Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219859.537 | 289393.4334 | -69533.8964 | -94562.2367 | 333137.0612 | -427699.2979 |
Total P&L (%) | 219.8595 | 289.3934 | -69.5339 | -94.5622 | 333.1371 | -427.6993 |
Avg Daily Profit (%) | 0.1148 | 0.1512 | -0.0363 | -0.152 | 0.0766 | 0 |
Buy And Hold Return (%) | 10.4571 | 10.4571 | 10.4571 | 10.4571 | 10.4571 | 10.4571 |
Max Trade Drawdown | -261033 | -150798 | -212307 | -773059 | -589312 | -551542 |
Profit Factor | 1.2914 | 1.895 | 0.8387 | 0.9598 | 1.3493 | 0.694 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 45.6522 | 43.4783 | 47.8261 | 45.6522 | 43.4783 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.5374 | 2.4635 | 0.915 | 1.1426 | 1.7541 | 0.7571 |
Largest Winning Trade | 344132 | 344132 | 52684 | 602653 | 602653 | 172410 |
Largest Losing Trade | -91093 | -33791 | -91093 | -204310 | -139986 | -204310 |
Avg Bars in Trades | 40 | 35 | 44 | 40 | 35 | 44 |
Avg Bars in Winners | 56 | 50 | 61 | 56 | 50 | 61 |
Avg Bars in Losers | 26 | 24 | 29 | 26 | 24 | 29 |
Bars Traded | 3713 | 1652 | 2061 | 3713 | 1652 | 2061 |
Profit Streak | 0 | 0 | 120.1633 | 0 | 0 | 120.1633 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39990 | 300189 | -580198 | -580556 | -91643 | -580198 |
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3829, "evaluation_days": 1914.5, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1596369600000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759377304862, "expiration_time": 1764325584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 107, "offset": 0, "poles": 2 } } }
{ "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": [ [ 219859.5369970867, 289393.4333915032, -69533.8963944165, -94562.236670211, 333137.061211543, -427699.2978817539 ], [ 219.859537, 289.393433, -69.533896, -94.562237, 333.137061, -427.699298 ], [ 0.114839, 0.151159, -0.03632, -0.151976, 0.076597, 0 ], [ 10.457056, 10.457056, 10.457056, 10.457056, 10.457056, 10.457056 ], [ -261033, -150798, -212307, -773059, -589312, -551542 ], [ 1.291374, 1.895002, 0.838749, 0.959786, 1.349295, 0.694005 ], [ 92, 46, 46, 92, 46, 46 ], [ 42, 20, 22, 42, 20, 22 ], [ 50, 26, 24, 50, 26, 24 ], [ 45.652174, 43.478261, 47.826087, 45.652174, 43.478261, 47.826087 ], [ 1.53735, 2.463502, 0.914999, 1.142602, 1.754083, 0.757097 ], [ 344132, 344132, 52684, 602653, 602653, 172410 ], [ -91093, -33791, -91093, -204310, -139986, -204310 ], [ 40, 35, 44, 40, 35, 44 ], [ 56, 50, 61, 56, 50, 61 ], [ 26, 24, 29, 26, 24, 29 ], [ 3713, 1652, 2061, 3713, 1652, 2061 ], [ 0, 0, 120.163251, 0, 0, 120.163251 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -39990, 300189, -580198, -580556, -91643, -580198 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3829, "evaluation_days": 1914.5, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1596369600000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759377304862, "expiration_time": 1764325584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 107, "offset": 0, "poles": 2 } } }
# | 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) |
---|