Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1586556.6526 | 1544942.3194 | 41614.3332 | 213683.4219 | -488365.8908 | 702049.3127 |
Total P&L (%) | 1586.5567 | 1544.9423 | 41.6143 | 213.6834 | -488.3659 | 702.0493 |
Avg Daily Profit (%) | 0.8272 | 0.8055 | 0.0217 | 0.0596 | 0 | 0.1086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115888 | -153447 | -44564 | -1187650 | -1635165 | -291463 |
Profit Factor | 4.8733 | 7.1816 | 1.2606 | 1.0704 | 0.7706 | 1.7743 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 46.3768 | 38.2353 | 54.2857 | 46.3768 | 38.2353 | 54.2857 |
Ratio Avg Win / Avg Loss | 5.6347 | 11.6011 | 1.0616 | 1.2376 | 1.2449 | 1.4942 |
Largest Winning Trade | 1695352 | 1695352 | 31264 | 1141330 | 1141330 | 355238 |
Largest Losing Trade | -32963 | -32963 | -26302 | -394533 | -394533 | -153960 |
Avg Bars in Trades | 107 | 121 | 92 | 107 | 121 | 92 |
Avg Bars in Winners | 129 | 172 | 101 | 129 | 172 | 101 |
Avg Bars in Losers | 87 | 90 | 82 | 87 | 90 | 82 |
Bars Traded | 7383 | 4142 | 3241 | 7383 | 4142 | 3241 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86795 | 615838 | -165566 | -364101 | -583703 | -44776 |
{ "trading_pair": "ZEN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7672, "evaluation_days": 1918, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1598184000000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759688607324, "expiration_time": 1764658656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 195, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 65, "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": [ [ 1586556.6525784724, 1544942.3194175307, 41614.3331609415, 213683.421868427, -488365.890826806, 702049.312695233 ], [ 1586.556653, 1544.942319, 41.614333, 213.683422, -488.365891, 702.049313 ], [ 0.827193, 0.805497, 0.021697, 0.059622, 0, 0.10861 ], [ 10, 10, 10, 10, 10, 10 ], [ -115888, -153447, -44564, -1187650, -1635165, -291463 ], [ 4.873267, 7.181622, 1.260591, 1.070384, 0.770646, 1.774336 ], [ 69, 34, 35, 69, 34, 35 ], [ 32, 13, 19, 32, 13, 19 ], [ 37, 21, 16, 37, 21, 16 ], [ 46.376812, 38.235294, 54.285714, 46.376812, 38.235294, 54.285714 ], [ 5.634716, 11.601081, 1.06155, 1.237632, 1.24489, 1.494178 ], [ 1695352, 1695352, 31264, 1141330, 1141330, 355238 ], [ -32963, -32963, -26302, -394533, -394533, -153960 ], [ 107, 121, 92, 107, 121, 92 ], [ 129, 172, 101, 129, 172, 101 ], [ 87, 90, 82, 87, 90, 82 ], [ 7383, 4142, 3241, 7383, 4142, 3241 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -86795, 615838, -165566, -364101, -583703, -44776 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7672, "evaluation_days": 1918, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1598184000000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759688607324, "expiration_time": 1764658656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 195, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 65, "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) |
---|