Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430753.3697 | 465754.2457 | -35000.876 | -63904.5956 | -25340.7375 | -38563.8581 |
Total P&L (%) | 430.7534 | 465.7542 | -35.0009 | -63.9046 | -25.3407 | -38.5639 |
Avg Daily Profit (%) | 0.2249 | 0.2431 | -0.0183 | -0.0532 | -0.0153 | -0.0254 |
Buy And Hold Return (%) | 60.1045 | 60.1045 | 60.1045 | 60.1045 | 60.1045 | 60.1045 |
Max Trade Drawdown | -240107 | -187933 | -129108 | -766652 | -651673 | -268698 |
Profit Factor | 1.7466 | 2.4194 | 0.8593 | 0.9567 | 0.973 | 0.9284 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 43.0233 | 41.8605 | 44.186 | 43.0233 | 41.8605 | 44.186 |
Ratio Avg Win / Avg Loss | 2.3131 | 3.3603 | 1.0855 | 1.267 | 1.3514 | 1.1728 |
Largest Winning Trade | 619677 | 619677 | 33896 | 619677 | 619677 | 97519 |
Largest Losing Trade | -43801 | -36801 | -43801 | -254939 | -254939 | -217693 |
Avg Bars in Trades | 61 | 48 | 75 | 61 | 48 | 75 |
Avg Bars in Winners | 78 | 56 | 99 | 78 | 56 | 99 |
Avg Bars in Losers | 49 | 42 | 57 | 49 | 42 | 57 |
Bars Traded | 5321 | 2066 | 3255 | 5321 | 2066 | 3255 |
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 | 311808 | 341456 | -581321 | -581594 | -582225 | -581321 |
{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5747, "evaluation_days": 1915.67, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1602777600000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759495486668, "expiration_time": 1764443808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 168, "offset": 138 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 430753.3696812808, 465754.2457110572, -35000.8760297766, -63904.5956013976, -25340.7375450858, -38563.8580563115 ], [ 430.75337, 465.754246, -35.000876, -63.904596, -25.340738, -38.563858 ], [ 0.224858, 0.243129, -0.018271, -0.053179, -0.015254, -0.025428 ], [ 60.104473, 60.104473, 60.104473, 60.104473, 60.104473, 60.104473 ], [ -240107, -187933, -129108, -766652, -651673, -268698 ], [ 1.746614, 2.419447, 0.859332, 0.956732, 0.972987, 0.928433 ], [ 86, 43, 43, 86, 43, 43 ], [ 37, 18, 19, 37, 18, 19 ], [ 49, 25, 24, 49, 25, 24 ], [ 43.023256, 41.860465, 44.186047, 43.023256, 41.860465, 44.186047 ], [ 2.313083, 3.360343, 1.085472, 1.267023, 1.351371, 1.172758 ], [ 619677, 619677, 33896, 619677, 619677, 97519 ], [ -43801, -36801, -43801, -254939, -254939, -217693 ], [ 61, 48, 75, 61, 48, 75 ], [ 78, 56, 99, 78, 56, 99 ], [ 49, 42, 57, 49, 42, 57 ], [ 5321, 2066, 3255, 5321, 2066, 3255 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 311808, 341456, -581321, -581594, -582225, -581321 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5747, "evaluation_days": 1915.67, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1602777600000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759495486668, "expiration_time": 1764443808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 168, "offset": 138 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|