Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527832.669 | 432190.2071 | 95642.462 | 826316.1078 | 50034.4624 | 776281.6454 |
Total P&L (%) | 527.8327 | 432.1902 | 95.6425 | 826.3161 | 50.0345 | 776.2816 |
Avg Daily Profit (%) | 0.2752 | 0.2254 | 0.0499 | 0.1161 | 0.0212 | 0.1132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86424 | -80025 | -57150 | -1379028 | -775084 | -634375 |
Profit Factor | 2.2343 | 3.2599 | 1.4046 | 1.2475 | 1.03 | 1.4651 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 44.9275 | 41.1765 | 48.5714 | 44.9275 | 41.1765 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.7388 | 4.6571 | 1.4872 | 1.5292 | 1.4714 | 1.5512 |
Largest Winning Trade | 257352 | 257352 | 61710 | 629833 | 629833 | 490936 |
Largest Losing Trade | -33253 | -20363 | -33253 | -461494 | -426489 | -461494 |
Avg Bars in Trades | 161 | 159 | 163 | 161 | 159 | 163 |
Avg Bars in Winners | 241 | 233 | 247 | 241 | 233 | 247 |
Avg Bars in Losers | 96 | 107 | 84 | 96 | 107 | 84 |
Bars Traded | 11148 | 5422 | 5726 | 11148 | 5422 | 5726 |
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 | -95317 | 382351 | -126155 | -144915 | -356942 | -39764 |
{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11507, "evaluation_days": 1917.83, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1597392000000, "last_datapoint_time": 1759694400000, "evaluation_time": 1759701988045, "expiration_time": 1764665424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 87, "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": [ [ 527832.6690406598, 432190.2070528789, 95642.4619877808, 826316.1077823755, 50034.4623520327, 776281.645430343 ], [ 527.832669, 432.190207, 95.642462, 826.316108, 50.034462, 776.281645 ], [ 0.275224, 0.225354, 0.04987, 0.116138, 0.021156, 0.11324 ], [ 10, 10, 10, 10, 10, 10 ], [ -86424, -80025, -57150, -1379028, -775084, -634375 ], [ 2.234292, 3.259938, 1.404579, 1.247482, 1.029966, 1.465068 ], [ 69, 34, 35, 69, 34, 35 ], [ 31, 14, 17, 31, 14, 17 ], [ 38, 20, 18, 38, 20, 18 ], [ 44.927536, 41.176471, 48.571429, 44.927536, 41.176471, 48.571429 ], [ 2.73881, 4.657054, 1.487201, 1.529172, 1.47138, 1.551249 ], [ 257352, 257352, 61710, 629833, 629833, 490936 ], [ -33253, -20363, -33253, -461494, -426489, -461494 ], [ 161, 159, 163, 161, 159, 163 ], [ 241, 233, 247, 241, 233, 247 ], [ 96, 107, 84, 96, 107, 84 ], [ 11148, 5422, 5726, 11148, 5422, 5726 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -95317, 382351, -126155, -144915, -356942, -39764 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11507, "evaluation_days": 1917.83, "actual_first_datapoint_time": 1594008000000, "first_datapoint_time": 1597392000000, "last_datapoint_time": 1759694400000, "evaluation_time": 1759701988045, "expiration_time": 1764665424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 87, "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) |
---|