Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 552258.021 | 510148.7765 | 42109.2445 | 374809.2167 | 593978.5306 | -219169.3139 |
Total P&L (%) | 552.258 | 510.1488 | 42.1092 | 374.8092 | 593.9785 | -219.1693 |
Avg Daily Profit (%) | 0.287 | 0.2651 | 0.0219 | 0.081 | 0.1007 | 0 |
Buy And Hold Return (%) | 107.0901 | 107.0901 | 107.0901 | 107.0901 | 107.0901 | 107.0901 |
Max Trade Drawdown | -96026 | -77156 | -82001 | -1128948 | -597435 | -671937 |
Profit Factor | 1.9709 | 3.5508 | 1.1142 | 1.0936 | 1.4307 | 0.9165 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 55 | 52.5 | 57.5 | 55 | 52.5 | 57.5 |
Ratio Avg Win / Avg Loss | 1.6125 | 3.2126 | 0.8235 | 0.8948 | 1.2944 | 0.6774 |
Largest Winning Trade | 281738 | 281738 | 63648 | 452486 | 452486 | 302534 |
Largest Losing Trade | -57333 | -24421 | -57333 | -387729 | -176277 | -387729 |
Avg Bars in Trades | 45 | 46 | 44 | 45 | 46 | 44 |
Avg Bars in Winners | 52 | 56 | 49 | 52 | 56 | 49 |
Avg Bars in Losers | 36 | 36 | 36 | 36 | 36 | 36 |
Bars Traded | 3636 | 1865 | 1771 | 3636 | 1865 | 1771 |
Profit Streak | 0 | 59.3063 | 0 | 0 | 59.3063 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11833 | 529038 | -425018 | -229829 | -57278 | -579777 |
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3849, "evaluation_days": 1924.5, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1599523200000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760253663476, "expiration_time": 1765215504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 129, "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": [ [ 552258.0209602674, 510148.7764879367, 42109.2444723305, 374809.2166993069, 593978.5305835541, -219169.3138842473 ], [ 552.258021, 510.148776, 42.109244, 374.809217, 593.978531, -219.169314 ], [ 0.286962, 0.265081, 0.021881, 0.080976, 0.100714, 0 ], [ 107.090054, 107.090054, 107.090054, 107.090054, 107.090054, 107.090054 ], [ -96026, -77156, -82001, -1128948, -597435, -671937 ], [ 1.970866, 3.550803, 1.114168, 1.093635, 1.430661, 0.916464 ], [ 80, 40, 40, 80, 40, 40 ], [ 44, 21, 23, 44, 21, 23 ], [ 36, 19, 17, 36, 19, 17 ], [ 55, 52.5, 57.5, 55, 52.5, 57.5 ], [ 1.612526, 3.212631, 0.823516, 0.894792, 1.294408, 0.677386 ], [ 281738, 281738, 63648, 452486, 452486, 302534 ], [ -57333, -24421, -57333, -387729, -176277, -387729 ], [ 45, 46, 44, 45, 46, 44 ], [ 52, 56, 49, 52, 56, 49 ], [ 36, 36, 36, 36, 36, 36 ], [ 3636, 1865, 1771, 3636, 1865, 1771 ], [ 0, 59.30629, 0, 0, 59.30629, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -11833, 529038, -425018, -229829, -57278, -579777 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3849, "evaluation_days": 1924.5, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1599523200000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760253663476, "expiration_time": 1765215504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 129, "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) |
---|