Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 530111.6865 | 470257.8248 | 59853.8617 | 281388.5744 | -925508.6956 | 1206897.2701 |
Total P&L (%) | 530.1117 | 470.2578 | 59.8539 | 281.3886 | -925.5087 | 1206.8973 |
Avg Daily Profit (%) | 0.2769 | 0.2457 | 0.0313 | 0.07 | 0 | 0.1344 |
Buy And Hold Return (%) | 16.483 | 16.483 | 16.483 | 16.483 | 16.483 | 16.483 |
Max Trade Drawdown | -235966 | -136965 | -125518 | -3498834 | -2447546 | -1711571 |
Profit Factor | 2.1159 | 2.9297 | 1.2587 | 1.0401 | 0.7731 | 1.4104 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 41.9355 | 41.9355 | 41.9355 | 41.9355 | 41.9355 | 41.9355 |
Ratio Avg Win / Avg Loss | 2.9297 | 4.0566 | 1.7428 | 1.4401 | 1.0704 | 1.9528 |
Largest Winning Trade | 329007 | 329007 | 56625 | 1193732 | 667741 | 1193732 |
Largest Losing Trade | -36169 | -35328 | -36169 | -740521 | -740521 | -431533 |
Avg Bars in Trades | 88 | 79 | 97 | 88 | 79 | 97 |
Avg Bars in Winners | 133 | 121 | 146 | 133 | 121 | 146 |
Avg Bars in Losers | 55 | 48 | 61 | 55 | 48 | 61 |
Bars Traded | 5472 | 2453 | 3019 | 5472 | 2453 | 3019 |
Profit Streak | 0 | 0 | 73.8451 | 0 | 0 | 73.8451 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149194 | 375463 | -155343 | -437882 | -582287 | -14001 |
{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5743, "evaluation_days": 1914.33, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1598544000000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759378613310, "expiration_time": 1764325152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 159, "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": [ [ 530111.6864539378, 470257.8247787381, 59853.8616751993, 281388.5744108025, -925508.6956402977, 1206897.2700510996 ], [ 530.111686, 470.257825, 59.853862, 281.388574, -925.508696, 1206.89727 ], [ 0.276918, 0.245651, 0.031266, 0.069952, 0, 0.134353 ], [ 16.48299, 16.48299, 16.48299, 16.48299, 16.48299, 16.48299 ], [ -235966, -136965, -125518, -3498834, -2447546, -1711571 ], [ 2.115928, 2.929733, 1.258715, 1.040087, 0.773062, 1.410352 ], [ 62, 31, 31, 62, 31, 31 ], [ 26, 13, 13, 26, 13, 13 ], [ 36, 18, 18, 36, 18, 18 ], [ 41.935484, 41.935484, 41.935484, 41.935484, 41.935484, 41.935484 ], [ 2.929746, 4.056554, 1.742836, 1.440121, 1.070394, 1.952796 ], [ 329007, 329007, 56625, 1193732, 667741, 1193732 ], [ -36169, -35328, -36169, -740521, -740521, -431533 ], [ 88, 79, 97, 88, 79, 97 ], [ 133, 121, 146, 133, 121, 146 ], [ 55, 48, 61, 55, 48, 61 ], [ 5472, 2453, 3019, 5472, 2453, 3019 ], [ 0, 0, 73.845061, 0, 0, 73.845061 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -149194, 375463, -155343, -437882, -582287, -14001 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5743, "evaluation_days": 1914.33, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1598544000000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759378613310, "expiration_time": 1764325152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 159, "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) |
---|