Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 602375.632 | 498314.4355 | 104061.1966 | 2202714.1681 | 2013662.2686 | 189051.8995 |
Total P&L (%) | 602.3756 | 498.3144 | 104.0612 | 2202.7142 | 2013.6623 | 189.0519 |
Avg Daily Profit (%) | 0.2518 | 0.2083 | 0.0435 | 0.1312 | 0.1276 | 0.0444 |
Buy And Hold Return (%) | 130.1019 | 130.1019 | 130.1019 | 130.1019 | 130.1019 | 130.1019 |
Max Trade Drawdown | -75542 | -46110 | -109700 | -408494 | -258806 | -335530 |
Profit Factor | 2.2625 | 3.4955 | 1.3751 | 2.0667 | 3.238 | 1.1623 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 44.4444 | 46.6667 | 42.2222 | 44.4444 | 46.6667 | 42.2222 |
Ratio Avg Win / Avg Loss | 2.8281 | 3.9949 | 1.8817 | 2.5834 | 3.7005 | 1.5905 |
Largest Winning Trade | 266774 | 266774 | 55515 | 1567821 | 1567821 | 197079 |
Largest Losing Trade | -34987 | -17684 | -34987 | -270249 | -128378 | -270249 |
Avg Bars in Trades | 103 | 88 | 118 | 103 | 88 | 118 |
Avg Bars in Winners | 177 | 151 | 207 | 177 | 151 | 207 |
Avg Bars in Losers | 44 | 34 | 53 | 44 | 34 | 53 |
Bars Traded | 9326 | 3994 | 5331 | 9326 | 3994 | 5331 |
Profit Streak | 35.2892 | 36.2892 | 35.2892 | 35.2892 | 36.2892 | 35.2892 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367063 | 407454 | -301353 | -14469 | -16747 | -201797 |
{ "trading_pair": "ZEC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9570, "evaluation_days": 2392.5, "actual_first_datapoint_time": 1553126400000, "first_datapoint_time": 1556884800000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759841788472, "expiration_time": 1766039760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 38, "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": [ [ 602375.6320161342, 498314.435452007, 104061.1965641271, 2202714.1681318055, 2013662.2686277917, 189051.8995040143 ], [ 602.375632, 498.314435, 104.061197, 2202.714168, 2013.662269, 189.0519 ], [ 0.251777, 0.208282, 0.043495, 0.13119, 0.127605, 0.044375 ], [ 130.101878, 130.101878, 130.101878, 130.101878, 130.101878, 130.101878 ], [ -75542, -46110, -109700, -408494, -258806, -335530 ], [ 2.262492, 3.495514, 1.375065, 2.066743, 3.237958, 1.16226 ], [ 90, 45, 45, 90, 45, 45 ], [ 40, 21, 19, 40, 21, 19 ], [ 50, 24, 26, 50, 24, 26 ], [ 44.444444, 46.666667, 42.222222, 44.444444, 46.666667, 42.222222 ], [ 2.828115, 3.994873, 1.881668, 2.583429, 3.700523, 1.590461 ], [ 266774, 266774, 55515, 1567821, 1567821, 197079 ], [ -34987, -17684, -34987, -270249, -128378, -270249 ], [ 103, 88, 118, 103, 88, 118 ], [ 177, 151, 207, 177, 151, 207 ], [ 44, 34, 53, 44, 34, 53 ], [ 9326, 3994, 5331, 9326, 3994, 5331 ], [ 35.289218, 36.289218, 35.289218, 35.289218, 36.289218, 35.289218 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 367063, 407454, -301353, -14469, -16747, -201797 ] ] }
{ "trading_pair": "ZEC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9570, "evaluation_days": 2392.5, "actual_first_datapoint_time": 1553126400000, "first_datapoint_time": 1556884800000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759841788472, "expiration_time": 1766039760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 38, "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) |
---|