Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618208.3424 | 465253.696 | 152954.6464 | 2528594.5082 | 1108753.5021 | 1419841.0061 |
Total P&L (%) | 618.2083 | 465.2537 | 152.9546 | 2528.5945 | 1108.7535 | 1419.841 |
Avg Daily Profit (%) | 0.2586 | 0.1946 | 0.064 | 0.1368 | 0.1043 | 0.1139 |
Buy And Hold Return (%) | 180.2328 | 180.2328 | 180.2328 | 180.2328 | 180.2328 | 180.2328 |
Max Trade Drawdown | -135171 | -119419 | -142946 | -5391076 | -4501365 | -3032117 |
Profit Factor | 1.4602 | 1.7074 | 1.2231 | 1.086 | 1.073 | 1.1 |
Total Trades | 357 | 178 | 179 | 357 | 178 | 179 |
Winning Trades | 157 | 80 | 77 | 157 | 80 | 77 |
Losing Trades | 200 | 98 | 102 | 200 | 98 | 102 |
Profitability (%) | 43.9776 | 44.9438 | 43.0168 | 43.9776 | 44.9438 | 43.0168 |
Ratio Avg Win / Avg Loss | 1.8601 | 2.0916 | 1.6202 | 1.3834 | 1.3144 | 1.4571 |
Largest Winning Trade | 73896 | 73896 | 55747 | 1692308 | 1692308 | 1052357 |
Largest Losing Trade | -27772 | -20701 | -27772 | -935493 | -935493 | -889533 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 18 | 18 | 19 | 18 | 18 | 19 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 4745 | 2359 | 2386 | 4745 | 2359 | 2386 |
Profit Streak | 28.7497 | 50.7497 | 28.7497 | 28.7497 | 50.7497 | 28.7497 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316558 | 252186 | -274063 | -135050 | -194478 | -152622 |
{ "trading_pair": "ZEC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4781, "evaluation_days": 2390.5, "actual_first_datapoint_time": 1553126400000, "first_datapoint_time": 1553126400000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759643974896, "expiration_time": 1765818576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
{ "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": [ [ 618208.3423925922, 465253.6959951784, 152954.6463974135, 2528594.5081852884, 1108753.5020714959, 1419841.00611379 ], [ 618.208342, 465.253696, 152.954646, 2528.594508, 1108.753502, 1419.841006 ], [ 0.25861, 0.194626, 0.063984, 0.136845, 0.104308, 0.113898 ], [ 180.23276, 180.23276, 180.23276, 180.23276, 180.23276, 180.23276 ], [ -135171, -119419, -142946, -5391076, -4501365, -3032117 ], [ 1.460196, 1.707442, 1.223063, 1.085997, 1.072954, 1.099951 ], [ 357, 178, 179, 357, 178, 179 ], [ 157, 80, 77, 157, 80, 77 ], [ 200, 98, 102, 200, 98, 102 ], [ 43.977591, 44.94382, 43.01676, 43.977591, 44.94382, 43.01676 ], [ 1.860123, 2.091616, 1.620161, 1.383436, 1.314369, 1.457078 ], [ 73896, 73896, 55747, 1692308, 1692308, 1052357 ], [ -27772, -20701, -27772, -935493, -935493, -889533 ], [ 13, 13, 13, 13, 13, 13 ], [ 18, 18, 19, 18, 18, 19 ], [ 8, 8, 8, 8, 8, 8 ], [ 4745, 2359, 2386, 4745, 2359, 2386 ], [ 28.749709, 50.749709, 28.749709, 28.749709, 50.749709, 28.749709 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 316558, 252186, -274063, -135050, -194478, -152622 ] ] }
{ "trading_pair": "ZEC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4781, "evaluation_days": 2390.5, "actual_first_datapoint_time": 1553126400000, "first_datapoint_time": 1553126400000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759643974896, "expiration_time": 1765818576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
# | 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) |
---|