Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406731.175 | 408571.2976 | -1840.1226 | -1856.9606 | -241625.1502 | 239768.1896 |
Total P&L (%) | 406.7312 | 408.5713 | -1.8401 | -1.857 | -241.6252 | 239.7682 |
Avg Daily Profit (%) | 0.2129 | 0.2139 | -0.001 | -0.001 | 0 | 0.064 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146026 | -149901 | -56617 | -925666 | -988537 | -97306 |
Profit Factor | 1.5329 | 1.6966 | 0.9896 | 0.9994 | 0.8998 | 1.5001 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 49.3333 | 45.3333 | 53.3333 | 49.3333 | 45.3333 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.5743 | 2.0459 | 0.8659 | 1.0264 | 1.085 | 1.3126 |
Largest Winning Trade | 267109 | 267109 | 19318 | 283208 | 283208 | 103206 |
Largest Losing Trade | -47171 | -47171 | -17010 | -475217 | -475217 | -75076 |
Avg Bars in Trades | 73 | 135 | 12 | 73 | 135 | 12 |
Avg Bars in Winners | 79 | 161 | 9 | 79 | 161 | 9 |
Avg Bars in Losers | 68 | 114 | 14 | 68 | 114 | 14 |
Bars Traded | 11079 | 10174 | 906 | 11079 | 10174 | 906 |
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 | 391548 | -47818 | -637026 | -578584 | -637884 | -162361 |
{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11463, "evaluation_days": 1910.5, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1594584000000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759070950407, "expiration_time": 1764012816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 41, "offset": 0, "scalar": 1 } }, "second_band": { "type": "sinwma", "factors": { "length": 30, "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": [ [ 406731.1750101141, 408571.2976282459, -1840.1226181321, -1856.960559796, -241625.1501900479, 239768.1896302518 ], [ 406.731175, 408.571298, -1.840123, -1.856961, -241.62515, 239.76819 ], [ 0.212893, 0.213856, -0.000963, -0.000981, 0, 0.06404 ], [ 10, 10, 10, 10, 10, 10 ], [ -146026, -149901, -56617, -925666, -988537, -97306 ], [ 1.532894, 1.696622, 0.989589, 0.999358, 0.899792, 1.500081 ], [ 150, 75, 75, 150, 75, 75 ], [ 74, 34, 40, 74, 34, 40 ], [ 76, 41, 35, 76, 41, 35 ], [ 49.333333, 45.333333, 53.333333, 49.333333, 45.333333, 53.333333 ], [ 1.574324, 2.045927, 0.86589, 1.026367, 1.085043, 1.312571 ], [ 267109, 267109, 19318, 283208, 283208, 103206 ], [ -47171, -47171, -17010, -475217, -475217, -75076 ], [ 73, 135, 12, 73, 135, 12 ], [ 79, 161, 9, 79, 161, 9 ], [ 68, 114, 14, 68, 114, 14 ], [ 11079, 10174, 906, 11079, 10174, 906 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 391548, -47818, -637026, -578584, -637884, -162361 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11463, "evaluation_days": 1910.5, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1594584000000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759070950407, "expiration_time": 1764012816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 41, "offset": 0, "scalar": 1 } }, "second_band": { "type": "sinwma", "factors": { "length": 30, "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) |
---|