| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 433913.9121 | 344927.3739 | 88986.5382 | 615763.7851 | 879097.9601 | -263334.1749 |
| Total P&L (%) | 433.9139 | 344.9274 | 88.9865 | 615.7638 | 879.098 | -263.3342 |
| Avg Daily Profit (%) | 0.182 | 0.1447 | 0.0373 | 0.0826 | 0.0957 | 0 |
| Buy And Hold Return (%) | 19.1545 | 19.1545 | 19.1545 | 19.1545 | 19.1545 | 19.1545 |
| Max Trade Drawdown | -93520 | -63635 | -117473 | -590304 | -341183 | -504149 |
| Profit Factor | 1.6747 | 2.2789 | 1.2383 | 1.1756 | 1.6272 | 0.8749 |
| Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
| Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
| Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Profitability (%) | 44.1176 | 43.1373 | 45.098 | 44.1176 | 43.1373 | 45.098 |
| Ratio Avg Win / Avg Loss | 2.1213 | 3.004 | 1.5075 | 1.4891 | 2.1449 | 1.0651 |
| Largest Winning Trade | 106440 | 106440 | 57455 | 504557 | 504557 | 251485 |
| Largest Losing Trade | -32767 | -29261 | -32767 | -371091 | -177847 | -371091 |
| Avg Bars in Trades | 137 | 125 | 149 | 137 | 125 | 149 |
| Avg Bars in Winners | 227 | 206 | 246 | 227 | 206 | 246 |
| Avg Bars in Losers | 66 | 64 | 68 | 66 | 64 | 68 |
| Bars Traded | 14013 | 6408 | 7605 | 14013 | 6408 | 7605 |
| 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 | 310441 | -178320 | -325839 | -111678 | -244399 | -761072 |
{
"trading_pair": "ZEC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14307,
"evaluation_days": 2384.5,
"actual_first_datapoint_time": 1553140800000,
"first_datapoint_time": 1553875200000,
"last_datapoint_time": 1759204800000,
"evaluation_time": 1759216825554,
"expiration_time": 1765385424000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 28,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 52,
"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": [
[
433913.9121008581,
344927.3739295027,
88986.5381713551,
615763.7851302852,
879097.9600758307,
-263334.1749455454
],
[
433.913912,
344.927374,
88.986538,
615.763785,
879.09796,
-263.334175
],
[
0.181973,
0.144654,
0.037319,
0.082575,
0.095725,
0
],
[
19.154489,
19.154489,
19.154489,
19.154489,
19.154489,
19.154489
],
[
-93520,
-63635,
-117473,
-590304,
-341183,
-504149
],
[
1.674706,
2.278902,
1.238308,
1.175595,
1.627161,
0.874901
],
[
102,
51,
51,
102,
51,
51
],
[
45,
22,
23,
45,
22,
23
],
[
57,
29,
28,
57,
29,
28
],
[
44.117647,
43.137255,
45.098039,
44.117647,
43.137255,
45.098039
],
[
2.121295,
3.004007,
1.507506,
1.489087,
2.144894,
1.065097
],
[
106440,
106440,
57455,
504557,
504557,
251485
],
[
-32767,
-29261,
-32767,
-371091,
-177847,
-371091
],
[
137,
125,
149,
137,
125,
149
],
[
227,
206,
246,
227,
206,
246
],
[
66,
64,
68,
66,
64,
68
],
[
14013,
6408,
7605,
14013,
6408,
7605
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
310441,
-178320,
-325839,
-111678,
-244399,
-761072
]
]
}
{
"trading_pair": "ZEC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14307,
"evaluation_days": 2384.5,
"actual_first_datapoint_time": 1553140800000,
"first_datapoint_time": 1553875200000,
"last_datapoint_time": 1759204800000,
"evaluation_time": 1759216825554,
"expiration_time": 1765385424000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 28,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 52,
"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) |
|---|