Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482579.1896 | 405736.5786 | 76842.611 | -138039.1627 | 798819.685 | -936858.8478 |
Total P&L (%) | 482.5792 | 405.7366 | 76.8426 | -138.0392 | 798.8197 | -936.8588 |
Avg Daily Profit (%) | 0.2024 | 0.1702 | 0.0322 | 0 | 0.0921 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144643 | -83708 | -117319 | -1678713 | -982479 | -1461747 |
Profit Factor | 1.479 | 1.9203 | 1.1356 | 0.9793 | 1.2723 | 0.7484 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 109 | 54 | 55 | 110 | 53 | 57 |
Losing Trades | 112 | 57 | 55 | 111 | 58 | 53 |
Profitability (%) | 49.3213 | 48.6486 | 50 | 49.7738 | 47.7477 | 51.8182 |
Ratio Avg Win / Avg Loss | 1.5197 | 2.027 | 1.1356 | 0.9882 | 1.3923 | 0.6959 |
Largest Winning Trade | 79731 | 79731 | 52945 | 534947 | 534947 | 348328 |
Largest Losing Trade | -102205 | -39766 | -102205 | -1217985 | -529851 | -1217985 |
Avg Bars in Trades | 20 | 21 | 20 | 20 | 21 | 20 |
Avg Bars in Winners | 25 | 24 | 26 | 23 | 22 | 23 |
Avg Bars in Losers | 16 | 18 | 14 | 18 | 19 | 17 |
Bars Traded | 4624 | 2354 | 2270 | 4624 | 2354 | 2270 |
Profit Streak | 6.632 | 28.132 | 0 | 0 | 0 | 43.632 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424405 | 414558 | -221190 | -579431 | -70486 | -579104 |
{ "trading_pair": "ZEC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4769, "evaluation_days": 2384.5, "actual_first_datapoint_time": 1553126400000, "first_datapoint_time": 1557748800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759115407859, "expiration_time": 1765284624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 107 } } }
{ "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": [ [ 482579.1895841912, 405736.5786305399, 76842.610953651, -138039.1627400953, 798819.6850433878, -936858.8477834829 ], [ 482.57919, 405.736579, 76.842611, -138.039163, 798.819685, -936.858848 ], [ 0.202382, 0.170156, 0.032226, 0, 0.092134, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -144643, -83708, -117319, -1678713, -982479, -1461747 ], [ 1.478965, 1.920345, 1.135599, 0.979266, 1.272257, 0.748406 ], [ 221, 111, 110, 221, 111, 110 ], [ 109, 54, 55, 110, 53, 57 ], [ 112, 57, 55, 111, 58, 53 ], [ 49.321267, 48.648649, 50, 49.773756, 47.747748, 51.818182 ], [ 1.519671, 2.027031, 1.135599, 0.988169, 1.392281, 0.695886 ], [ 79731, 79731, 52945, 534947, 534947, 348328 ], [ -102205, -39766, -102205, -1217985, -529851, -1217985 ], [ 20, 21, 20, 20, 21, 20 ], [ 25, 24, 26, 23, 22, 23 ], [ 16, 18, 14, 18, 19, 17 ], [ 4624, 2354, 2270, 4624, 2354, 2270 ], [ 6.632035, 28.132035, 0, 0, 0, 43.632035 ], [ 1, 2, 0, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 424405, 414558, -221190, -579431, -70486, -579104 ] ] }
{ "trading_pair": "ZEC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4769, "evaluation_days": 2384.5, "actual_first_datapoint_time": 1553126400000, "first_datapoint_time": 1557748800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759115407859, "expiration_time": 1765284624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 107 } } }
# | 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) |
---|