Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 589694.2099 | 484405.6866 | 105288.5233 | 1368089.9542 | 1322480.821 | 45609.1332 |
Total P&L (%) | 589.6942 | 484.4057 | 105.2885 | 1368.09 | 1322.4808 | 45.6091 |
Avg Daily Profit (%) | 0.2471 | 0.203 | 0.0441 | 0.1127 | 0.1113 | 0.0158 |
Buy And Hold Return (%) | 65.2417 | 65.2417 | 65.2417 | 65.2417 | 65.2417 | 65.2417 |
Max Trade Drawdown | -132249 | -105506 | -144718 | -1283164 | -1052821 | -836770 |
Profit Factor | 1.3563 | 1.5844 | 1.1274 | 1.1206 | 1.2299 | 1.0082 |
Total Trades | 518 | 259 | 259 | 518 | 259 | 259 |
Winning Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Losing Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Profitability (%) | 45.9459 | 45.9459 | 45.9459 | 45.9459 | 45.9459 | 45.9459 |
Ratio Avg Win / Avg Loss | 1.5956 | 1.864 | 1.3264 | 1.3183 | 1.447 | 1.1861 |
Largest Winning Trade | 66741 | 66741 | 51342 | 415069 | 415069 | 360993 |
Largest Losing Trade | -34143 | -27517 | -34143 | -392494 | -392494 | -339673 |
Avg Bars in Trades | 27 | 26 | 27 | 27 | 26 | 27 |
Avg Bars in Winners | 35 | 31 | 38 | 35 | 31 | 38 |
Avg Bars in Losers | 21 | 23 | 19 | 21 | 23 | 19 |
Bars Traded | 14236 | 6986 | 7250 | 14236 | 6986 | 7250 |
Profit Streak | 2.2639 | 8.7639 | 0 | 2.2639 | 8.7639 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343937 | 418739 | -224289 | -130488 | -43234 | -549641 |
{ "trading_pair": "ZEC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14316, "evaluation_days": 2386, "actual_first_datapoint_time": 1553140800000, "first_datapoint_time": 1554134400000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759342797355, "expiration_time": 1765518912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 9, "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": [ [ 589694.2098802405, 484405.6866267873, 105288.5232534527, 1368089.954237615, 1322480.8210061186, 45609.133231497 ], [ 589.69421, 484.405687, 105.288523, 1368.089954, 1322.480821, 45.609133 ], [ 0.247148, 0.20302, 0.044128, 0.11266, 0.111336, 0.01575 ], [ 65.241665, 65.241665, 65.241665, 65.241665, 65.241665, 65.241665 ], [ -132249, -105506, -144718, -1283164, -1052821, -836770 ], [ 1.356278, 1.584405, 1.127427, 1.120583, 1.229915, 1.008154 ], [ 518, 259, 259, 518, 259, 259 ], [ 238, 119, 119, 238, 119, 119 ], [ 280, 140, 140, 280, 140, 140 ], [ 45.945946, 45.945946, 45.945946, 45.945946, 45.945946, 45.945946 ], [ 1.595621, 1.864006, 1.326385, 1.318333, 1.446959, 1.186063 ], [ 66741, 66741, 51342, 415069, 415069, 360993 ], [ -34143, -27517, -34143, -392494, -392494, -339673 ], [ 27, 26, 27, 27, 26, 27 ], [ 35, 31, 38, 35, 31, 38 ], [ 21, 23, 19, 21, 23, 19 ], [ 14236, 6986, 7250, 14236, 6986, 7250 ], [ 2.263858, 8.763858, 0, 2.263858, 8.763858, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 343937, 418739, -224289, -130488, -43234, -549641 ] ] }
{ "trading_pair": "ZEC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14316, "evaluation_days": 2386, "actual_first_datapoint_time": 1553140800000, "first_datapoint_time": 1554134400000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759342797355, "expiration_time": 1765518912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 9, "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) |
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