Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550760.6138 | 516756.6041 | 34004.0097 | -650254.3549 | 10996.9093 | -661251.2642 |
Total P&L (%) | 550.7606 | 516.7566 | 34.004 | -650.2544 | 10.9969 | -661.2513 |
Avg Daily Profit (%) | 0.2868 | 0.2691 | 0.0177 | 0 | 0.0054 | 0 |
Buy And Hold Return (%) | 51.2984 | 51.2984 | 51.2984 | 51.2984 | 51.2984 | 51.2984 |
Max Trade Drawdown | -146487 | -131007 | -182156 | -811125 | -358053 | -705631 |
Profit Factor | 1.9283 | 2.9704 | 1.1027 | 0.5657 | 1.0189 | 0.2787 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 31 | 15 | 16 | 33 | 18 | 15 |
Losing Trades | 31 | 16 | 15 | 29 | 13 | 16 |
Profitability (%) | 50 | 48.3871 | 51.6129 | 53.2258 | 58.0645 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.9283 | 3.1684 | 1.0338 | 0.4972 | 0.7359 | 0.2973 |
Largest Winning Trade | 251587 | 251587 | 42081 | 119753 | 119753 | 43928 |
Largest Losing Trade | -129592 | -40334 | -129592 | -294778 | -294778 | -281142 |
Avg Bars in Trades | 58 | 68 | 48 | 58 | 68 | 48 |
Avg Bars in Winners | 61 | 62 | 60 | 55 | 74 | 32 |
Avg Bars in Losers | 55 | 74 | 35 | 61 | 60 | 62 |
Bars Traded | 3622 | 2130 | 1492 | 3622 | 2130 | 1492 |
Profit Streak | 0 | 57.2629 | 0 | 32.2629 | 0 | 36.2629 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146058 | 511015 | -442342 | -738319 | -551694 | -580901 |
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3841, "evaluation_days": 1920.5, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1599955200000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759904313382, "expiration_time": 1764859536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 139, "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": [ [ 550760.6137968225, 516756.6041390235, 34004.0096577991, -650254.3549462695, 10996.9092563895, -661251.2642026589 ], [ 550.760614, 516.756604, 34.00401, -650.254355, 10.996909, -661.251264 ], [ 0.28678, 0.269074, 0.017706, 0, 0.005433, 0 ], [ 51.298383, 51.298383, 51.298383, 51.298383, 51.298383, 51.298383 ], [ -146487, -131007, -182156, -811125, -358053, -705631 ], [ 1.928298, 2.970358, 1.10272, 0.565743, 1.01894, 0.278728 ], [ 62, 31, 31, 62, 31, 31 ], [ 31, 15, 16, 33, 18, 15 ], [ 31, 16, 15, 29, 13, 16 ], [ 50, 48.387097, 51.612903, 53.225806, 58.064516, 48.387097 ], [ 1.928298, 3.168382, 1.0338, 0.497168, 0.735901, 0.29731 ], [ 251587, 251587, 42081, 119753, 119753, 43928 ], [ -129592, -40334, -129592, -294778, -294778, -281142 ], [ 58, 68, 48, 58, 68, 48 ], [ 61, 62, 60, 55, 74, 32 ], [ 55, 74, 35, 61, 60, 62 ], [ 3622, 2130, 1492, 3622, 2130, 1492 ], [ 0, 57.262886, 0, 32.262886, 0, 36.262886 ], [ 0, 1, 0, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -146058, 511015, -442342, -738319, -551694, -580901 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3841, "evaluation_days": 1920.5, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1599955200000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759904313382, "expiration_time": 1764859536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 139, "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) |
---|