Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558501.0059 | 633848.5067 | -75347.5009 | -72861.181 | 110210.1662 | -183071.3472 |
Total P&L (%) | 558.501 | 633.8485 | -75.3475 | -72.8612 | 110.2102 | -183.0713 |
Avg Daily Profit (%) | 0.2927 | 0.3322 | -0.0395 | -0.0683 | 0.0389 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -286170 | -221763 | -101196 | -928036 | -714655 | -217621 |
Profit Factor | 2.0537 | 2.8727 | 0.6067 | 0.9443 | 1.128 | 0.5898 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 37.3333 | 37.8378 | 36.8421 | 37.3333 | 37.8378 | 36.8421 |
Ratio Avg Win / Avg Loss | 3.4473 | 4.7194 | 1.04 | 1.585 | 1.8532 | 1.0111 |
Largest Winning Trade | 802566 | 802566 | 17646 | 772278 | 772278 | 94070 |
Largest Losing Trade | -49046 | -49046 | -27903 | -166974 | -166974 | -99414 |
Avg Bars in Trades | 70 | 126 | 15 | 70 | 126 | 15 |
Avg Bars in Winners | 107 | 194 | 19 | 107 | 194 | 19 |
Avg Bars in Losers | 48 | 85 | 13 | 48 | 85 | 13 |
Bars Traded | 5279 | 4677 | 602 | 5279 | 4677 | 602 |
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 | -53469 | 357400 | -583937 | -644203 | -224180 | -583937 |
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{ "first_band": { "type": "ema", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 33, "offset": 0, "std": 4.77908 } } }
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{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5724, "evaluation_days": 1908, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1598745600000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758831477558, "expiration_time": 1763761536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 33, "offset": 0, "std": 4.77908 } } }
# | 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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