Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375433.5499 | 347162.9569 | 28270.5929 | -84297.4305 | 143054.5014 | -227351.9319 |
Total P&L (%) | 375.4336 | 347.163 | 28.2706 | -84.2974 | 143.0545 | -227.3519 |
Avg Daily Profit (%) | 0.1966 | 0.1818 | 0.0148 | -0.0969 | 0.0465 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152319 | -135306 | -177299 | -215213 | -41580 | -255400 |
Profit Factor | 1.3203 | 1.7757 | 1.039 | 0.7766 | 2.9703 | 0.254 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 107 | 51 | 56 | 107 | 51 | 56 |
Losing Trades | 111 | 58 | 53 | 111 | 58 | 53 |
Profitability (%) | 49.0826 | 46.789 | 51.3761 | 49.0826 | 46.789 | 51.3761 |
Ratio Avg Win / Avg Loss | 1.3696 | 2.0194 | 0.9833 | 0.8056 | 3.378 | 0.2404 |
Largest Winning Trade | 103114 | 103114 | 37265 | 109305 | 109305 | 16160 |
Largest Losing Trade | -97165 | -28776 | -97165 | -210594 | -26898 | -210594 |
Avg Bars in Trades | 25 | 27 | 24 | 25 | 27 | 24 |
Avg Bars in Winners | 32 | 33 | 31 | 32 | 33 | 31 |
Avg Bars in Losers | 19 | 21 | 17 | 19 | 21 | 17 |
Bars Traded | 5643 | 2959 | 2684 | 5643 | 2959 | 2684 |
Profit Streak | 30.3784 | 30.3784 | 69.3784 | 30.3784 | 30.3784 | 69.3784 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355088 | 364966 | -354048 | -578714 | -125805 | -579206 |
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{ "first_band": { "type": "ssf", "factors": { "length": 70, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 50, "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": [ [ 375433.5498507125, 347162.9569254681, 28270.5929252445, -84297.4304902449, 143054.5013819292, -227351.931872174 ], [ 375.43355, 347.162957, 28.270593, -84.29743, 143.054501, -227.351932 ], [ 0.196596, 0.181792, 0.014804, -0.096899, 0.046517, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -152319, -135306, -177299, -215213, -41580, -255400 ], [ 1.320252, 1.77572, 1.039006, 0.77661, 2.970275, 0.253969 ], [ 218, 109, 109, 218, 109, 109 ], [ 107, 51, 56, 107, 51, 56 ], [ 111, 58, 53, 111, 58, 53 ], [ 49.082569, 46.788991, 51.376147, 49.082569, 46.788991, 51.376147 ], [ 1.369607, 2.019446, 0.983345, 0.805642, 3.377959, 0.240364 ], [ 103114, 103114, 37265, 109305, 109305, 16160 ], [ -97165, -28776, -97165, -210594, -26898, -210594 ], [ 25, 27, 24, 25, 27, 24 ], [ 32, 33, 31, 32, 33, 31 ], [ 19, 21, 17, 19, 21, 17 ], [ 5643, 2959, 2684, 5643, 2959, 2684 ], [ 30.378425, 30.378425, 69.378425, 30.378425, 30.378425, 69.378425 ], [ 2, 1, 3, 2, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 355088, 364966, -354048, -578714, -125805, -579206 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5729, "evaluation_days": 1909.67, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1595404800000, "last_datapoint_time": 1758960000000, "evaluation_time": 1758992695905, "expiration_time": 1763909856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 70, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 50, "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) |
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