Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442728.0683 | 417234.9878 | 25493.0804 | -44024.304 | 644939.1117 | -688963.4156 |
Total P&L (%) | 442.7281 | 417.235 | 25.4931 | -44.0243 | 644.9391 | -688.9634 |
Avg Daily Profit (%) | 0.2313 | 0.218 | 0.0133 | -0.0303 | 0.105 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199679 | -84268 | -238290 | -738255 | -118633 | -875698 |
Profit Factor | 1.2524 | 1.5311 | 1.0263 | 0.9818 | 1.8231 | 0.5786 |
Total Trades | 394 | 197 | 197 | 394 | 197 | 197 |
Winning Trades | 194 | 96 | 98 | 194 | 96 | 98 |
Losing Trades | 200 | 101 | 99 | 200 | 101 | 99 |
Profitability (%) | 49.2386 | 48.731 | 49.7462 | 49.2386 | 48.731 | 49.7462 |
Ratio Avg Win / Avg Loss | 1.2911 | 1.6108 | 1.0368 | 1.0122 | 1.918 | 0.5845 |
Largest Winning Trade | 81922 | 81922 | 48180 | 289390 | 289390 | 158413 |
Largest Losing Trade | -89665 | -31912 | -89665 | -200594 | -77991 | -200594 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Losers | 13 | 14 | 11 | 13 | 14 | 11 |
Bars Traded | 5684 | 2896 | 2788 | 5684 | 2896 | 2788 |
Profit Streak | 10.845 | 10.845 | 19.5117 | 10.845 | 10.845 | 19.5117 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389438 | 406307 | -368413 | -575974 | -48086 | -579058 |
{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5743, "evaluation_days": 1914.33, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1595491200000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759378612195, "expiration_time": 1764325152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "wma", "factors": { "length": 53, "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": [ [ 442728.0682855159, 417234.9878375892, 25493.0804479264, -44024.3039584763, 644939.1116542793, -688963.4156127552 ], [ 442.728068, 417.234988, 25.49308, -44.024304, 644.939112, -688.963416 ], [ 0.231271, 0.217954, 0.013317, -0.030306, 0.104955, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -199679, -84268, -238290, -738255, -118633, -875698 ], [ 1.252398, 1.531084, 1.026323, 0.981795, 1.823079, 0.57855 ], [ 394, 197, 197, 394, 197, 197 ], [ 194, 96, 98, 194, 96, 98 ], [ 200, 101, 99, 200, 101, 99 ], [ 49.238579, 48.730964, 49.746193, 49.238579, 48.730964, 49.746193 ], [ 1.291131, 1.610828, 1.036796, 1.01216, 1.918031, 0.584453 ], [ 81922, 81922, 48180, 289390, 289390, 158413 ], [ -89665, -31912, -89665, -200594, -77991, -200594 ], [ 14, 14, 14, 14, 14, 14 ], [ 15, 14, 16, 15, 14, 16 ], [ 13, 14, 11, 13, 14, 11 ], [ 5684, 2896, 2788, 5684, 2896, 2788 ], [ 10.845048, 10.845048, 19.511715, 10.845049, 10.845049, 19.511715 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 389438, 406307, -368413, -575974, -48086, -579058 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5743, "evaluation_days": 1914.33, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1595491200000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759378612195, "expiration_time": 1764325152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "wma", "factors": { "length": 53, "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) |
---|