Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1186173.4339 | 33180.1833 | -1219353.6172 | 3440868.0284 | 649275.0182 | 2791593.0102 |
Total P&L (%) | -1186.1734 | 33.1802 | -1219.3536 | 3440.868 | 649.275 | 2791.593 |
Avg Daily Profit (%) | -0.6221 | 0.0174 | -0.6395 | 0.1872 | 0.1057 | 0.1766 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1377231 | -96106 | -1361763 | -4785535 | -2111960 | -5098293 |
Profit Factor | 0.3633 | 1.1085 | 0.2169 | 1.2746 | 1.1079 | 1.4287 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 65 | 30 | 35 | 61 | 31 | 30 |
Losing Trades | 52 | 29 | 23 | 56 | 28 | 28 |
Profitability (%) | 55.5556 | 50.8475 | 60.3448 | 52.1368 | 52.5424 | 51.7241 |
Ratio Avg Win / Avg Loss | 0.2906 | 1.0715 | 0.1425 | 1.1701 | 1.0006 | 1.3334 |
Largest Winning Trade | 38810 | 35769 | 38810 | 6089261 | 700571 | 6089261 |
Largest Losing Trade | -1357490 | -34155 | -1357490 | -1757719 | -560266 | -1757719 |
Avg Bars in Trades | 62 | 37 | 87 | 62 | 37 | 87 |
Avg Bars in Winners | 53 | 42 | 64 | 56 | 31 | 82 |
Avg Bars in Losers | 73 | 33 | 123 | 68 | 44 | 92 |
Bars Traded | 7307 | 2238 | 5069 | 7307 | 2238 | 5069 |
Profit Streak | 98.1976 | 98.1976 | 237.4476 | 98.1976 | 98.1976 | 325.4476 |
Trades During Streak | 6 | 3 | 8 | 6 | 3 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578269 | -448856 | -758019 | 357208 | -328369 | -169656 |
{ "trading_pair": "ZEN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7627, "evaluation_days": 1906.75, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1598983200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758926672517, "expiration_time": 1763657496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 24, "offset": 0, "std": 3.66124 } }, "second_band": { "type": "ema", "factors": { "length": 232, "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": [ [ -1186173.4339151413, 33180.1832635295, -1219353.617178671, 3440868.028428969, 649275.0181917306, 2791593.010237237 ], [ -1186.173434, 33.180183, -1219.353617, 3440.868028, 649.275018, 2791.59301 ], [ -0.622092, 0.017401, -0.639493, 0.187245, 0.105677, 0.176602 ], [ 10, 10, 10, 10, 10, 10 ], [ -1377231, -96106, -1361763, -4785535, -2111960, -5098293 ], [ 0.363279, 1.10847, 0.21688, 1.274555, 1.107853, 1.42865 ], [ 117, 59, 58, 117, 59, 58 ], [ 65, 30, 35, 61, 31, 30 ], [ 52, 29, 23, 56, 28, 28 ], [ 55.555556, 50.847458, 60.344828, 52.136752, 52.542373, 51.724138 ], [ 0.290623, 1.071521, 0.142521, 1.170083, 1.000641, 1.333406 ], [ 38810, 35769, 38810, 6089261, 700571, 6089261 ], [ -1357490, -34155, -1357490, -1757719, -560266, -1757719 ], [ 62, 37, 87, 62, 37, 87 ], [ 53, 42, 64, 56, 31, 82 ], [ 73, 33, 123, 68, 44, 92 ], [ 7307, 2238, 5069, 7307, 2238, 5069 ], [ 98.197598, 98.197599, 237.447599, 98.197599, 98.197599, 325.447599 ], [ 6, 3, 8, 6, 3, 9 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578269, -448856, -758019, 357208, -328369, -169656 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7627, "evaluation_days": 1906.75, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1598983200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758926672517, "expiration_time": 1763657496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 24, "offset": 0, "std": 3.66124 } }, "second_band": { "type": "ema", "factors": { "length": 232, "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) |
---|