Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408139.7584 | 382534.0775 | 25605.6809 | 88574.3168 | 99236.3338 | -10662.017 |
Total P&L (%) | 408.1398 | 382.5341 | 25.6057 | 88.5743 | 99.2363 | -10.662 |
Avg Daily Profit (%) | 0.2141 | 0.2006 | 0.0134 | 0.0333 | 0.0362 | -0.0059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122292 | -94710 | -96778 | -567471 | -521875 | -326796 |
Profit Factor | 1.7095 | 2.5223 | 1.079 | 1.0375 | 1.0896 | 0.9915 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 40.9091 | 39.3939 | 42.4242 | 40.9091 | 39.3939 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.4693 | 3.8804 | 1.4644 | 1.4986 | 1.6763 | 1.3456 |
Largest Winning Trade | 238107 | 238107 | 59040 | 286969 | 286969 | 276662 |
Largest Losing Trade | -40391 | -26440 | -40391 | -185161 | -185161 | -176184 |
Avg Bars in Trades | 168 | 147 | 189 | 168 | 147 | 189 |
Avg Bars in Winners | 280 | 222 | 334 | 280 | 222 | 334 |
Avg Bars in Losers | 90 | 98 | 82 | 90 | 98 | 82 |
Bars Traded | 11104 | 4861 | 6243 | 11104 | 4861 | 6243 |
Profit Streak | 53.6316 | 53.6316 | 113.7983 | 53.6316 | 53.6316 | 113.7983 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120347 | 318531 | -313995 | -459081 | -269037 | -581124 |
{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11439, "evaluation_days": 1906.5, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1597161600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758827372594, "expiration_time": 1763656848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 51, "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": [ [ 408139.7583997174, 382534.0774730878, 25605.6809266296, 88574.3167960263, 99236.3338430663, -10662.0170470397 ], [ 408.139758, 382.534077, 25.605681, 88.574317, 99.236334, -10.662017 ], [ 0.214078, 0.200647, 0.013431, 0.033277, 0.036163, -0.005913 ], [ 10, 10, 10, 10, 10, 10 ], [ -122292, -94710, -96778, -567471, -521875, -326796 ], [ 1.709505, 2.522282, 1.079041, 1.037464, 1.089595, 0.991516 ], [ 66, 33, 33, 66, 33, 33 ], [ 27, 13, 14, 27, 13, 14 ], [ 39, 20, 19, 39, 20, 19 ], [ 40.909091, 39.393939, 42.424242, 40.909091, 39.393939, 42.424242 ], [ 2.469285, 3.880433, 1.464412, 1.498559, 1.676301, 1.345628 ], [ 238107, 238107, 59040, 286969, 286969, 276662 ], [ -40391, -26440, -40391, -185161, -185161, -176184 ], [ 168, 147, 189, 168, 147, 189 ], [ 280, 222, 334, 280, 222, 334 ], [ 90, 98, 82, 90, 98, 82 ], [ 11104, 4861, 6243, 11104, 4861, 6243 ], [ 53.631627, 53.631627, 113.798294, 53.631627, 53.631627, 113.798294 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -120347, 318531, -313995, -459081, -269037, -581124 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11439, "evaluation_days": 1906.5, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1597161600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758827372594, "expiration_time": 1763656848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 51, "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) |
---|