Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -339804.9286 | 114251.6334 | -454056.562 | 3010095.781 | 322034.4741 | 2688061.3069 |
Total P&L (%) | -339.8049 | 114.2516 | -454.0566 | 3010.0958 | 322.0345 | 2688.0613 |
Avg Daily Profit (%) | -0.1773 | 0.0596 | -0.2369 | 0.1795 | 0.0751 | 0.1738 |
Buy And Hold Return (%) | 90.0933 | 90.0933 | 90.0933 | 90.0933 | 90.0933 | 90.0933 |
Max Trade Drawdown | -531105 | -111566 | -560323 | -819346 | -819346 | -750427 |
Profit Factor | 0.7053 | 1.3675 | 0.4607 | 1.9201 | 1.1452 | 3.5519 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 81 | 38 | 43 | 51 | 25 | 26 |
Losing Trades | 35 | 20 | 15 | 65 | 33 | 32 |
Profitability (%) | 69.8276 | 65.5172 | 74.1379 | 43.9655 | 43.1034 | 44.8276 |
Ratio Avg Win / Avg Loss | 0.3047 | 0.7197 | 0.1607 | 2.4472 | 1.5116 | 4.3715 |
Largest Winning Trade | 54537 | 54537 | 27981 | 1282594 | 557674 | 1282594 |
Largest Losing Trade | -518467 | -53610 | -518467 | -819346 | -819346 | -269670 |
Avg Bars in Trades | 30 | 41 | 20 | 30 | 41 | 20 |
Avg Bars in Winners | 12 | 13 | 11 | 41 | 65 | 18 |
Avg Bars in Losers | 72 | 92 | 45 | 21 | 22 | 21 |
Bars Traded | 3548 | 2379 | 1169 | 3548 | 2379 | 1169 |
Profit Streak | 0 | 0 | 280.0164 | 0 | 0 | 419.5164 |
Trades During Streak | 0 | 0 | 11 | 0 | 0 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577899 | -374909 | -755908 | 340904 | -337666 | -165734 |
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3834, "evaluation_days": 1917, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1602331200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759623820432, "expiration_time": 1764548064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.82864, "nc": 0.1 } }, "second_band": { "type": "vwma", "factors": { "length": 194, "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": [ [ -339804.9286331502, 114251.6333823166, -454056.562015467, 3010095.780979729, 322034.4741058277, 2688061.306873901 ], [ -339.804929, 114.251633, -454.056562, 3010.095781, 322.034474, 2688.061307 ], [ -0.177259, 0.059599, -0.236858, 0.179464, 0.075141, 0.173752 ], [ 90.093324, 90.093324, 90.093324, 90.093324, 90.093324, 90.093324 ], [ -531105, -111566, -560323, -819346, -819346, -750427 ], [ 0.705262, 1.367493, 0.460747, 1.920115, 1.145187, 3.551874 ], [ 116, 58, 58, 116, 58, 58 ], [ 81, 38, 43, 51, 25, 26 ], [ 35, 20, 15, 65, 33, 32 ], [ 69.827586, 65.517241, 74.137931, 43.965517, 43.103448, 44.827586 ], [ 0.304743, 0.719733, 0.160726, 2.447205, 1.511647, 4.371537 ], [ 54537, 54537, 27981, 1282594, 557674, 1282594 ], [ -518467, -53610, -518467, -819346, -819346, -269670 ], [ 30, 41, 20, 30, 41, 20 ], [ 12, 13, 11, 41, 65, 18 ], [ 72, 92, 45, 21, 22, 21 ], [ 3548, 2379, 1169, 3548, 2379, 1169 ], [ 0, 0, 280.01644, 0, 0, 419.51644 ], [ 0, 0, 11, 0, 0, 13 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577899, -374909, -755908, 340904, -337666, -165734 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3834, "evaluation_days": 1917, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1602331200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759623820432, "expiration_time": 1764548064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.82864, "nc": 0.1 } }, "second_band": { "type": "vwma", "factors": { "length": 194, "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) |
---|