Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314202.1771 | 495830.1818 | -181628.0047 | -96658.7759 | 152821.1027 | -249479.8786 |
Total P&L (%) | 314.2022 | 495.8302 | -181.628 | -96.6588 | 152.8211 | -249.4799 |
Avg Daily Profit (%) | 0.1632 | 0.2575 | -0.0943 | -0.1764 | 0.0482 | 0 |
Buy And Hold Return (%) | 37.856 | 37.856 | 37.856 | 37.856 | 37.856 | 37.856 |
Max Trade Drawdown | -467136 | -290703 | -195212 | -1010207 | -834355 | -256711 |
Profit Factor | 1.4779 | 2.1486 | 0.1956 | 0.9184 | 1.1752 | 0.2013 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 25 | 18 | 7 | 25 | 18 | 7 |
Losing Trades | 56 | 22 | 34 | 56 | 22 | 34 |
Profitability (%) | 30.8642 | 45 | 17.0732 | 30.8642 | 45 | 17.0732 |
Ratio Avg Win / Avg Loss | 3.3105 | 2.6261 | 0.9498 | 2.0572 | 1.4364 | 0.9778 |
Largest Winning Trade | 750709 | 750709 | 12856 | 784505 | 784505 | 35571 |
Largest Losing Trade | -53225 | -53225 | -27366 | -363437 | -363437 | -106368 |
Avg Bars in Trades | 135 | 253 | 20 | 135 | 253 | 20 |
Avg Bars in Winners | 243 | 330 | 20 | 243 | 330 | 20 |
Avg Bars in Losers | 87 | 190 | 20 | 87 | 190 | 20 |
Bars Traded | 11002 | 10152 | 850 | 11002 | 10152 | 850 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14130 | 370208 | -645216 | -601719 | -160438 | -645216 |
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{ "first_band": { "type": "kcl", "factors": { "length": 240, "offset": 0, "scalar": 5 } }, "second_band": { "type": "supertrend", "factors": { "length": 19, "offset": 0, "multiplier": 3.73009 } } }
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{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11552, "evaluation_days": 1925.33, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1597449600000, "last_datapoint_time": 1760342400000, "evaluation_time": 1760346098271, "expiration_time": 1765332864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 240, "offset": 0, "scalar": 5 } }, "second_band": { "type": "supertrend", "factors": { "length": 19, "offset": 0, "multiplier": 3.73009 } } }
# | 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) |
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