Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514262.2652 | 478790.1184 | 35472.1468 | 86006.0954 | 335573.4265 | -249567.3311 |
Total P&L (%) | 514.2623 | 478.7901 | 35.4721 | 86.0061 | 335.5734 | -249.5673 |
Avg Daily Profit (%) | 0.2697 | 0.2511 | 0.0186 | 0.0326 | 0.0772 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147221 | -115032 | -117863 | -1597937 | -1398205 | -1274350 |
Profit Factor | 1.74 | 2.3559 | 1.1038 | 1.0156 | 1.1187 | 0.9073 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 39.604 | 40 | 39.2157 | 39.604 | 40 | 39.2157 |
Ratio Avg Win / Avg Loss | 2.6536 | 3.5339 | 1.7109 | 1.5488 | 1.6781 | 1.4062 |
Largest Winning Trade | 310310 | 310310 | 49273 | 855023 | 855023 | 430274 |
Largest Losing Trade | -49838 | -48704 | -49838 | -655528 | -381805 | -655528 |
Avg Bars in Trades | 73 | 67 | 78 | 73 | 67 | 78 |
Avg Bars in Winners | 113 | 99 | 126 | 113 | 99 | 126 |
Avg Bars in Losers | 47 | 46 | 47 | 47 | 46 | 47 |
Bars Traded | 7401 | 3396 | 4005 | 7401 | 3396 | 4005 |
Profit Streak | 28.1272 | 0 | 31.8772 | 28.1272 | 0 | 31.8772 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313147 | -171399 | -459592 | -354904 | -362619 | -762820 |
{ "trading_pair": "ZEN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7627, "evaluation_days": 1906.75, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1598011200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758985394099, "expiration_time": 1763657496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 44, "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": [ [ 514262.2652266641, 478790.1184210889, 35472.1468055754, 86006.0954097069, 335573.4265444296, -249567.3311347219 ], [ 514.262265, 478.790118, 35.472147, 86.006095, 335.573427, -249.567331 ], [ 0.269706, 0.251103, 0.018603, 0.032553, 0.077203, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -147221, -115032, -117863, -1597937, -1398205, -1274350 ], [ 1.74004, 2.355913, 1.103781, 1.015589, 1.118736, 0.907251 ], [ 101, 50, 51, 101, 50, 51 ], [ 40, 20, 20, 40, 20, 20 ], [ 61, 30, 31, 61, 30, 31 ], [ 39.60396, 40, 39.215686, 39.60396, 40, 39.215686 ], [ 2.653561, 3.53387, 1.71086, 1.548774, 1.678105, 1.40624 ], [ 310310, 310310, 49273, 855023, 855023, 430274 ], [ -49838, -48704, -49838, -655528, -381805, -655528 ], [ 73, 67, 78, 73, 67, 78 ], [ 113, 99, 126, 113, 99, 126 ], [ 47, 46, 47, 47, 46, 47 ], [ 7401, 3396, 4005, 7401, 3396, 4005 ], [ 28.127246, 0, 31.877246, 28.127246, 0, 31.877247 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 313147, -171399, -459592, -354904, -362619, -762820 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7627, "evaluation_days": 1906.75, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1598011200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758985394099, "expiration_time": 1763657496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 44, "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) |
---|