Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 608184.8353 | 615983.0776 | -7798.2423 | -26346.1905 | 111965.4637 | -138311.6542 |
Total P&L (%) | 608.1848 | 615.9831 | -7.7982 | -26.3462 | 111.9655 | -138.3117 |
Avg Daily Profit (%) | 0.3182 | 0.3223 | -0.0041 | -0.016 | 0.0393 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113104 | -95302 | -100110 | -239463 | -120982 | -161301 |
Profit Factor | 2.0014 | 3.3807 | 0.9776 | 0.9665 | 1.3566 | 0.7075 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 49.1803 | 46.6667 | 51.6129 | 49.1803 | 46.6667 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.0681 | 3.8637 | 0.9165 | 0.9987 | 1.5504 | 0.6633 |
Largest Winning Trade | 630445 | 630445 | 44961 | 145556 | 145556 | 64952 |
Largest Losing Trade | -61417 | -42861 | -61417 | -82903 | -58247 | -82903 |
Avg Bars in Trades | 59 | 77 | 43 | 59 | 77 | 43 |
Avg Bars in Winners | 69 | 92 | 48 | 69 | 92 | 48 |
Avg Bars in Losers | 50 | 63 | 37 | 50 | 63 | 37 |
Bars Traded | 3650 | 2311 | 1339 | 3650 | 2311 | 1339 |
Profit Streak | 45.0057 | 0 | 73.5057 | 45.0057 | 0 | 73.5057 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152912 | 511327 | -580050 | -746540 | -140197 | -580050 |
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3823, "evaluation_days": 1911.5, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1597276800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759147696312, "expiration_time": 1764058608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 76, "offset": 0, "multiplier": 4.81056 } }, "second_band": { "type": "dcu", "factors": { "length": 48, "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": [ [ 608184.8352614196, 615983.0775661891, -7798.2423047696, -26346.1904952994, 111965.4637064002, -138311.6542016996 ], [ 608.184835, 615.983078, -7.798242, -26.34619, 111.965464, -138.311654 ], [ 0.318172, 0.322251, -0.00408, -0.015996, 0.039309, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -113104, -95302, -100110, -239463, -120982, -161301 ], [ 2.001401, 3.380696, 0.977629, 0.966513, 1.35663, 0.707471 ], [ 61, 30, 31, 61, 30, 31 ], [ 30, 14, 16, 30, 14, 16 ], [ 31, 16, 15, 31, 16, 15 ], [ 49.180328, 46.666667, 51.612903, 49.180328, 46.666667, 51.612903 ], [ 2.068115, 3.863653, 0.916528, 0.99873, 1.550434, 0.663254 ], [ 630445, 630445, 44961, 145556, 145556, 64952 ], [ -61417, -42861, -61417, -82903, -58247, -82903 ], [ 59, 77, 43, 59, 77, 43 ], [ 69, 92, 48, 69, 92, 48 ], [ 50, 63, 37, 50, 63, 37 ], [ 3650, 2311, 1339, 3650, 2311, 1339 ], [ 45.005744, 0, 73.505744, 45.005744, 0, 73.505744 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -152912, 511327, -580050, -746540, -140197, -580050 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3823, "evaluation_days": 1911.5, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1597276800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759147696312, "expiration_time": 1764058608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 76, "offset": 0, "multiplier": 4.81056 } }, "second_band": { "type": "dcu", "factors": { "length": 48, "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) |
---|