Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378268.5814 | 408267.5334 | -29998.952 | -198688.9053 | 68867.3229 | -267556.2282 |
Total P&L (%) | 378.2686 | 408.2675 | -29.999 | -198.6889 | 68.8673 | -267.5562 |
Avg Daily Profit (%) | 0.1984 | 0.2141 | -0.0157 | 0 | 0.0275 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187478 | -89314 | -166917 | -741277 | -313141 | -498900 |
Profit Factor | 1.3909 | 2.0992 | 0.9497 | 0.9146 | 1.0729 | 0.8065 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 80 | 39 | 41 | 60 | 33 | 27 |
Losing Trades | 59 | 30 | 29 | 79 | 36 | 43 |
Profitability (%) | 57.554 | 56.5217 | 58.5714 | 43.1655 | 47.8261 | 38.5714 |
Ratio Avg Win / Avg Loss | 1.0258 | 1.6147 | 0.6717 | 1.2043 | 1.1704 | 1.2844 |
Largest Winning Trade | 174831 | 174831 | 51005 | 214930 | 137768 | 214930 |
Largest Losing Trade | -134936 | -33243 | -134936 | -315800 | -142948 | -315800 |
Avg Bars in Trades | 52 | 43 | 62 | 52 | 43 | 62 |
Avg Bars in Winners | 48 | 33 | 63 | 59 | 53 | 66 |
Avg Bars in Losers | 58 | 56 | 60 | 48 | 34 | 59 |
Bars Traded | 7366 | 2994 | 4372 | 7366 | 2994 | 4372 |
Profit Streak | 45.1116 | 45.1116 | 61.3616 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400955 | -88113 | -672456 | -581401 | -399378 | -678013 |
{ "trading_pair": "ZEN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7627, "evaluation_days": 1906.75, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1598918400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758876042242, "expiration_time": 1763657496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 101, "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": [ [ 378268.5813954454, 408267.5333857775, -29998.9519903323, -198688.9052571681, 68867.3229067747, -267556.2281639428 ], [ 378.268581, 408.267533, -29.998952, -198.688905, 68.867323, -267.556228 ], [ 0.198384, 0.214117, -0.015733, 0, 0.027482, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -187478, -89314, -166917, -741277, -313141, -498900 ], [ 1.39086, 2.099153, 0.949695, 0.914633, 1.072901, 0.80651 ], [ 139, 69, 70, 139, 69, 70 ], [ 80, 39, 41, 60, 33, 27 ], [ 59, 30, 29, 79, 36, 43 ], [ 57.553957, 56.521739, 58.571429, 43.165468, 47.826087, 38.571429 ], [ 1.02576, 1.614733, 0.671736, 1.204267, 1.170437, 1.284441 ], [ 174831, 174831, 51005, 214930, 137768, 214930 ], [ -134936, -33243, -134936, -315800, -142948, -315800 ], [ 52, 43, 62, 52, 43, 62 ], [ 48, 33, 63, 59, 53, 66 ], [ 58, 56, 60, 48, 34, 59 ], [ 7366, 2994, 4372, 7366, 2994, 4372 ], [ 45.1116, 45.1116, 61.3616, 0, 0, 0 ], [ 5, 2, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 400955, -88113, -672456, -581401, -399378, -678013 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7627, "evaluation_days": 1906.75, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1598918400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758876042242, "expiration_time": 1763657496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 101, "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) |
---|