Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 768215.3022 | 698929.3601 | 69285.9422 | 292110.9493 | 74630.1478 | 217480.8015 |
Total P&L (%) | 768.2153 | 698.9294 | 69.2859 | 292.1109 | 74.6301 | 217.4808 |
Avg Daily Profit (%) | 0.4013 | 0.3651 | 0.0362 | 0.0714 | 0.0291 | 0.0604 |
Buy And Hold Return (%) | 71.8889 | 71.8889 | 71.8889 | 71.8889 | 71.8889 | 71.8889 |
Max Trade Drawdown | -151733 | -81017 | -100244 | -734815 | -375676 | -440422 |
Profit Factor | 2.1635 | 2.9094 | 1.2355 | 1.1104 | 1.0471 | 1.2051 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 58.8785 | 59.2593 | 58.4906 | 58.8785 | 59.2593 | 58.4906 |
Ratio Avg Win / Avg Loss | 1.511 | 2.0002 | 0.8768 | 0.7755 | 0.7198 | 0.8553 |
Largest Winning Trade | 619677 | 619677 | 36425 | 291391 | 291391 | 113928 |
Largest Losing Trade | -65941 | -32717 | -65941 | -238997 | -238997 | -110429 |
Avg Bars in Trades | 32 | 26 | 38 | 32 | 26 | 38 |
Avg Bars in Winners | 35 | 27 | 44 | 35 | 27 | 44 |
Avg Bars in Losers | 28 | 26 | 30 | 28 | 26 | 30 |
Bars Traded | 3491 | 1449 | 2042 | 3491 | 1449 | 2042 |
Profit Streak | 0 | 0 | 51.7353 | 0 | 0 | 51.7353 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 551125 | -163573 | -490274 | -199120 | -656905 | -295544 |
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3829, "evaluation_days": 1914.5, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1603368000000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759383527245, "expiration_time": 1764325584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 218, "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": [ [ 768215.3022292331, 698929.3600729045, 69285.9421563291, 292110.9492983838, 74630.1478035802, 217480.8014948039 ], [ 768.215302, 698.92936, 69.285942, 292.110949, 74.630148, 217.480801 ], [ 0.401262, 0.365071, 0.03619, 0.071395, 0.029124, 0.06036 ], [ 71.888927, 71.888927, 71.888927, 71.888927, 71.888927, 71.888927 ], [ -151733, -81017, -100244, -734815, -375676, -440422 ], [ 2.163455, 2.909412, 1.235471, 1.110379, 1.04705, 1.205125 ], [ 107, 54, 53, 107, 54, 53 ], [ 63, 32, 31, 63, 32, 31 ], [ 44, 22, 22, 44, 22, 22 ], [ 58.878505, 59.259259, 58.490566, 58.878505, 59.259259, 58.490566 ], [ 1.510984, 2.00022, 0.876786, 0.775503, 0.719847, 0.85525 ], [ 619677, 619677, 36425, 291391, 291391, 113928 ], [ -65941, -32717, -65941, -238997, -238997, -110429 ], [ 32, 26, 38, 32, 26, 38 ], [ 35, 27, 44, 35, 27, 44 ], [ 28, 26, 30, 28, 26, 30 ], [ 3491, 1449, 2042, 3491, 1449, 2042 ], [ 0, 0, 51.735269, 0, 0, 51.735269 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 551125, -163573, -490274, -199120, -656905, -295544 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3829, "evaluation_days": 1914.5, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1603368000000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759383527245, "expiration_time": 1764325584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 218, "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) |
---|