Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382289.5874 | 412728.0637 | -30438.4763 | -48567.7473 | -65254.0321 | 16686.2848 |
Total P&L (%) | 382.2896 | 412.7281 | -30.4385 | -48.5677 | -65.254 | 16.6863 |
Avg Daily Profit (%) | 0.1991 | 0.2149 | -0.0158 | -0.0346 | -0.055 | 0.008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151836 | -129560 | -98893 | -464994 | -414406 | -152848 |
Profit Factor | 1.4941 | 2.0717 | 0.9217 | 0.972 | 0.9343 | 1.0226 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 50.5376 | 50 | 51.0638 | 50.5376 | 50 | 51.0638 |
Ratio Avg Win / Avg Loss | 1.4623 | 2.0717 | 0.8833 | 0.9513 | 0.9343 | 0.9799 |
Largest Winning Trade | 238235 | 238235 | 46926 | 253801 | 253801 | 127657 |
Largest Losing Trade | -76886 | -33664 | -76886 | -141830 | -141830 | -119111 |
Avg Bars in Trades | 39 | 39 | 40 | 39 | 39 | 40 |
Avg Bars in Winners | 49 | 47 | 51 | 49 | 47 | 51 |
Avg Bars in Losers | 30 | 31 | 28 | 30 | 31 | 28 |
Bars Traded | 3707 | 1823 | 1884 | 3707 | 1823 | 1884 |
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 | 331234 | 423384 | -580558 | -580460 | -580704 | -388354 |
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{ "first_band": { "type": "bbm", "factors": { "length": 185, "offset": 0, "std": 1.03943 } }, "second_band": { "type": "supertrend", "factors": { "length": 45, "offset": 0, "multiplier": 3.05231 } } }
{ "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": [ [ 382289.587396386, 412728.0637350166, -30438.4763386308, -48567.747251462, -65254.0320817986, 16686.2848303366 ], [ 382.289587, 412.728064, -30.438476, -48.567747, -65.254032, 16.686285 ], [ 0.199057, 0.214907, -0.015849, -0.034615, -0.055028, 0.008036 ], [ 10, 10, 10, 10, 10, 10 ], [ -151836, -129560, -98893, -464994, -414406, -152848 ], [ 1.494135, 2.071719, 0.92166, 0.971982, 0.934328, 1.022555 ], [ 93, 46, 47, 93, 46, 47 ], [ 47, 23, 24, 47, 23, 24 ], [ 46, 23, 23, 46, 23, 23 ], [ 50.537634, 50, 51.06383, 50.537634, 50, 51.06383 ], [ 1.462345, 2.071719, 0.883258, 0.951301, 0.934328, 0.979949 ], [ 238235, 238235, 46926, 253801, 253801, 127657 ], [ -76886, -33664, -76886, -141830, -141830, -119111 ], [ 39, 39, 40, 39, 39, 40 ], [ 49, 47, 51, 49, 47, 51 ], [ 30, 31, 28, 30, 31, 28 ], [ 3707, 1823, 1884, 3707, 1823, 1884 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 331234, 423384, -580558, -580460, -580704, -388354 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3841, "evaluation_days": 1920.5, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1598356800000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759895708666, "expiration_time": 1764859536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 185, "offset": 0, "std": 1.03943 } }, "second_band": { "type": "supertrend", "factors": { "length": 45, "offset": 0, "multiplier": 3.05231 } } }
# | 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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