Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448304.1644 | 412491.0054 | 35813.159 | -199975.0456 | 295577.069 | -495552.1146 |
Total P&L (%) | 448.3042 | 412.491 | 35.8132 | -199.975 | 295.5771 | -495.5521 |
Avg Daily Profit (%) | 0.2348 | 0.216 | 0.0188 | 0 | 0.072 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208537 | -175386 | -243310 | -921002 | -364768 | -674649 |
Profit Factor | 1.3216 | 1.6508 | 1.0471 | 0.9218 | 1.279 | 0.6695 |
Total Trades | 313 | 156 | 157 | 313 | 156 | 157 |
Winning Trades | 195 | 93 | 102 | 131 | 70 | 61 |
Losing Trades | 118 | 63 | 55 | 182 | 86 | 96 |
Profitability (%) | 62.3003 | 59.6154 | 64.9682 | 41.853 | 44.8718 | 38.8535 |
Ratio Avg Win / Avg Loss | 0.7998 | 1.1183 | 0.5646 | 1.2807 | 1.5714 | 1.0536 |
Largest Winning Trade | 57377 | 57377 | 27981 | 220304 | 220304 | 176661 |
Largest Losing Trade | -136045 | -39851 | -136045 | -500911 | -113970 | -500911 |
Avg Bars in Trades | 17 | 19 | 15 | 17 | 19 | 15 |
Avg Bars in Winners | 12 | 12 | 12 | 23 | 26 | 20 |
Avg Bars in Losers | 25 | 28 | 22 | 12 | 13 | 12 |
Bars Traded | 5493 | 3023 | 2470 | 5493 | 3023 | 2470 |
Profit Streak | 5.7117 | 0 | 64.7117 | 0 | 14.7117 | 0 |
Trades During Streak | 1 | 0 | 5 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384445 | 416132 | -336780 | -580364 | -96555 | -582901 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 227, "offset": 0, "multiplier": 1.12255 } }, "second_band": { "type": "dcm", "factors": { "length": 39, "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": [ [ 448304.1644059367, 412491.00537354, 35813.1590323963, -199975.0455625374, 295577.069030149, -495552.1145926868 ], [ 448.304164, 412.491005, 35.813159, -199.975046, 295.577069, -495.552115 ], [ 0.234755, 0.216001, 0.018754, 0, 0.072037, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -208537, -175386, -243310, -921002, -364768, -674649 ], [ 1.321627, 1.650846, 1.047117, 0.921846, 1.279015, 0.66949 ], [ 313, 156, 157, 313, 156, 157 ], [ 195, 93, 102, 131, 70, 61 ], [ 118, 63, 55, 182, 86, 96 ], [ 62.300319, 59.615385, 64.968153, 41.853035, 44.871795, 38.853503 ], [ 0.799754, 1.118315, 0.564622, 1.280732, 1.571361, 1.053624 ], [ 57377, 57377, 27981, 220304, 220304, 176661 ], [ -136045, -39851, -136045, -500911, -113970, -500911 ], [ 17, 19, 15, 17, 19, 15 ], [ 12, 12, 12, 23, 26, 20 ], [ 25, 28, 22, 12, 13, 12 ], [ 5493, 3023, 2470, 5493, 3023, 2470 ], [ 5.711733, 0, 64.711733, 0, 14.711733, 0 ], [ 1, 0, 5, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 384445, 416132, -336780, -580364, -96555, -582901 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5729, "evaluation_days": 1909.67, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1598313600000, "last_datapoint_time": 1758960000000, "evaluation_time": 1758992693718, "expiration_time": 1763909856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 227, "offset": 0, "multiplier": 1.12255 } }, "second_band": { "type": "dcm", "factors": { "length": 39, "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) |
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