Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243929.8455 | 311746.746 | -67816.9005 | -91395.9047 | 128710.1341 | -220106.0388 |
Total P&L (%) | 243.9298 | 311.7467 | -67.8169 | -91.3959 | 128.7101 | -220.106 |
Avg Daily Profit (%) | 0.1272 | 0.1626 | -0.0354 | -0.1279 | 0.0432 | 0 |
Buy And Hold Return (%) | 53.6096 | 53.6096 | 53.6096 | 53.6096 | 53.6096 | 53.6096 |
Max Trade Drawdown | -279638 | -109646 | -228877 | -1381052 | -654648 | -868149 |
Profit Factor | 1.3188 | 1.8423 | 0.8283 | 0.9709 | 1.0745 | 0.8447 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 55.814 | 53.4884 | 58.1395 | 55.814 | 53.4884 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.0441 | 1.602 | 0.5964 | 0.7687 | 0.9344 | 0.6082 |
Largest Winning Trade | 170684 | 170684 | 52216 | 419627 | 419627 | 224114 |
Largest Losing Trade | -90033 | -50860 | -90033 | -549308 | -416604 | -549308 |
Avg Bars in Trades | 40 | 28 | 52 | 40 | 28 | 52 |
Avg Bars in Winners | 37 | 18 | 55 | 37 | 18 | 55 |
Avg Bars in Losers | 43 | 40 | 47 | 43 | 40 | 47 |
Bars Traded | 3477 | 1240 | 2237 | 3477 | 1240 | 2237 |
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 | -23695 | 388383 | -579672 | -579794 | -278904 | -579672 |
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3834, "evaluation_days": 1917, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1599566400000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759591933191, "expiration_time": 1764548064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 130, "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": [ [ 243929.8455033598, 311746.7460222128, -67816.9005188527, -91395.9046809551, 128710.13413329, -220106.0388142446 ], [ 243.929846, 311.746746, -67.816901, -91.395905, 128.710134, -220.106039 ], [ 0.127246, 0.162622, -0.035377, -0.127875, 0.043165, 0 ], [ 53.609648, 53.609648, 53.609648, 53.609648, 53.609648, 53.609648 ], [ -279638, -109646, -228877, -1381052, -654648, -868149 ], [ 1.318836, 1.842292, 0.828289, 0.970937, 1.074525, 0.844738 ], [ 86, 43, 43, 86, 43, 43 ], [ 48, 23, 25, 48, 23, 25 ], [ 38, 20, 18, 38, 20, 18 ], [ 55.813953, 53.488372, 58.139535, 55.813953, 53.488372, 58.139535 ], [ 1.044078, 1.601993, 0.596368, 0.768658, 0.934369, 0.608211 ], [ 170684, 170684, 52216, 419627, 419627, 224114 ], [ -90033, -50860, -90033, -549308, -416604, -549308 ], [ 40, 28, 52, 40, 28, 52 ], [ 37, 18, 55, 37, 18, 55 ], [ 43, 40, 47, 43, 40, 47 ], [ 3477, 1240, 2237, 3477, 1240, 2237 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -23695, 388383, -579672, -579794, -278904, -579672 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3834, "evaluation_days": 1917, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1599566400000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759591933191, "expiration_time": 1764548064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 130, "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) |
---|