Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 617313.7325 | 582584.3766 | 34729.3559 | 223659.6448 | -51687.6482 | 275347.2929 |
Total P&L (%) | 617.3137 | 582.5844 | 34.7294 | 223.6596 | -51.6876 | 275.3473 |
Avg Daily Profit (%) | 0.3207 | 0.3026 | 0.018 | 0.061 | -0.0378 | 0.0687 |
Buy And Hold Return (%) | 83.5035 | 83.5035 | 83.5035 | 83.5035 | 83.5035 | 83.5035 |
Max Trade Drawdown | -180753 | -197129 | -32870 | -2116650 | -1973740 | -379501 |
Profit Factor | 1.4041 | 1.4968 | 1.0978 | 1.0301 | 0.9913 | 1.1801 |
Total Trades | 493 | 246 | 247 | 493 | 246 | 247 |
Winning Trades | 277 | 133 | 144 | 277 | 133 | 144 |
Losing Trades | 216 | 113 | 103 | 216 | 113 | 103 |
Profitability (%) | 56.1866 | 54.065 | 58.2996 | 56.1866 | 54.065 | 58.2996 |
Ratio Avg Win / Avg Loss | 1.0949 | 1.2718 | 0.7852 | 0.8032 | 0.8422 | 0.8441 |
Largest Winning Trade | 194438 | 194438 | 14243 | 758058 | 758058 | 278213 |
Largest Losing Trade | -44666 | -44666 | -21228 | -539816 | -539816 | -258040 |
Avg Bars in Trades | 46 | 86 | 6 | 46 | 86 | 6 |
Avg Bars in Winners | 42 | 80 | 6 | 42 | 80 | 6 |
Avg Bars in Losers | 52 | 93 | 6 | 52 | 93 | 6 |
Bars Traded | 22882 | 21276 | 1606 | 22882 | 21276 | 1606 |
Profit Streak | 0 | 13.8614 | 0 | 0 | 13.8614 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 474026 | 465908 | -447041 | -300566 | -578022 | -126053 |
{ "trading_pair": "ZEN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23101, "evaluation_days": 1925.08, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1594108800000, "last_datapoint_time": 1760371200000, "evaluation_time": 1760373622503, "expiration_time": 1766358979200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "dcu", "factors": { "length": 15, "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": [ [ 617313.7325108184, 582584.3766191752, 34729.3558916431, 223659.6447730938, -51687.6481546742, 275347.2929277686 ], [ 617.313733, 582.584377, 34.729356, 223.659645, -51.687648, 275.347293 ], [ 0.320669, 0.302629, 0.01804, 0.06103, -0.037783, 0.068731 ], [ 83.503524, 83.503524, 83.503524, 83.503524, 83.503524, 83.503524 ], [ -180753, -197129, -32870, -2116650, -1973740, -379501 ], [ 1.404102, 1.496849, 1.097812, 1.030072, 0.991252, 1.180056 ], [ 493, 246, 247, 493, 246, 247 ], [ 277, 133, 144, 277, 133, 144 ], [ 216, 113, 103, 216, 113, 103 ], [ 56.186613, 54.065041, 58.299595, 56.186613, 54.065041, 58.299595 ], [ 1.094895, 1.271759, 0.785241, 0.803233, 0.842191, 0.844068 ], [ 194438, 194438, 14243, 758058, 758058, 278213 ], [ -44666, -44666, -21228, -539816, -539816, -258040 ], [ 46, 86, 6, 46, 86, 6 ], [ 42, 80, 6, 42, 80, 6 ], [ 52, 93, 6, 52, 93, 6 ], [ 22882, 21276, 1606, 22882, 21276, 1606 ], [ 0, 13.861371, 0, 0, 13.861372, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 474026, 465908, -447041, -300566, -578022, -126053 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23101, "evaluation_days": 1925.08, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1594108800000, "last_datapoint_time": 1760371200000, "evaluation_time": 1760373622503, "expiration_time": 1766358979200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "dcu", "factors": { "length": 15, "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) |
---|