Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -613616.9515 | 152085.2839 | -765702.2354 | 12438784.2355 | -12846020.721 | 25284804.9565 |
Total P&L (%) | -613.617 | 152.0853 | -765.7022 | 12438.7842 | -12846.0207 | 25284.805 |
Avg Daily Profit (%) | -0.3191 | 0.0791 | -0.3981 | 0.2515 | 0 | 0.2883 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -997250 | -16431 | -1001914 | -29648908 | -13986078 | -17817068 |
Profit Factor | 0.496 | 4.3971 | 0.3471 | 1.3418 | 0.2205 | 2.2702 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 51 | 27 | 24 | 25 | 10 | 15 |
Losing Trades | 20 | 9 | 11 | 46 | 26 | 20 |
Profitability (%) | 71.831 | 75 | 68.5714 | 35.2113 | 27.7778 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.1945 | 1.4657 | 0.1591 | 2.469 | 0.5734 | 3.0269 |
Largest Winning Trade | 51870 | 23457 | 51870 | 35156455 | 1061059 | 35156455 |
Largest Losing Trade | -997250 | -16431 | -997250 | -3856608 | -2919941 | -3856608 |
Avg Bars in Trades | 148 | 36 | 264 | 148 | 36 | 264 |
Avg Bars in Winners | 112 | 37 | 196 | 159 | 24 | 249 |
Avg Bars in Losers | 242 | 33 | 413 | 143 | 41 | 276 |
Bars Traded | 10578 | 1312 | 9266 | 10578 | 1312 | 9266 |
Profit Streak | 0 | 0 | 255.9407 | 0 | 0 | 483.2741 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -668947 | -77884 | -577005 | -87099 | -598352 | 421787 |
{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11539, "evaluation_days": 1923.17, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1597276800000, "last_datapoint_time": 1760155200000, "evaluation_time": 1760164479280, "expiration_time": 1765140048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 45, "offset": 0, "scalar": 4 } }, "second_band": { "type": "wma", "factors": { "length": 228, "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": [ [ -613616.9515111425, 152085.2839129919, -765702.2354241346, 12438784.235492777, -12846020.720962558, 25284804.956455335 ], [ -613.616952, 152.085284, -765.702235, 12438.784235, -12846.020721, 25284.804956 ], [ -0.319065, 0.079081, -0.398146, 0.251537, 0, 0.288311 ], [ 10, 10, 10, 10, 10, 10 ], [ -997250, -16431, -1001914, -29648908, -13986078, -17817068 ], [ 0.496026, 4.397139, 0.347109, 1.341843, 0.220533, 2.27015 ], [ 71, 36, 35, 71, 36, 35 ], [ 51, 27, 24, 25, 10, 15 ], [ 20, 9, 11, 46, 26, 20 ], [ 71.830986, 75, 68.571429, 35.211268, 27.777778, 42.857143 ], [ 0.19452, 1.465713, 0.159092, 2.46899, 0.573385, 3.026867 ], [ 51870, 23457, 51870, 35156455, 1061059, 35156455 ], [ -997250, -16431, -997250, -3856608, -2919941, -3856608 ], [ 148, 36, 264, 148, 36, 264 ], [ 112, 37, 196, 159, 24, 249 ], [ 242, 33, 413, 143, 41, 276 ], [ 10578, 1312, 9266, 10578, 1312, 9266 ], [ 0, 0, 255.940732, 0, 0, 483.274066 ], [ 0, 0, 4, 0, 0, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -668947, -77884, -577005, -87099, -598352, 421787 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11539, "evaluation_days": 1923.17, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1597276800000, "last_datapoint_time": 1760155200000, "evaluation_time": 1760164479280, "expiration_time": 1765140048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 45, "offset": 0, "scalar": 4 } }, "second_band": { "type": "wma", "factors": { "length": 228, "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) |
---|