Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339988.9461 | 265525.8004 | 74463.1457 | 261800.1858 | 408121.1877 | -146321.002 |
Total P&L (%) | 339.9889 | 265.5258 | 74.4631 | 261.8002 | 408.1212 | -146.321 |
Avg Daily Profit (%) | 0.1633 | 0.1275 | 0.0358 | 0.0618 | 0.0781 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100297 | -91898 | -112940 | -260974 | -173800 | -312439 |
Profit Factor | 1.4182 | 1.6823 | 1.1757 | 1.1394 | 1.4523 | 0.85 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Losing Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Profitability (%) | 48.5714 | 47.1264 | 50 | 48.5714 | 47.1264 | 50 |
Ratio Avg Win / Avg Loss | 1.5016 | 1.8875 | 1.1757 | 1.2064 | 1.6294 | 0.85 |
Largest Winning Trade | 54809 | 54809 | 50914 | 120424 | 113638 | 120424 |
Largest Losing Trade | -40969 | -33882 | -40969 | -106078 | -106078 | -86451 |
Avg Bars in Trades | 137 | 128 | 146 | 137 | 128 | 146 |
Avg Bars in Winners | 191 | 191 | 192 | 191 | 191 | 192 |
Avg Bars in Losers | 87 | 73 | 101 | 87 | 73 | 101 |
Bars Traded | 24144 | 11214 | 12930 | 24144 | 11214 | 12930 |
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 | 345073 | -21054 | -172718 | -177276 | -88002 | -581096 |
{ "trading_pair": "ZEC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580400000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758790304164, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 144, "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": [ [ 339988.9460800243, 265525.8004215563, 74463.1456584678, 261800.1857807126, 408121.1877399066, -146321.0019591939 ], [ 339.988946, 265.5258, 74.463146, 261.800186, 408.121188, -146.321002 ], [ 0.16326, 0.127503, 0.035757, 0.061768, 0.078088, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -100297, -91898, -112940, -260974, -173800, -312439 ], [ 1.418194, 1.682308, 1.175689, 1.139399, 1.452313, 0.850045 ], [ 175, 87, 88, 175, 87, 88 ], [ 85, 41, 44, 85, 41, 44 ], [ 90, 46, 44, 90, 46, 44 ], [ 48.571429, 47.126437, 50, 48.571429, 47.126437, 50 ], [ 1.501617, 1.887467, 1.175689, 1.206423, 1.629424, 0.850045 ], [ 54809, 54809, 50914, 120424, 113638, 120424 ], [ -40969, -33882, -40969, -106078, -106078, -86451 ], [ 137, 128, 146, 137, 128, 146 ], [ 191, 191, 192, 191, 191, 192 ], [ 87, 73, 101, 87, 73, 101 ], [ 24144, 11214, 12930, 24144, 11214, 12930 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 345073, -21054, -172718, -177276, -88002, -581096 ] ] }
{ "trading_pair": "ZEC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580400000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758790304164, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 144, "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) |
---|