Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506290.0423 | 364678.3189 | 141611.7234 | 1804233.4884 | 993772.0453 | 810461.4431 |
Total P&L (%) | 506.29 | 364.6783 | 141.6117 | 1804.2335 | 993.772 | 810.4614 |
Avg Daily Profit (%) | 0.2633 | 0.1896 | 0.0736 | 0.1534 | 0.1245 | 0.1149 |
Buy And Hold Return (%) | 143.9394 | 143.9394 | 143.9394 | 143.9394 | 143.9394 | 143.9394 |
Max Trade Drawdown | -112820 | -110746 | -15518 | -804886 | -818986 | -116206 |
Profit Factor | 2.9281 | 2.9395 | 2.8996 | 2.0508 | 1.7467 | 3.0993 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 69.2308 | 65.5172 | 72.8814 | 69.2308 | 65.5172 | 72.8814 |
Ratio Avg Win / Avg Loss | 1.3014 | 1.5471 | 1.0789 | 0.9115 | 0.9193 | 1.1532 |
Largest Winning Trade | 182374 | 182374 | 12540 | 283325 | 283325 | 212183 |
Largest Losing Trade | -66328 | -66328 | -15518 | -514324 | -514324 | -68732 |
Avg Bars in Trades | 25 | 45 | 4 | 25 | 45 | 4 |
Avg Bars in Winners | 22 | 43 | 4 | 22 | 43 | 4 |
Avg Bars in Losers | 30 | 50 | 4 | 30 | 50 | 4 |
Bars Traded | 2933 | 2654 | 279 | 2933 | 2654 | 279 |
Profit Streak | 307.3019 | 0 | 307.8019 | 307.3019 | 0 | 307.8019 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506759 | -168423 | -428819 | 447428 | -203993 | -208104 |
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{ "first_band": { "type": "kcl", "factors": { "length": 5, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dema", "factors": { "length": 205, "offset": 0 } } }
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{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3846, "evaluation_days": 1923, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1602806400000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760123685111, "expiration_time": 1765082016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 5, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dema", "factors": { "length": 205, "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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