Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416509.1152 | 447977.9636 | -31468.8484 | -61259.5373 | 36097.7905 | -97357.3278 |
Total P&L (%) | 416.5091 | 447.978 | -31.4688 | -61.2595 | 36.0978 | -97.3573 |
Avg Daily Profit (%) | 0.2168 | 0.2332 | -0.0164 | -0.0494 | 0.016 | -0.189 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197130 | -97902 | -156988 | -862235 | -457202 | -525270 |
Profit Factor | 1.3676 | 1.8893 | 0.95 | 0.9816 | 1.0217 | 0.9413 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 125 | 61 | 64 | 125 | 61 | 64 |
Losing Trades | 130 | 66 | 64 | 130 | 66 | 64 |
Profitability (%) | 49.0196 | 48.0315 | 50 | 49.0196 | 48.0315 | 50 |
Ratio Avg Win / Avg Loss | 1.4223 | 2.0442 | 0.95 | 1.0208 | 1.1054 | 0.9413 |
Largest Winning Trade | 278790 | 278790 | 60503 | 309508 | 249004 | 309508 |
Largest Losing Trade | -80499 | -35137 | -80499 | -226788 | -167789 | -226788 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Losers | 12 | 12 | 11 | 12 | 12 | 11 |
Bars Traded | 3712 | 1829 | 1883 | 3712 | 1829 | 1883 |
Profit Streak | 0 | 16.6889 | 0 | 0 | 16.6889 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341732 | 426780 | -580714 | -577880 | -370315 | -580714 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 67 } }, "second_band": { "type": "ssf", "factors": { "length": 147, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3842, "evaluation_days": 1921, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1596888000000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759941121240, "expiration_time": 1764904032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 67 } }, "second_band": { "type": "ssf", "factors": { "length": 147, "offset": 0, "poles": 3 } } }
# | 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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