Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1422497.8617 | 1509514.5188 | -87016.6571 | -78483.5843 | 323907.7038 | -402391.2881 |
Total P&L (%) | 1422.4979 | 1509.5145 | -87.0167 | -78.4836 | 323.9077 | -402.3913 |
Avg Daily Profit (%) | 0.7459 | 0.7916 | -0.0456 | -0.0805 | 0.0758 | 0 |
Buy And Hold Return (%) | 20 | 20 | 20 | 20 | 20 | 20 |
Max Trade Drawdown | -331912 | -233932 | -177838 | -1730984 | -1324976 | -541668 |
Profit Factor | 2.6192 | 4.2043 | 0.7864 | 0.9831 | 1.1283 | 0.8111 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 79 | 34 | 45 | 79 | 34 | 45 |
Losing Trades | 106 | 59 | 47 | 106 | 59 | 47 |
Profitability (%) | 42.7027 | 36.5591 | 48.913 | 42.7027 | 36.5591 | 48.913 |
Ratio Avg Win / Avg Loss | 3.5144 | 7.2957 | 0.8214 | 1.3192 | 1.9579 | 0.8472 |
Largest Winning Trade | 1731627 | 1731627 | 33133 | 1653172 | 1653172 | 305971 |
Largest Losing Trade | -43935 | -29576 | -43935 | -434156 | -434156 | -280721 |
Avg Bars in Trades | 19 | 24 | 14 | 19 | 24 | 14 |
Avg Bars in Winners | 24 | 31 | 18 | 24 | 31 | 18 |
Avg Bars in Losers | 16 | 21 | 9 | 16 | 21 | 9 |
Bars Traded | 3624 | 2312 | 1313 | 3624 | 2312 | 1313 |
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 | 579880 | 541809 | -581231 | -580702 | -175325 | -581231 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 120 } }, "second_band": { "type": "midpoint", "factors": { "length": 167, "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": [ [ 1422497.8616843638, 1509514.518761858, -87016.6570774955, -78483.5842551491, 323907.7038275693, -402391.288082718 ], [ 1422.497862, 1509.514519, -87.016657, -78.483584, 323.907704, -402.391288 ], [ 0.745935, 0.791565, -0.04563, -0.080531, 0.075768, 0 ], [ 20, 20, 20, 20, 20, 20 ], [ -331912, -233932, -177838, -1730984, -1324976, -541668 ], [ 2.619219, 4.204323, 0.786421, 0.983141, 1.128298, 0.811131 ], [ 185, 93, 92, 185, 93, 92 ], [ 79, 34, 45, 79, 34, 45 ], [ 106, 59, 47, 106, 59, 47 ], [ 42.702703, 36.55914, 48.913043, 42.702703, 36.55914, 48.913043 ], [ 3.514395, 7.295738, 0.821373, 1.319151, 1.957929, 0.847181 ], [ 1731627, 1731627, 33133, 1653172, 1653172, 305971 ], [ -43935, -29576, -43935, -434156, -434156, -280721 ], [ 19, 24, 14, 19, 24, 14 ], [ 24, 31, 18, 24, 31, 18 ], [ 16, 21, 9, 16, 21, 9 ], [ 3624, 2312, 1313, 3624, 2312, 1313 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 579880, 541809, -581231, -580702, -175325, -581231 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3814, "evaluation_days": 1907, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1601164800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758877606921, "expiration_time": 1763658144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 120 } }, "second_band": { "type": "midpoint", "factors": { "length": 167, "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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