Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 440345.7287 | 427513.4093 | 12832.3194 | -88591.0991 | 36080.6349 | -124671.734 |
Total P&L (%) | 440.3457 | 427.5134 | 12.8323 | -88.5911 | 36.0806 | -124.6717 |
Avg Daily Profit (%) | 0.23 | 0.2233 | 0.0067 | -0.1133 | 0.0161 | 0 |
Buy And Hold Return (%) | 18.7737 | 18.7737 | 18.7737 | 18.7737 | 18.7737 | 18.7737 |
Max Trade Drawdown | -184514 | -94967 | -189886 | -240271 | -102073 | -165133 |
Profit Factor | 1.3387 | 1.7506 | 1.0176 | 0.9186 | 1.0766 | 0.7981 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 105 | 47 | 58 | 105 | 47 | 58 |
Losing Trades | 105 | 58 | 47 | 105 | 58 | 47 |
Profitability (%) | 50 | 44.7619 | 55.2381 | 50 | 44.7619 | 55.2381 |
Ratio Avg Win / Avg Loss | 1.3387 | 2.1603 | 0.8246 | 0.9186 | 1.3286 | 0.6467 |
Largest Winning Trade | 171693 | 171693 | 45980 | 44906 | 44906 | 28524 |
Largest Losing Trade | -96295 | -32200 | -96295 | -159620 | -78727 | -159620 |
Avg Bars in Trades | 26 | 26 | 27 | 26 | 26 | 27 |
Avg Bars in Winners | 32 | 32 | 33 | 32 | 32 | 33 |
Avg Bars in Losers | 20 | 21 | 20 | 20 | 21 | 20 |
Bars Traded | 5640 | 2757 | 2883 | 5640 | 2757 | 2883 |
Profit Streak | 35.5117 | 35.5117 | 35.845 | 35.5117 | 35.5117 | 35.845 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396536 | 347340 | -550848 | -577961 | -316483 | -579104 |
{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5743, "evaluation_days": 1914.33, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1596096000000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759378610688, "expiration_time": 1764325152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 66, "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": [ [ 440345.7287119585, 427513.409306641, 12832.3194053177, -88591.0990638289, 36080.6348959508, -124671.7339597797 ], [ 440.345729, 427.513409, 12.832319, -88.591099, 36.080635, -124.671734 ], [ 0.230026, 0.223323, 0.006703, -0.113332, 0.016095, 0 ], [ 18.773666, 18.773666, 18.773666, 18.773666, 18.773666, 18.773666 ], [ -184514, -94967, -189886, -240271, -102073, -165133 ], [ 1.338676, 1.750619, 1.017563, 0.918595, 1.076628, 0.798074 ], [ 210, 105, 105, 210, 105, 105 ], [ 105, 47, 58, 105, 47, 58 ], [ 105, 58, 47, 105, 58, 47 ], [ 50, 44.761905, 55.238095, 50, 44.761905, 55.238095 ], [ 1.338676, 2.160339, 0.824577, 0.918595, 1.328604, 0.646715 ], [ 171693, 171693, 45980, 44906, 44906, 28524 ], [ -96295, -32200, -96295, -159620, -78727, -159620 ], [ 26, 26, 27, 26, 26, 27 ], [ 32, 32, 33, 32, 32, 33 ], [ 20, 21, 20, 20, 21, 20 ], [ 5640, 2757, 2883, 5640, 2757, 2883 ], [ 35.511698, 35.511698, 35.845031, 35.511698, 35.511698, 35.845031 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 396536, 347340, -550848, -577961, -316483, -579104 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5743, "evaluation_days": 1914.33, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1596096000000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759378610688, "expiration_time": 1764325152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 66, "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) |
---|