Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334951.3084 | 332969.0447 | 1982.2637 | -30327.3791 | -295610.4662 | 265283.0871 |
Total P&L (%) | 334.9513 | 332.969 | 1.9823 | -30.3274 | -295.6105 | 265.2831 |
Avg Daily Profit (%) | 0.1746 | 0.1736 | 0.001 | -0.0188 | 0 | 0.0676 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120452 | -148687 | -95411 | -961917 | -987759 | -174747 |
Profit Factor | 1.3525 | 1.5149 | 1.0065 | 0.9882 | 0.8593 | 1.5674 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 213 | 112 | 101 | 213 | 112 | 101 |
Losing Trades | 65 | 27 | 38 | 65 | 27 | 38 |
Profitability (%) | 76.6187 | 80.5755 | 72.6619 | 76.6187 | 80.5755 | 72.6619 |
Ratio Avg Win / Avg Loss | 0.4127 | 0.3652 | 0.3787 | 0.3016 | 0.2072 | 0.5897 |
Largest Winning Trade | 45587 | 45587 | 15382 | 134007 | 119476 | 134007 |
Largest Losing Trade | -73116 | -70643 | -73116 | -616153 | -616153 | -75845 |
Avg Bars in Trades | 40 | 76 | 5 | 40 | 76 | 5 |
Avg Bars in Winners | 13 | 22 | 3 | 13 | 22 | 3 |
Avg Bars in Losers | 130 | 297 | 11 | 130 | 297 | 11 |
Bars Traded | 11386 | 10577 | 809 | 11386 | 10577 | 809 |
Profit Streak | 2.5877 | 5.421 | 2.5877 | 2.5877 | 5.421 | 2.5877 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359648 | 427338 | -570721 | -576929 | -576033 | -101193 |
{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11511, "evaluation_days": 1918.5, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1595635200000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759759575712, "expiration_time": 1764724752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 243, "offset": 0, "std": 2.07031 } } }
{ "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": [ [ 334951.3084382594, 332969.0447096859, 1982.2637285738, -30327.3790801954, -295610.4661594313, 265283.0870792358 ], [ 334.951308, 332.969045, 1.982264, -30.327379, -295.610466, 265.283087 ], [ 0.17459, 0.173557, 0.001033, -0.018834, 0, 0.06755 ], [ 10, 10, 10, 10, 10, 10 ], [ -120452, -148687, -95411, -961917, -987759, -174747 ], [ 1.352518, 1.514913, 1.006531, 0.988194, 0.859313, 1.567383 ], [ 278, 139, 139, 278, 139, 139 ], [ 213, 112, 101, 213, 112, 101 ], [ 65, 27, 38, 65, 27, 38 ], [ 76.618705, 80.57554, 72.661871, 76.618705, 80.57554, 72.661871 ], [ 0.41274, 0.365202, 0.378695, 0.301561, 0.207156, 0.589708 ], [ 45587, 45587, 15382, 134007, 119476, 134007 ], [ -73116, -70643, -73116, -616153, -616153, -75845 ], [ 40, 76, 5, 40, 76, 5 ], [ 13, 22, 3, 13, 22, 3 ], [ 130, 297, 11, 130, 297, 11 ], [ 11386, 10577, 809, 11386, 10577, 809 ], [ 2.587682, 5.421015, 2.587682, 2.587682, 5.421015, 2.587682 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 359648, 427338, -570721, -576929, -576033, -101193 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11511, "evaluation_days": 1918.5, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1595635200000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759759575712, "expiration_time": 1764724752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 243, "offset": 0, "std": 2.07031 } } }
# | 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) |
---|