Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527775.6801 | 459927.9078 | 67847.7723 | 375443.9899 | -167045.3282 | 542489.3182 |
Total P&L (%) | 527.7757 | 459.9279 | 67.8478 | 375.444 | -167.0453 | 542.4893 |
Avg Daily Profit (%) | 0.2751 | 0.2398 | 0.0354 | 0.0813 | 0 | 0.097 |
Buy And Hold Return (%) | 21.4862 | 21.4862 | 21.4862 | 21.4862 | 21.4862 | 21.4862 |
Max Trade Drawdown | -132593 | -128746 | -75327 | -1015341 | -981244 | -343994 |
Profit Factor | 1.7605 | 2.2377 | 1.2105 | 1.0939 | 0.9284 | 1.3262 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 81 | 37 | 44 | 81 | 37 | 44 |
Losing Trades | 80 | 43 | 37 | 80 | 43 | 37 |
Profitability (%) | 50.3106 | 46.25 | 54.321 | 50.3106 | 46.25 | 54.321 |
Ratio Avg Win / Avg Loss | 1.7388 | 2.6006 | 1.0179 | 1.0804 | 1.079 | 1.1152 |
Largest Winning Trade | 232965 | 232965 | 49430 | 589160 | 589160 | 383274 |
Largest Losing Trade | -36665 | -36665 | -26751 | -305261 | -305261 | -253395 |
Avg Bars in Trades | 69 | 69 | 69 | 69 | 69 | 69 |
Avg Bars in Winners | 85 | 94 | 78 | 85 | 94 | 78 |
Avg Bars in Losers | 52 | 47 | 57 | 52 | 47 | 57 |
Bars Traded | 11121 | 5531 | 5590 | 11121 | 5531 | 5590 |
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 | 464460 | -8696 | -160481 | -200698 | -600027 | -74188 |
{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11510, "evaluation_days": 1918.33, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1596096000000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759751313089, "expiration_time": 1764709920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 146, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 84, "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": [ [ 527775.6800777145, 459927.9077616584, 67847.7723160561, 375443.989945234, -167045.3282401536, 542489.3181853868 ], [ 527.77568, 459.927908, 67.847772, 375.44399, -167.045328, 542.489318 ], [ 0.275122, 0.239754, 0.035368, 0.081306, 0, 0.097016 ], [ 21.486189, 21.486189, 21.486189, 21.486189, 21.486189, 21.486189 ], [ -132593, -128746, -75327, -1015341, -981244, -343994 ], [ 1.760537, 2.237698, 1.210477, 1.093948, 0.928411, 1.326226 ], [ 161, 80, 81, 161, 80, 81 ], [ 81, 37, 44, 81, 37, 44 ], [ 80, 43, 37, 80, 43, 37 ], [ 50.310559, 46.25, 54.320988, 50.310559, 46.25, 54.320988 ], [ 1.738802, 2.600568, 1.017901, 1.080442, 1.078964, 1.115235 ], [ 232965, 232965, 49430, 589160, 589160, 383274 ], [ -36665, -36665, -26751, -305261, -305261, -253395 ], [ 69, 69, 69, 69, 69, 69 ], [ 85, 94, 78, 85, 94, 78 ], [ 52, 47, 57, 52, 47, 57 ], [ 11121, 5531, 5590, 11121, 5531, 5590 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 464460, -8696, -160481, -200698, -600027, -74188 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11510, "evaluation_days": 1918.33, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1596096000000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759751313089, "expiration_time": 1764709920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 146, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 84, "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) |
---|