Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445810.9921 | 411950.047 | 33860.9452 | -78442.6627 | 45714.7044 | -124157.367 |
Total P&L (%) | 445.811 | 411.95 | 33.8609 | -78.4427 | 45.7147 | -124.1574 |
Avg Daily Profit (%) | 0.2327 | 0.215 | 0.0177 | -0.0801 | 0.0197 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185188 | -102196 | -126152 | -127144 | -58062 | -139918 |
Profit Factor | 1.6324 | 2.1937 | 1.0941 | 0.8282 | 1.2396 | 0.5326 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 56.338 | 58.3333 | 54.2857 | 56.338 | 58.3333 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.2651 | 1.5669 | 0.9214 | 0.6418 | 0.8854 | 0.4485 |
Largest Winning Trade | 160018 | 160018 | 55630 | 59627 | 59627 | 25148 |
Largest Losing Trade | -90299 | -50262 | -90299 | -108084 | -37037 | -108084 |
Avg Bars in Trades | 158 | 127 | 190 | 158 | 127 | 190 |
Avg Bars in Winners | 173 | 115 | 236 | 173 | 115 | 236 |
Avg Bars in Losers | 139 | 143 | 135 | 139 | 143 | 135 |
Bars Traded | 11243 | 4577 | 6666 | 11243 | 4577 | 6666 |
Profit Streak | 52.681 | 52.681 | 68.0144 | 52.681 | 52.681 | 68.0144 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78823 | 503569 | -289156 | -669482 | -168201 | -579262 |
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{ "first_band": { "type": "wma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 126, "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": [ [ 445810.992142538, 411950.0469832605, 33860.9451592774, -78442.6626671971, 45714.7043758069, -124157.3670430041 ], [ 445.810992, 411.950047, 33.860945, -78.442663, 45.714704, -124.157367 ], [ 0.232718, 0.215042, 0.017676, -0.080068, 0.019655, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -185188, -102196, -126152, -127144, -58062, -139918 ], [ 1.632448, 2.19365, 1.094116, 0.82815, 1.239585, 0.532632 ], [ 71, 36, 35, 71, 36, 35 ], [ 40, 21, 19, 40, 21, 19 ], [ 31, 15, 16, 31, 15, 16 ], [ 56.338028, 58.333333, 54.285714, 56.338028, 58.333333, 54.285714 ], [ 1.265147, 1.566893, 0.921361, 0.641816, 0.885418, 0.448532 ], [ 160018, 160018, 55630, 59627, 59627, 25148 ], [ -90299, -50262, -90299, -108084, -37037, -108084 ], [ 158, 127, 190, 158, 127, 190 ], [ 173, 115, 236, 173, 115, 236 ], [ 139, 143, 135, 139, 143, 135 ], [ 11243, 4577, 6666, 11243, 4577, 6666 ], [ 52.68104, 52.68104, 68.014374, 52.68104, 52.68104, 68.014374 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -78823, 503569, -289156, -669482, -168201, -579262 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11494, "evaluation_days": 1915.67, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1595808000000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759522841891, "expiration_time": 1764472608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 126, "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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