Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622865.5002 | 562629.6034 | 60235.8968 | 297464.0948 | 438206.0262 | -140741.9314 |
Total P&L (%) | 622.8655 | 562.6296 | 60.2359 | 297.4641 | 438.206 | -140.7419 |
Avg Daily Profit (%) | 0.3258 | 0.2943 | 0.0315 | 0.0722 | 0.0881 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124866 | -98506 | -90031 | -1123892 | -736680 | -786143 |
Profit Factor | 1.752 | 2.4185 | 1.1395 | 1.0634 | 1.1989 | 0.9435 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 95 | 40 | 55 | 95 | 40 | 55 |
Losing Trades | 79 | 47 | 32 | 79 | 47 | 32 |
Profitability (%) | 54.5977 | 45.977 | 63.2184 | 54.5977 | 45.977 | 63.2184 |
Ratio Avg Win / Avg Loss | 1.4569 | 2.8418 | 0.663 | 0.8843 | 1.4087 | 0.5489 |
Largest Winning Trade | 294941 | 294941 | 55103 | 629406 | 629406 | 230687 |
Largest Losing Trade | -49872 | -37217 | -49872 | -465354 | -321775 | -465354 |
Avg Bars in Trades | 31 | 30 | 32 | 31 | 30 | 32 |
Avg Bars in Winners | 39 | 43 | 36 | 39 | 43 | 36 |
Avg Bars in Losers | 21 | 18 | 26 | 21 | 18 | 26 |
Bars Traded | 5479 | 2630 | 2848 | 5479 | 2630 | 2848 |
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 | 461899 | 416351 | -218478 | -247493 | -78991 | -579108 |
{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5736, "evaluation_days": 1912, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1596700800000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759171936670, "expiration_time": 1764117504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 95, "offset": 0, "std": 1.72609 } }, "second_band": { "type": "sma", "factors": { "length": 92, "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": [ [ 622865.5001774715, 562629.6033607272, 60235.8968167444, 297464.0947805, 438206.0261508543, -140741.9313703539 ], [ 622.8655, 562.629603, 60.235897, 297.464095, 438.206026, -140.741931 ], [ 0.325766, 0.294262, 0.031504, 0.072198, 0.088065, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -124866, -98506, -90031, -1123892, -736680, -786143 ], [ 1.751986, 2.418535, 1.139543, 1.063396, 1.198916, 0.94346 ], [ 174, 87, 87, 174, 87, 87 ], [ 95, 40, 55, 95, 40, 55 ], [ 79, 47, 32, 79, 47, 32 ], [ 54.597701, 45.977011, 63.218391, 54.597701, 45.977011, 63.218391 ], [ 1.456915, 2.841779, 0.663007, 0.884297, 1.408727, 0.548922 ], [ 294941, 294941, 55103, 629406, 629406, 230687 ], [ -49872, -37217, -49872, -465354, -321775, -465354 ], [ 31, 30, 32, 31, 30, 32 ], [ 39, 43, 36, 39, 43, 36 ], [ 21, 18, 26, 21, 18, 26 ], [ 5479, 2630, 2848, 5479, 2630, 2848 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 461899, 416351, -218478, -247493, -78991, -579108 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5736, "evaluation_days": 1912, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1596700800000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759171936670, "expiration_time": 1764117504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 95, "offset": 0, "std": 1.72609 } }, "second_band": { "type": "sma", "factors": { "length": 92, "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) |
---|