Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583856.5617 | 555417.4922 | 28439.0695 | 51606.2448 | 1012492.8177 | -960886.5729 |
Total P&L (%) | 583.8566 | 555.4175 | 28.4391 | 51.6062 | 1012.4928 | -960.8866 |
Avg Daily Profit (%) | 0.3046 | 0.2897 | 0.0148 | 0.0217 | 0.1258 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -348131 | -256371 | -112875 | -3380829 | -1376424 | -2004404 |
Profit Factor | 1.4664 | 1.7807 | 1.0526 | 1.0071 | 1.2817 | 0.737 |
Total Trades | 287 | 143 | 144 | 287 | 143 | 144 |
Winning Trades | 117 | 52 | 65 | 117 | 52 | 65 |
Losing Trades | 170 | 91 | 79 | 170 | 91 | 79 |
Profitability (%) | 40.7666 | 36.3636 | 45.1389 | 40.7666 | 36.3636 | 45.1389 |
Ratio Avg Win / Avg Loss | 2.1307 | 3.1163 | 1.2793 | 1.4633 | 2.243 | 0.8957 |
Largest Winning Trade | 379590 | 379590 | 23179 | 1354927 | 1354927 | 526613 |
Largest Losing Trade | -41381 | -41381 | -36774 | -1258085 | -704527 | -1258085 |
Avg Bars in Trades | 26 | 38 | 13 | 26 | 38 | 13 |
Avg Bars in Winners | 32 | 55 | 14 | 32 | 55 | 14 |
Avg Bars in Losers | 21 | 29 | 12 | 21 | 29 | 12 |
Bars Traded | 7542 | 5571 | 1971 | 7542 | 5571 | 1971 |
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 | 335936 | 241322 | -340699 | -379593 | -29112 | -582563 |
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{ "first_band": { "type": "wma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 174, "offset": 0, "std": 2.32179 } } }
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{ "trading_pair": "ZEN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7668, "evaluation_days": 1917, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1595700000000, "last_datapoint_time": 1759600800000, "evaluation_time": 1759626863918, "expiration_time": 1764569664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 174, "offset": 0, "std": 2.32179 } } }
# | 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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