Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380327.1193 | 375450.9336 | 4876.1858 | -50880.7418 | 109379.1881 | -160259.9299 |
Total P&L (%) | 380.3271 | 375.4509 | 4.8762 | -50.8807 | 109.3792 | -160.2599 |
Avg Daily Profit (%) | 0.1986 | 0.196 | 0.0025 | -0.0371 | 0.0386 | 0 |
Buy And Hold Return (%) | 33.9385 | 33.9385 | 33.9385 | 33.9385 | 33.9385 | 33.9385 |
Max Trade Drawdown | -156880 | -107979 | -185756 | -139232 | -56293 | -237155 |
Profit Factor | 1.1902 | 1.4116 | 1.0045 | 0.9556 | 1.22 | 0.7525 |
Total Trades | 500 | 250 | 250 | 500 | 250 | 250 |
Winning Trades | 258 | 126 | 132 | 258 | 126 | 132 |
Losing Trades | 242 | 124 | 118 | 242 | 124 | 118 |
Profitability (%) | 51.6 | 50.4 | 52.8 | 51.6 | 50.4 | 52.8 |
Ratio Avg Win / Avg Loss | 1.1164 | 1.3892 | 0.8979 | 0.8963 | 1.2006 | 0.6727 |
Largest Winning Trade | 71448 | 71448 | 35692 | 37704 | 37704 | 22285 |
Largest Losing Trade | -81672 | -24417 | -81672 | -102172 | -32082 | -102172 |
Avg Bars in Trades | 22 | 19 | 25 | 22 | 19 | 25 |
Avg Bars in Winners | 22 | 17 | 27 | 22 | 17 | 27 |
Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
Bars Traded | 11384 | 4944 | 6440 | 11384 | 4944 | 6440 |
Profit Streak | 4.6562 | 11.6562 | 0 | 4.6562 | 11.6562 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -234 | 378855 | -571058 | -577286 | -142505 | -579384 |
{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11493, "evaluation_days": 1915.5, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1594296000000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759506297737, "expiration_time": 1764457776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 13, "offset": 0, "multiplier": 3.20834 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 380327.1193481216, 375450.933595503, 4876.1857526183, -50880.7418241771, 109379.1880852083, -160259.9299093854 ], [ 380.327119, 375.450934, 4.876186, -50.880742, 109.379188, -160.25993 ], [ 0.198552, 0.196007, 0.002546, -0.037107, 0.038586, 0 ], [ 33.93847, 33.93847, 33.93847, 33.93847, 33.93847, 33.93847 ], [ -156880, -107979, -185756, -139232, -56293, -237155 ], [ 1.190175, 1.411611, 1.004483, 0.95555, 1.220003, 0.752493 ], [ 500, 250, 250, 500, 250, 250 ], [ 258, 126, 132, 258, 126, 132 ], [ 242, 124, 118, 242, 124, 118 ], [ 51.6, 50.4, 52.8, 51.6, 50.4, 52.8 ], [ 1.116366, 1.389204, 0.897947, 0.896291, 1.200638, 0.672683 ], [ 71448, 71448, 35692, 37704, 37704, 22285 ], [ -81672, -24417, -81672, -102172, -32082, -102172 ], [ 22, 19, 25, 22, 19, 25 ], [ 22, 17, 27, 22, 17, 27 ], [ 23, 22, 24, 23, 22, 24 ], [ 11384, 4944, 6440, 11384, 4944, 6440 ], [ 4.656224, 11.656224, 0, 4.656224, 11.656224, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -234, 378855, -571058, -577286, -142505, -579384 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11493, "evaluation_days": 1915.5, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1594296000000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759506297737, "expiration_time": 1764457776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 13, "offset": 0, "multiplier": 3.20834 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|