Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1367874.0279 | 1377394.7238 | -9520.6959 | 20491.5926 | -483425.9428 | 503917.5354 |
Total P&L (%) | 1367.874 | 1377.3947 | -9.5207 | 20.4916 | -483.4259 | 503.9175 |
Avg Daily Profit (%) | 0.7115 | 0.7165 | -0.005 | 0.0097 | 0 | 0.0936 |
Buy And Hold Return (%) | 150.2289 | 150.2289 | 150.2289 | 150.2289 | 150.2289 | 150.2289 |
Max Trade Drawdown | -229979 | -149303 | -146601 | -2442321 | -2211312 | -1183275 |
Profit Factor | 3.2969 | 5.4514 | 0.9667 | 1.0032 | 0.8689 | 1.1877 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 51.1364 | 47.7273 | 54.5455 | 51.1364 | 47.7273 | 54.5455 |
Ratio Avg Win / Avg Loss | 3.1504 | 5.9706 | 0.8056 | 0.9586 | 0.9517 | 0.9897 |
Largest Winning Trade | 1503511 | 1503511 | 37547 | 1503511 | 1503511 | 605174 |
Largest Losing Trade | -41096 | -40444 | -41096 | -766337 | -766337 | -494177 |
Avg Bars in Trades | 40 | 36 | 44 | 40 | 36 | 44 |
Avg Bars in Winners | 46 | 32 | 59 | 46 | 32 | 59 |
Avg Bars in Losers | 34 | 40 | 27 | 34 | 40 | 27 |
Bars Traded | 3559 | 1594 | 1965 | 3559 | 1594 | 1965 |
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 | 687415 | 711091 | -580130 | -563928 | -581603 | -85492 |
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3845, "evaluation_days": 1922.5, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1604534400000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760065156662, "expiration_time": 1765037520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 1367874.0278894205, 1377394.7238136698, -9520.6959242493, 20491.5926045453, -483425.9428086643, 503917.5354132093 ], [ 1367.874028, 1377.394724, -9.520696, 20.491593, -483.425943, 503.917535 ], [ 0.711508, 0.71646, -0.004952, 0.009697, 0, 0.093582 ], [ 150.22892, 150.22892, 150.22892, 150.22892, 150.22892, 150.22892 ], [ -229979, -149303, -146601, -2442321, -2211312, -1183275 ], [ 3.296882, 5.451435, 0.966723, 1.003216, 0.868908, 1.187694 ], [ 88, 44, 44, 88, 44, 44 ], [ 45, 21, 24, 45, 21, 24 ], [ 43, 23, 20, 43, 23, 20 ], [ 51.136364, 47.727273, 54.545455, 51.136364, 47.727273, 54.545455 ], [ 3.150354, 5.97062, 0.805603, 0.958628, 0.951662, 0.989745 ], [ 1503511, 1503511, 37547, 1503511, 1503511, 605174 ], [ -41096, -40444, -41096, -766337, -766337, -494177 ], [ 40, 36, 44, 40, 36, 44 ], [ 46, 32, 59, 46, 32, 59 ], [ 34, 40, 27, 34, 40, 27 ], [ 3559, 1594, 1965, 3559, 1594, 1965 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 687415, 711091, -580130, -563928, -581603, -85492 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3845, "evaluation_days": 1922.5, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1604534400000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760065156662, "expiration_time": 1765037520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|