Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1446715.5056 | -12380.8245 | -1434334.6811 | 3388354.039 | 814513.0879 | 2573840.9511 |
Total P&L (%) | -1446.7155 | -12.3808 | -1434.3347 | 3388.354 | 814.5131 | 2573.841 |
Avg Daily Profit (%) | -0.7587 | -0.0065 | -0.7522 | 0.1865 | 0.1161 | 0.1725 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1586188 | -108188 | -1540221 | -3468475 | -1483401 | -4017275 |
Profit Factor | 0.2922 | 0.9571 | 0.1828 | 1.3596 | 1.195 | 1.4907 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 60 | 27 | 33 | 64 | 32 | 32 |
Losing Trades | 59 | 33 | 26 | 55 | 28 | 27 |
Profitability (%) | 50.4202 | 45 | 55.9322 | 53.7815 | 53.3333 | 54.2373 |
Ratio Avg Win / Avg Loss | 0.2873 | 1.1698 | 0.144 | 1.1684 | 1.0456 | 1.2578 |
Largest Winning Trade | 37344 | 28155 | 37344 | 4886619 | 589127 | 4886619 |
Largest Losing Trade | -1539247 | -36314 | -1539247 | -1802243 | -441148 | -1802243 |
Avg Bars in Trades | 61 | 34 | 89 | 61 | 34 | 89 |
Avg Bars in Winners | 52 | 42 | 61 | 59 | 28 | 89 |
Avg Bars in Losers | 69 | 27 | 123 | 64 | 40 | 88 |
Bars Traded | 7304 | 2052 | 5252 | 7304 | 2052 | 5252 |
Profit Streak | 156.4379 | 156.4379 | 237.1879 | 156.4379 | 156.4379 | 324.6879 |
Trades During Streak | 6 | 3 | 7 | 6 | 3 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578966 | -748883 | -755240 | 382239 | -210946 | -165631 |
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{ "first_band": { "type": "bbu", "factors": { "length": 24, "offset": 0, "std": 3.84296 } }, "second_band": { "type": "ema", "factors": { "length": 216, "offset": 0 } } }
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{ "trading_pair": "ZEN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7627, "evaluation_days": 1906.75, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1598637600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758882630581, "expiration_time": 1763657496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 24, "offset": 0, "std": 3.84296 } }, "second_band": { "type": "ema", "factors": { "length": 216, "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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