Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506578.7168 | 455263.5899 | 51315.127 | 145136.9101 | 287942.7062 | -142805.7961 |
Total P&L (%) | 506.5787 | 455.2636 | 51.3151 | 145.1369 | 287.9427 | -142.8058 |
Avg Daily Profit (%) | 0.265 | 0.2382 | 0.0268 | 0.0469 | 0.0709 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199689 | -173598 | -61202 | -943091 | -676646 | -379430 |
Profit Factor | 2.039 | 2.3197 | 1.3599 | 1.0873 | 1.2427 | 0.6999 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 20 | 9 | 11 | 20 | 9 | 11 |
Profitability (%) | 66.1017 | 68.9655 | 63.3333 | 66.1017 | 68.9655 | 63.3333 |
Ratio Avg Win / Avg Loss | 1.0457 | 1.0439 | 0.7873 | 0.5576 | 0.5592 | 0.4052 |
Largest Winning Trade | 168331 | 168331 | 29795 | 557284 | 557284 | 128636 |
Largest Losing Trade | -77455 | -77455 | -34166 | -404457 | -404457 | -145294 |
Avg Bars in Trades | 123 | 241 | 9 | 123 | 241 | 9 |
Avg Bars in Winners | 75 | 137 | 10 | 75 | 137 | 10 |
Avg Bars in Losers | 217 | 473 | 8 | 217 | 473 | 8 |
Bars Traded | 7292 | 6999 | 293 | 7292 | 6999 | 293 |
Profit Streak | 60.3167 | 0 | 286.0667 | 60.3167 | 0 | 286.0667 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165494 | 491644 | -156548 | -433244 | -97738 | -577850 |
{ "trading_pair": "ZEN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7646, "evaluation_days": 1911.5, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1595937600000, "last_datapoint_time": 1759125600000, "evaluation_time": 1759131358791, "expiration_time": 1764080208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 32, "offset": 0, "std": 1.57544 } } }
{ "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": [ [ 506578.7168416454, 455263.5898527277, 51315.1269889175, 145136.9100993999, 287942.7062330439, -142805.7961336438 ], [ 506.578717, 455.26359, 51.315127, 145.13691, 287.942706, -142.805796 ], [ 0.265016, 0.238171, 0.026845, 0.046919, 0.070948, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -199689, -173598, -61202, -943091, -676646, -379430 ], [ 2.039031, 2.319683, 1.35993, 1.087318, 1.242721, 0.699895 ], [ 59, 29, 30, 59, 29, 30 ], [ 39, 20, 19, 39, 20, 19 ], [ 20, 9, 11, 20, 9, 11 ], [ 66.101695, 68.965517, 63.333333, 66.101695, 68.965517, 63.333333 ], [ 1.045657, 1.043858, 0.787328, 0.557599, 0.559224, 0.405202 ], [ 168331, 168331, 29795, 557284, 557284, 128636 ], [ -77455, -77455, -34166, -404457, -404457, -145294 ], [ 123, 241, 9, 123, 241, 9 ], [ 75, 137, 10, 75, 137, 10 ], [ 217, 473, 8, 217, 473, 8 ], [ 7292, 6999, 293, 7292, 6999, 293 ], [ 60.316653, 0, 286.066653, 60.316653, 0, 286.066653 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -165494, 491644, -156548, -433244, -97738, -577850 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7646, "evaluation_days": 1911.5, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1595937600000, "last_datapoint_time": 1759125600000, "evaluation_time": 1759131358791, "expiration_time": 1764080208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 32, "offset": 0, "std": 1.57544 } } }
# | 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) |
---|