Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202027.2253 | 294551.8922 | -92524.6669 | -101263.549 | -36312.8076 | -64950.7414 |
Total P&L (%) | 202.0272 | 294.5519 | -92.5247 | -101.2635 | -36.3128 | -64.9507 |
Avg Daily Profit (%) | 0.1052 | 0.1533 | -0.0482 | 0 | -0.0235 | -0.0546 |
Buy And Hold Return (%) | 34.3627 | 34.3627 | 34.3627 | 34.3627 | 34.3627 | 34.3627 |
Max Trade Drawdown | -215380 | -132850 | -144760 | -71151 | -5850 | -8985 |
Profit Factor | 1.2179 | 1.7341 | 0.8241 | 0.2032 | 0.2866 | 0.1475 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 63 | 30 | 33 | 30 | 18 | 12 |
Losing Trades | 32 | 18 | 14 | 65 | 30 | 35 |
Profitability (%) | 66.3158 | 62.5 | 70.2128 | 31.5789 | 37.5 | 25.5319 |
Ratio Avg Win / Avg Loss | 0.6186 | 1.0405 | 0.3496 | 0.4403 | 0.4777 | 0.4302 |
Largest Winning Trade | 167170 | 167170 | 38565 | 3829 | 3285 | 3829 |
Largest Losing Trade | -123586 | -55108 | -123586 | -59743 | -36886 | -59743 |
Avg Bars in Trades | 78 | 60 | 97 | 78 | 60 | 97 |
Avg Bars in Winners | 65 | 45 | 84 | 98 | 87 | 115 |
Avg Bars in Losers | 104 | 86 | 127 | 69 | 44 | 90 |
Bars Traded | 7484 | 2915 | 4569 | 7484 | 2915 | 4569 |
Profit Streak | 57.836 | 57.836 | 71.836 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51198 | 450180 | -576700 | -587410 | -585272 | -608167 |
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{ "first_band": { "type": "wma", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 96, "offset": 0 } } }
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{ "trading_pair": "ZEN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7684, "evaluation_days": 1921, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1596045600000, "last_datapoint_time": 1759946400000, "evaluation_time": 1759953831394, "expiration_time": 1764925632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 96, "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) |
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