434 | 45.283 | 39.6226 | 50.9434 |
Ratio Avg Win / Avg Loss | 1.9635 | 3.0496 | 0.9147 | 1.1996 | 1.7368 | 0.7385 |
Largest Winning Trade | 371364 | 371364 | 42215 | 1488344 | 1488344 | 552874 |
Largest Losing Trade | -54415 | -45322 | -54415 | -756488 | -733333 | -756488 |
Avg Bars in Trades | 105 | 159 | 50 | 105 | 159 | 50 |
Avg Bars in Winners | 123 | 215 | 51 | 123 | 215 | 51 |
Avg Bars in Losers | 90 | 123 | 49 | 90 | 123 | 49 |
Bars Traded | 11136 | 8476 | 2660 | 11136 | 8476 | 2660 |
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 | 340534 | -172295 | -760711 | -580663 | -322566 | -760711 |
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{ "first_band": { "type": "dcl", "factors": { "length": 45, "offset": 97 } }, "second_band": { "type": "sinwma", "factors": { "length": 91, "offset": 0 } } }
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{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11497, "evaluation_days": 1916.17, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1596038400000, "last_datapoint_time": 1759550400000, "evaluation_time": 1759563513955, "expiration_time": 1764517104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 45, "offset": 97 } }, "second_band": { "type": "sinwma", "factors": { "length": 91, "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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