Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263774.1354 | 334610.357 | -70836.2216 | -177404.8904 | 216830.0924 | -394234.9829 |
Total P&L (%) | 263.7741 | 334.6104 | -70.8362 | -177.4049 | 216.8301 | -394.235 |
Avg Daily Profit (%) | 0.1376 | 0.1745 | -0.037 | 0 | 0.0602 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -218168 | -163676 | -194764 | -1272731 | -453795 | -933661 |
Profit Factor | 1.3121 | 1.871 | 0.8463 | 0.9107 | 1.2964 | 0.6858 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 58 | 30 | 28 | 40 | 20 | 20 |
Losing Trades | 38 | 18 | 20 | 56 | 28 | 28 |
Profitability (%) | 60.4167 | 62.5 | 58.3333 | 41.6667 | 41.6667 | 41.6667 |
Ratio Avg Win / Avg Loss | 0.8597 | 1.1226 | 0.6045 | 1.275 | 1.8149 | 0.9601 |
Largest Winning Trade | 172694 | 172694 | 44336 | 377606 | 336047 | 377606 |
Largest Losing Trade | -155113 | -58790 | -155113 | -716827 | -264983 | -716827 |
Avg Bars in Trades | 37 | 55 | 19 | 37 | 55 | 19 |
Avg Bars in Winners | 31 | 45 | 17 | 49 | 79 | 20 |
Avg Bars in Losers | 46 | 73 | 22 | 29 | 38 | 19 |
Bars Traded | 3623 | 2672 | 951 | 3623 | 2672 | 951 |
Profit Streak | 0 | 127.5164 | 0 | 51.5164 | 0 | 63.5164 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9246 | 464543 | -579331 | -581532 | -114553 | -583093 |
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3834, "evaluation_days": 1917, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1597968000000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759623815379, "expiration_time": 1764548064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 93, "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": [ [ 263774.1353641999, 334610.3569776927, -70836.2216134927, -177404.8904268274, 216830.0924340574, -394234.9828608847 ], [ 263.774135, 334.610357, -70.836222, -177.40489, 216.830092, -394.234983 ], [ 0.137597, 0.174549, -0.036952, 0, 0.060174, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -218168, -163676, -194764, -1272731, -453795, -933661 ], [ 1.312139, 1.870962, 0.846298, 0.910691, 1.296356, 0.685809 ], [ 96, 48, 48, 96, 48, 48 ], [ 58, 30, 28, 40, 20, 20 ], [ 38, 18, 20, 56, 28, 28 ], [ 60.416667, 62.5, 58.333333, 41.666667, 41.666667, 41.666667 ], [ 0.859677, 1.122577, 0.604499, 1.274967, 1.814899, 0.960132 ], [ 172694, 172694, 44336, 377606, 336047, 377606 ], [ -155113, -58790, -155113, -716827, -264983, -716827 ], [ 37, 55, 19, 37, 55, 19 ], [ 31, 45, 17, 49, 79, 20 ], [ 46, 73, 22, 29, 38, 19 ], [ 3623, 2672, 951, 3623, 2672, 951 ], [ 0, 127.516382, 0, 51.516382, 0, 63.516382 ], [ 0, 3, 0, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -9246, 464543, -579331, -581532, -114553, -583093 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3834, "evaluation_days": 1917, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1597968000000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759623815379, "expiration_time": 1764548064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 93, "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) |
---|