| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 390216.2238 | 270774.9526 | 119441.2712 | 885634.4523 | 348771.9007 | 536862.5516 |
| Total P&L (%) | 390.2162 | 270.775 | 119.4413 | 885.6345 | 348.7719 | 536.8626 |
| Avg Daily Profit (%) | 0.164 | 0.1138 | 0.0502 | 0.0962 | 0.0631 | 0.0779 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -92745 | -58379 | -59338 | -1787906 | -936610 | -1042585 |
| Profit Factor | 1.9671 | 2.7748 | 1.476 | 1.2057 | 1.1729 | 1.2345 |
| Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
| Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
| Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
| Profitability (%) | 44.7059 | 40.4762 | 48.8372 | 44.7059 | 40.4762 | 48.8372 |
| Ratio Avg Win / Avg Loss | 2.433 | 4.0806 | 1.5463 | 1.4912 | 1.7249 | 1.2933 |
| Largest Winning Trade | 86242 | 86242 | 54759 | 960070 | 960070 | 612334 |
| Largest Losing Trade | -41599 | -13918 | -41599 | -502386 | -291886 | -502386 |
| Avg Bars in Trades | 162 | 155 | 170 | 162 | 155 | 170 |
| Avg Bars in Winners | 276 | 285 | 268 | 276 | 285 | 268 |
| Avg Bars in Losers | 71 | 66 | 77 | 71 | 66 | 77 |
| Bars Traded | 13844 | 6516 | 7328 | 13844 | 6516 | 7328 |
| Profit Streak | 0 | 58.6036 | 0 | 0 | 58.6036 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 331877 | -38841 | -123990 | -66403 | -140929 | -89296 |
{
"trading_pair": "ZEC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14273,
"evaluation_days": 2378.83,
"actual_first_datapoint_time": 1553140800000,
"first_datapoint_time": 1556352000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758911354670,
"expiration_time": 1764881136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 48,
"offset": 176
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 99,
"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": [
[
390216.2238213583,
270774.9525943189,
119441.2712270395,
885634.4522677115,
348771.9006720909,
536862.5515956212
],
[
390.216224,
270.774953,
119.441271,
885.634452,
348.771901,
536.862552
],
[
0.164037,
0.113827,
0.05021,
0.096233,
0.063133,
0.077858
],
[
10,
10,
10,
10,
10,
10
],
[
-92745,
-58379,
-59338,
-1787906,
-936610,
-1042585
],
[
1.967146,
2.774799,
1.476041,
1.205663,
1.172923,
1.234508
],
[
85,
42,
43,
85,
42,
43
],
[
38,
17,
21,
38,
17,
21
],
[
47,
25,
22,
47,
25,
22
],
[
44.705882,
40.47619,
48.837209,
44.705882,
40.47619,
48.837209
],
[
2.433048,
4.080586,
1.546329,
1.491215,
1.724887,
1.293294
],
[
86242,
86242,
54759,
960070,
960070,
612334
],
[
-41599,
-13918,
-41599,
-502386,
-291886,
-502386
],
[
162,
155,
170,
162,
155,
170
],
[
276,
285,
268,
276,
285,
268
],
[
71,
66,
77,
71,
66,
77
],
[
13844,
6516,
7328,
13844,
6516,
7328
],
[
0,
58.603642,
0,
0,
58.603642,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
331877,
-38841,
-123990,
-66403,
-140929,
-89296
]
]
}
{
"trading_pair": "ZEC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14273,
"evaluation_days": 2378.83,
"actual_first_datapoint_time": 1553140800000,
"first_datapoint_time": 1556352000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758911354670,
"expiration_time": 1764881136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 48,
"offset": 176
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 99,
"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) |
|---|