Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367929.3322 | 357994.403 | 9934.9292 | 773561.3089 | 783388.7733 | -9827.4644 |
Total P&L (%) | 367.9293 | 357.9944 | 9.9349 | 773.5613 | 783.3888 | -9.8275 |
Avg Daily Profit (%) | 1.4128 | 1.3747 | 0.0382 | 0.8357 | 0.8401 | -0.0397 |
Buy And Hold Return (%) | 385.2874 | 385.2874 | 385.2874 | 385.2874 | 385.2874 | 385.2874 |
Max Trade Drawdown | -34304 | -22675 | -13074 | -59770 | -40409 | -40217 |
Profit Factor | 4.5817 | 5.6754 | 1.3799 | 4.9477 | 7.4711 | 0.8688 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 50.7246 | 55.8824 | 45.7143 | 50.7246 | 55.8824 | 45.7143 |
Ratio Avg Win / Avg Loss | 4.4508 | 4.4806 | 1.6386 | 4.8063 | 5.8982 | 1.0317 |
Largest Winning Trade | 256540 | 256540 | 8637 | 442273 | 442273 | 25425 |
Largest Losing Trade | -19520 | -19520 | -4401 | -40217 | -29348 | -40217 |
Avg Bars in Trades | 345 | 675 | 25 | 345 | 675 | 25 |
Avg Bars in Winners | 363 | 651 | 21 | 363 | 651 | 21 |
Avg Bars in Losers | 326 | 704 | 28 | 326 | 704 | 28 |
Bars Traded | 23840 | 22951 | 889 | 23840 | 22951 | 889 |
Profit Streak | 0 | 43.7361 | 0 | 0 | 43.7361 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -252309 | -143468 | -308550 | -93185 | 569982 | -581905 |
{ "trading_pair": "ZEC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737593100000, "first_datapoint_time": 1737744300000, "last_datapoint_time": 1760092200000, "evaluation_time": 1760092796205, "expiration_time": 1766572200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 95, "offset": 0, "scalar": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 169, "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": [ [ 367929.3322368489, 357994.4030360873, 9934.9292007614, 773561.3088507938, 783388.7732730042, -9827.4644222105 ], [ 367.929332, 357.994403, 9.934929, 773.561309, 783.388773, -9.827464 ], [ 1.412831, 1.374681, 0.03815, 0.835747, 0.840079, -0.039715 ], [ 385.287356, 385.287356, 385.287356, 385.287356, 385.287356, 385.287356 ], [ -34304, -22675, -13074, -59770, -40409, -40217 ], [ 4.581726, 5.675409, 1.379857, 4.947703, 7.471073, 0.868778 ], [ 69, 34, 35, 69, 34, 35 ], [ 35, 19, 16, 35, 19, 16 ], [ 34, 15, 19, 34, 15, 19 ], [ 50.724638, 55.882353, 45.714286, 50.724638, 55.882353, 45.714286 ], [ 4.450819, 4.480586, 1.63858, 4.80634, 5.898215, 1.031674 ], [ 256540, 256540, 8637, 442273, 442273, 25425 ], [ -19520, -19520, -4401, -40217, -29348, -40217 ], [ 345, 675, 25, 345, 675, 25 ], [ 363, 651, 21, 363, 651, 21 ], [ 326, 704, 28, 326, 704, 28 ], [ 23840, 22951, 889, 23840, 22951, 889 ], [ 0, 43.736067, 0, 0, 43.736067, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -252309, -143468, -308550, -93185, 569982, -581905 ] ] }
{ "trading_pair": "ZEC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737593100000, "first_datapoint_time": 1737744300000, "last_datapoint_time": 1760092200000, "evaluation_time": 1760092796205, "expiration_time": 1766572200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 95, "offset": 0, "scalar": 3 } }, "second_band": { "type": "vwma", "factors": { "length": 169, "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) |
---|