Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425974.44 | 360131.4921 | 65842.948 | 158631.5869 | 49997.2122 | 108634.3747 |
Total P&L (%) | 425.9744 | 360.1315 | 65.8429 | 158.6316 | 49.9972 | 108.6344 |
Avg Daily Profit (%) | 0.2234 | 0.1889 | 0.0345 | 0.0499 | 0.0213 | 0.0386 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117070 | -144098 | -97834 | -1167282 | -1322338 | -709042 |
Profit Factor | 1.4207 | 1.5359 | 1.1933 | 1.0291 | 1.013 | 1.0679 |
Total Trades | 359 | 179 | 180 | 359 | 179 | 180 |
Winning Trades | 292 | 150 | 142 | 292 | 150 | 142 |
Losing Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Profitability (%) | 81.337 | 83.7989 | 78.8889 | 81.337 | 83.7989 | 78.8889 |
Ratio Avg Win / Avg Loss | 0.326 | 0.2969 | 0.3193 | 0.2361 | 0.1958 | 0.2858 |
Largest Winning Trade | 49111 | 49111 | 15382 | 346075 | 346075 | 184527 |
Largest Losing Trade | -64134 | -64134 | -63045 | -786151 | -786151 | -393982 |
Avg Bars in Trades | 31 | 56 | 6 | 31 | 56 | 6 |
Avg Bars in Winners | 11 | 19 | 3 | 11 | 19 | 3 |
Avg Bars in Losers | 117 | 252 | 15 | 117 | 252 | 15 |
Bars Traded | 11290 | 10198 | 1092 | 11290 | 10198 | 1092 |
Profit Streak | 13.9432 | 0 | 67.1099 | 13.9432 | 0 | 67.1099 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484880 | 442905 | -151644 | -310031 | -368780 | -283917 |
{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11439, "evaluation_days": 1906.5, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1595160000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758955095585, "expiration_time": 1763656848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 81, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 425974.4400173491, 360131.4920609727, 65842.9479563763, 158631.5869195572, 49997.2121792663, 108634.3747402909 ], [ 425.97444, 360.131492, 65.842948, 158.631587, 49.997212, 108.634375 ], [ 0.223433, 0.188897, 0.034536, 0.049854, 0.021269, 0.038581 ], [ 10, 10, 10, 10, 10, 10 ], [ -117070, -144098, -97834, -1167282, -1322338, -709042 ], [ 1.420654, 1.535909, 1.193288, 1.029094, 1.012979, 1.067885 ], [ 359, 179, 180, 359, 179, 180 ], [ 292, 150, 142, 292, 150, 142 ], [ 67, 29, 38, 67, 29, 38 ], [ 81.337047, 83.798883, 78.888889, 81.337047, 83.798883, 78.888889 ], [ 0.325972, 0.296942, 0.319331, 0.236128, 0.195843, 0.285772 ], [ 49111, 49111, 15382, 346075, 346075, 184527 ], [ -64134, -64134, -63045, -786151, -786151, -393982 ], [ 31, 56, 6, 31, 56, 6 ], [ 11, 19, 3, 11, 19, 3 ], [ 117, 252, 15, 117, 252, 15 ], [ 11290, 10198, 1092, 11290, 10198, 1092 ], [ 13.943236, 0, 67.109902, 13.943236, 0, 67.109903 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 484880, 442905, -151644, -310031, -368780, -283917 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11439, "evaluation_days": 1906.5, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1595160000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758955095585, "expiration_time": 1763656848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 81, "offset": 0, "scalar": 3 } } }
# | 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) |
---|