Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387479.6173 | 319959.6667 | 67519.9505 | 37284.8847 | 84151.0945 | -46866.2098 |
Total P&L (%) | 387.4796 | 319.9597 | 67.52 | 37.2849 | 84.1511 | -46.8662 |
Avg Daily Profit (%) | 0.1628 | 0.1345 | 0.0284 | 0.0133 | 0.0257 | -0.0266 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113964 | -76551 | -143471 | -111808 | -25140 | -125229 |
Profit Factor | 1.6103 | 2.1395 | 1.1907 | 1.121 | 1.6864 | 0.7474 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 58.1197 | 59.322 | 56.8966 | 58.1197 | 59.322 | 56.8966 |
Ratio Avg Win / Avg Loss | 1.1604 | 1.4671 | 0.902 | 0.8078 | 1.1564 | 0.5662 |
Largest Winning Trade | 79640 | 79640 | 52126 | 51960 | 51960 | 17030 |
Largest Losing Trade | -86042 | -27922 | -86042 | -101763 | -21796 | -101763 |
Avg Bars in Trades | 73 | 63 | 83 | 73 | 63 | 83 |
Avg Bars in Winners | 70 | 60 | 79 | 70 | 60 | 79 |
Avg Bars in Losers | 77 | 67 | 87 | 77 | 67 | 87 |
Bars Traded | 8573 | 3758 | 4815 | 8573 | 3758 | 4815 |
Profit Streak | 100.7946 | 100.7946 | 337.5446 | 100.7946 | 100.7946 | 337.5446 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416232 | -185472 | -345349 | -264280 | -331415 | -758534 |
{ "trading_pair": "ZEC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9518, "evaluation_days": 2379.5, "actual_first_datapoint_time": 1553126400000, "first_datapoint_time": 1558008000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758848651304, "expiration_time": 1764882864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 226, "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": [ [ 387479.6172713725, 319959.6667337135, 67519.9505376591, 37284.8846909427, 84151.0945284204, -46866.2098374777 ], [ 387.479617, 319.959667, 67.519951, 37.284885, 84.151095, -46.86621 ], [ 0.162841, 0.134465, 0.028376, 0.013318, 0.025664, -0.026572 ], [ 10, 10, 10, 10, 10, 10 ], [ -113964, -76551, -143471, -111808, -25140, -125229 ], [ 1.610299, 2.139521, 1.190671, 1.121004, 1.686415, 0.747398 ], [ 117, 59, 58, 117, 59, 58 ], [ 68, 35, 33, 68, 35, 33 ], [ 49, 24, 25, 49, 24, 25 ], [ 58.119658, 59.322034, 56.896552, 58.119658, 59.322034, 56.896552 ], [ 1.160362, 1.4671, 0.902024, 0.807782, 1.156399, 0.566211 ], [ 79640, 79640, 52126, 51960, 51960, 17030 ], [ -86042, -27922, -86042, -101763, -21796, -101763 ], [ 73, 63, 83, 73, 63, 83 ], [ 70, 60, 79, 70, 60, 79 ], [ 77, 67, 87, 77, 67, 87 ], [ 8573, 3758, 4815, 8573, 3758, 4815 ], [ 100.794575, 100.794575, 337.544575, 100.794575, 100.794575, 337.544575 ], [ 2, 1, 6, 2, 1, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 416232, -185472, -345349, -264280, -331415, -758534 ] ] }
{ "trading_pair": "ZEC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9518, "evaluation_days": 2379.5, "actual_first_datapoint_time": 1553126400000, "first_datapoint_time": 1558008000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758848651304, "expiration_time": 1764882864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 226, "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) |
---|