Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352062.5461 | 429850.6711 | -77788.1251 | -74063.6061 | -93080.36 | 19016.7539 |
Total P&L (%) | 352.0625 | 429.8507 | -77.7881 | -74.0636 | -93.0804 | 19.0168 |
Avg Daily Profit (%) | 0.183 | 0.2234 | -0.0404 | -0.0701 | -0.1387 | 0.009 |
Buy And Hold Return (%) | 28.2347 | 28.2347 | 28.2347 | 28.2347 | 28.2347 | 28.2347 |
Max Trade Drawdown | -289460 | -217172 | -119895 | -1657202 | -1676211 | -313581 |
Profit Factor | 1.5011 | 1.9709 | 0.7007 | 0.9735 | 0.9562 | 1.0284 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 53.5354 | 46.9388 | 60 | 53.5354 | 46.9388 | 60 |
Ratio Avg Win / Avg Loss | 1.3028 | 2.228 | 0.4671 | 0.8449 | 1.0809 | 0.6856 |
Largest Winning Trade | 359072 | 359072 | 20958 | 1216566 | 1216566 | 188581 |
Largest Losing Trade | -69488 | -50888 | -69488 | -521337 | -521337 | -313581 |
Avg Bars in Trades | 56 | 89 | 22 | 56 | 89 | 22 |
Avg Bars in Winners | 48 | 84 | 20 | 48 | 84 | 20 |
Avg Bars in Losers | 65 | 95 | 26 | 65 | 95 | 26 |
Bars Traded | 5552 | 4407 | 1145 | 5552 | 4407 | 1145 |
Profit Streak | 0 | 29.9555 | 0 | 0 | 29.9555 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342368 | 396403 | -759259 | -580056 | -579665 | -715970 |
{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5772, "evaluation_days": 1924, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1597564800000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760223357415, "expiration_time": 1765185408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 125, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 68, "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": [ [ 352062.5460572786, 429850.6711195831, -77788.1250623044, -74063.606082282, -93080.3599782513, 19016.7538959691 ], [ 352.062546, 429.850671, -77.788125, -74.063606, -93.08036, 19.016754 ], [ 0.182985, 0.223415, -0.04043, -0.070117, -0.138719, 0.009049 ], [ 28.234699, 28.234699, 28.234699, 28.234699, 28.234699, 28.234699 ], [ -289460, -217172, -119895, -1657202, -1676211, -313581 ], [ 1.501076, 1.970923, 0.700687, 0.973485, 0.956162, 1.028385 ], [ 99, 49, 50, 99, 49, 50 ], [ 53, 23, 30, 53, 23, 30 ], [ 46, 26, 20, 46, 26, 20 ], [ 53.535354, 46.938776, 60, 53.535354, 46.938776, 60 ], [ 1.302821, 2.228, 0.467125, 0.844911, 1.080879, 0.68559 ], [ 359072, 359072, 20958, 1216566, 1216566, 188581 ], [ -69488, -50888, -69488, -521337, -521337, -313581 ], [ 56, 89, 22, 56, 89, 22 ], [ 48, 84, 20, 48, 84, 20 ], [ 65, 95, 26, 65, 95, 26 ], [ 5552, 4407, 1145, 5552, 4407, 1145 ], [ 0, 29.955526, 0, 0, 29.955526, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 342368, 396403, -759259, -580056, -579665, -715970 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5772, "evaluation_days": 1924, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1597564800000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760223357415, "expiration_time": 1765185408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 125, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 68, "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) |
---|