Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 821667.5789 | 646553.4784 | 175114.1005 | 4107417.5589 | -1032937.8597 | 5140355.4186 |
Total P&L (%) | 821.6676 | 646.5535 | 175.1141 | 4107.4176 | -1032.9379 | 5140.3554 |
Avg Daily Profit (%) | 0.4296 | 0.3381 | 0.0916 | 0.1957 | 0 | 0.2072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102202 | -80329 | -58613 | -3689149 | -3850365 | -1782042 |
Profit Factor | 3.3048 | 4.0322 | 2.2222 | 1.3298 | 0.8796 | 2.3276 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 40.3226 | 35.4839 | 45.1613 | 40.3226 | 35.4839 | 45.1613 |
Ratio Avg Win / Avg Loss | 4.8911 | 7.3314 | 2.6984 | 1.9681 | 1.5993 | 2.8264 |
Largest Winning Trade | 336595 | 336595 | 55533 | 3628504 | 3628504 | 2768199 |
Largest Losing Trade | -27531 | -27531 | -24272 | -2174070 | -2174070 | -687567 |
Avg Bars in Trades | 58 | 54 | 63 | 58 | 54 | 63 |
Avg Bars in Winners | 94 | 89 | 98 | 94 | 89 | 98 |
Avg Bars in Losers | 34 | 35 | 34 | 34 | 35 | 34 |
Bars Traded | 3653 | 1688 | 1965 | 3653 | 1688 | 1965 |
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 | -146222 | 382246 | -68414 | -153162 | -583685 | 381966 |
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3825, "evaluation_days": 1912.5, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1596456000000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759213165670, "expiration_time": 1764147600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 58, "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": [ [ 821667.5788731228, 646553.4783535717, 175114.1005195512, 4107417.5589312557, -1032937.8596951962, 5140355.418626451 ], [ 821.667579, 646.553478, 175.114101, 4107.417559, -1032.93786, 5140.355419 ], [ 0.42963, 0.338067, 0.091563, 0.195717, 0, 0.20722 ], [ 10, 10, 10, 10, 10, 10 ], [ -102202, -80329, -58613, -3689149, -3850365, -1782042 ], [ 3.304788, 4.032249, 2.22219, 1.329813, 0.879637, 2.327591 ], [ 62, 31, 31, 62, 31, 31 ], [ 25, 11, 14, 25, 11, 14 ], [ 37, 20, 17, 37, 20, 17 ], [ 40.322581, 35.483871, 45.16129, 40.322581, 35.483871, 45.16129 ], [ 4.891086, 7.331362, 2.698374, 1.968124, 1.599339, 2.82636 ], [ 336595, 336595, 55533, 3628504, 3628504, 2768199 ], [ -27531, -27531, -24272, -2174070, -2174070, -687567 ], [ 58, 54, 63, 58, 54, 63 ], [ 94, 89, 98, 94, 89, 98 ], [ 34, 35, 34, 34, 35, 34 ], [ 3653, 1688, 1965, 3653, 1688, 1965 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -146222, 382246, -68414, -153162, -583685, 381966 ] ] }
{ "trading_pair": "ZEN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3825, "evaluation_days": 1912.5, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1596456000000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759213165670, "expiration_time": 1764147600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 58, "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) |
---|