Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276296.1718 | 357522.8638 | -81226.692 | -72447.0578 | -105034.6563 | 32587.5984 |
Total P&L (%) | 276.2962 | 357.5229 | -81.2267 | -72.4471 | -105.0347 | 32.5876 |
Avg Daily Profit (%) | 0.1439 | 0.1862 | -0.0423 | -0.0671 | 0 | 0.0147 |
Buy And Hold Return (%) | 23.4423 | 23.4423 | 23.4423 | 23.4423 | 23.4423 | 23.4423 |
Max Trade Drawdown | -181716 | -167665 | -138023 | -785936 | -895027 | -275445 |
Profit Factor | 1.2748 | 1.5842 | 0.7936 | 0.9751 | 0.9452 | 1.0327 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 89 | 39 | 50 | 89 | 39 | 50 |
Losing Trades | 84 | 47 | 37 | 84 | 47 | 37 |
Profitability (%) | 51.4451 | 45.3488 | 57.4713 | 51.4451 | 45.3488 | 57.4713 |
Ratio Avg Win / Avg Loss | 1.2031 | 1.9092 | 0.5873 | 0.9203 | 1.1391 | 0.7642 |
Largest Winning Trade | 270794 | 270794 | 23415 | 290144 | 290144 | 139731 |
Largest Losing Trade | -53753 | -53753 | -43284 | -225374 | -225374 | -182156 |
Avg Bars in Trades | 64 | 110 | 17 | 64 | 110 | 17 |
Avg Bars in Winners | 58 | 110 | 17 | 58 | 110 | 17 |
Avg Bars in Losers | 70 | 110 | 18 | 70 | 110 | 18 |
Bars Traded | 11082 | 9532 | 1549 | 11082 | 9532 | 1549 |
Profit Streak | 0 | 22.8073 | 0 | 0 | 22.8073 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 2620 | 336283 | -579853 | -579684 | -580204 | -402872 |
{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11521, "evaluation_days": 1920.17, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1594972800000, "last_datapoint_time": 1759896000000, "evaluation_time": 1759908149108, "expiration_time": 1764873072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 47, "offset": 0, "multiplier": 4.49496 } }, "second_band": { "type": "bbu", "factors": { "length": 68, "offset": 0, "std": 2.0198 } } }
{ "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": [ [ 276296.1718276003, 357522.8638100784, -81226.691982478, -72447.0578275996, -105034.656270988, 32587.5984433883 ], [ 276.296172, 357.522864, -81.226692, -72.447058, -105.034656, 32.587598 ], [ 0.143892, 0.186193, -0.042302, -0.06711, 0, 0.014691 ], [ 23.442336, 23.442336, 23.442336, 23.442336, 23.442336, 23.442336 ], [ -181716, -167665, -138023, -785936, -895027, -275445 ], [ 1.274753, 1.5842, 0.793646, 0.975121, 0.945204, 1.032748 ], [ 173, 86, 87, 173, 86, 87 ], [ 89, 39, 50, 89, 39, 50 ], [ 84, 47, 37, 84, 47, 37 ], [ 51.445087, 45.348837, 57.471264, 51.445087, 45.348837, 57.471264 ], [ 1.203138, 1.909164, 0.587298, 0.920339, 1.139092, 0.764233 ], [ 270794, 270794, 23415, 290144, 290144, 139731 ], [ -53753, -53753, -43284, -225374, -225374, -182156 ], [ 64, 110, 17, 64, 110, 17 ], [ 58, 110, 17, 58, 110, 17 ], [ 70, 110, 18, 70, 110, 18 ], [ 11082, 9532, 1549, 11082, 9532, 1549 ], [ 0, 22.807281, 0, 0, 22.807281, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 2620, 336283, -579853, -579684, -580204, -402872 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11521, "evaluation_days": 1920.17, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1594972800000, "last_datapoint_time": 1759896000000, "evaluation_time": 1759908149108, "expiration_time": 1764873072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 47, "offset": 0, "multiplier": 4.49496 } }, "second_band": { "type": "bbu", "factors": { "length": 68, "offset": 0, "std": 2.0198 } } }
# | 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) |
---|