Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567583.729 | 493862.0669 | 73721.6621 | 466477.8897 | 479539.4965 | -13061.6068 |
Total P&L (%) | 567.5837 | 493.8621 | 73.7217 | 466.4779 | 479.5395 | -13.0616 |
Avg Daily Profit (%) | 0.2955 | 0.2572 | 0.0384 | 0.0903 | 0.0915 | -0.0073 |
Buy And Hold Return (%) | 48.891 | 48.891 | 48.891 | 48.891 | 48.891 | 48.891 |
Max Trade Drawdown | -151948 | -95812 | -214435 | -381310 | -213278 | -253478 |
Profit Factor | 1.4236 | 1.8963 | 1.0935 | 1.2338 | 1.6155 | 0.9893 |
Total Trades | 257 | 128 | 129 | 257 | 128 | 129 |
Winning Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Losing Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Profitability (%) | 54.0856 | 53.9063 | 54.2636 | 54.0856 | 53.9063 | 54.2636 |
Ratio Avg Win / Avg Loss | 1.2086 | 1.6215 | 0.9216 | 1.0474 | 1.3814 | 0.8338 |
Largest Winning Trade | 96871 | 96871 | 47944 | 158935 | 158935 | 140282 |
Largest Losing Trade | -59728 | -30907 | -59728 | -220530 | -95092 | -220530 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 3635 | 1810 | 1825 | 3635 | 1810 | 1825 |
Profit Streak | 0 | 21.7381 | 0 | 0 | 21.7381 | 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 | 426446 | 461849 | -270560 | -70516 | -67697 | -580159 |
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3841, "evaluation_days": 1920.5, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1602547200000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759902174014, "expiration_time": 1764859536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.70902 } }, "second_band": { "type": "rma", "factors": { "length": 199, "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": [ [ 567583.7289512795, 493862.0668639577, 73721.6620873221, 466477.8896819591, 479539.4964996122, -13061.6068176529 ], [ 567.583729, 493.862067, 73.721662, 466.47789, 479.539496, -13.061607 ], [ 0.29554, 0.257153, 0.038387, 0.090344, 0.091532, -0.007288 ], [ 48.891032, 48.891032, 48.891032, 48.891032, 48.891032, 48.891032 ], [ -151948, -95812, -214435, -381310, -213278, -253478 ], [ 1.423641, 1.896322, 1.093462, 1.233751, 1.615516, 0.989263 ], [ 257, 128, 129, 257, 128, 129 ], [ 139, 69, 70, 139, 69, 70 ], [ 118, 59, 59, 118, 59, 59 ], [ 54.085603, 53.90625, 54.263566, 54.085603, 53.90625, 54.263566 ], [ 1.208559, 1.621493, 0.921632, 1.047357, 1.381383, 0.833808 ], [ 96871, 96871, 47944, 158935, 158935, 140282 ], [ -59728, -30907, -59728, -220530, -95092, -220530 ], [ 14, 14, 14, 14, 14, 14 ], [ 14, 14, 14, 14, 14, 14 ], [ 14, 14, 14, 14, 14, 14 ], [ 3635, 1810, 1825, 3635, 1810, 1825 ], [ 0, 21.738125, 0, 0, 21.738125, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 426446, 461849, -270560, -70516, -67697, -580159 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3841, "evaluation_days": 1920.5, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1602547200000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759902174014, "expiration_time": 1764859536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.70902 } }, "second_band": { "type": "rma", "factors": { "length": 199, "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) |
---|