Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1554140.6948 | 1532826.9043 | 21313.7905 | 52192.8943 | 201057.5121 | -148864.6178 |
Total P&L (%) | 1554.1407 | 1532.8269 | 21.3138 | 52.1929 | 201.0575 | -148.8646 |
Avg Daily Profit (%) | 0.8101 | 0.799 | 0.0111 | 0.0219 | 0.0575 | 0 |
Buy And Hold Return (%) | 70.7231 | 70.7231 | 70.7231 | 70.7231 | 70.7231 | 70.7231 |
Max Trade Drawdown | -182843 | -132263 | -144226 | -1787271 | -1660919 | -663144 |
Profit Factor | 3.1314 | 4.5199 | 1.0726 | 1.0122 | 1.0727 | 0.9026 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Losing Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Profitability (%) | 52.1008 | 57.6271 | 46.6667 | 52.1008 | 57.6271 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.8788 | 3.3235 | 1.2258 | 0.9305 | 0.7887 | 1.0315 |
Largest Winning Trade | 1540235 | 1540235 | 41384 | 1416084 | 1416084 | 225534 |
Largest Losing Trade | -68008 | -68008 | -47356 | -1124950 | -1124950 | -424592 |
Avg Bars in Trades | 29 | 45 | 14 | 29 | 45 | 14 |
Avg Bars in Winners | 26 | 32 | 20 | 26 | 32 | 20 |
Avg Bars in Losers | 32 | 62 | 9 | 32 | 62 | 9 |
Bars Traded | 3542 | 2661 | 881 | 3542 | 2661 | 881 |
Profit Streak | 134.1898 | 153.6898 | 134.1898 | 134.1898 | 153.6898 | 134.1898 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 773032 | -153739 | -653318 | -535903 | -436018 | -747959 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 157, "offset": 0 } } }
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{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3837, "evaluation_days": 1918.5, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1600819200000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759725194897, "expiration_time": 1764681552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 157, "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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