Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499090.2506 | 354051.7623 | 145038.4883 | 1162648.0452 | 2018263.0665 | -855615.0214 |
Total P&L (%) | 499.0903 | 354.0518 | 145.0385 | 1162.648 | 2018.2631 | -855.615 |
Avg Daily Profit (%) | 0.2094 | 0.1485 | 0.0608 | 0.1064 | 0.1282 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93804 | -67902 | -100178 | -2152220 | -933417 | -1541533 |
Profit Factor | 2.018 | 2.8481 | 1.4856 | 1.255 | 2.3554 | 0.7213 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Losing Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Profitability (%) | 66.1972 | 72.2222 | 60 | 66.1972 | 72.2222 | 60 |
Ratio Avg Win / Avg Loss | 1.0305 | 1.0954 | 0.9904 | 0.6409 | 0.9059 | 0.4809 |
Largest Winning Trade | 67609 | 67609 | 59033 | 1016362 | 1016362 | 813189 |
Largest Losing Trade | -52080 | -44492 | -52080 | -1447017 | -773307 | -1447017 |
Avg Bars in Trades | 64 | 69 | 59 | 64 | 69 | 59 |
Avg Bars in Winners | 53 | 52 | 55 | 53 | 52 | 55 |
Avg Bars in Losers | 85 | 112 | 65 | 85 | 112 | 65 |
Bars Traded | 4567 | 2493 | 2074 | 4567 | 2493 | 2074 |
Profit Streak | 59.1784 | 59.1784 | 72.6784 | 59.1784 | 59.1784 | 72.6784 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77497 | 467080 | -110293 | -140271 | -16372 | -578933 |
{ "trading_pair": "ZEC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4768, "evaluation_days": 2384, "actual_first_datapoint_time": 1553126400000, "first_datapoint_time": 1559995200000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759076216554, "expiration_time": 1765240128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 85, "offset": 0, "multiplier": 4.01383 } }, "second_band": { "type": "midprice", "factors": { "length": 160, "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": [ [ 499090.2506154107, 354051.7623145964, 145038.4883008143, 1162648.0451566735, 2018263.0665233787, -855615.0213667052 ], [ 499.090251, 354.051762, 145.038488, 1162.648045, 2018.263067, -855.615021 ], [ 0.20935, 0.148512, 0.060838, 0.106424, 0.128152, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -93804, -67902, -100178, -2152220, -933417, -1541533 ], [ 2.017999, 2.848065, 1.485588, 1.255019, 2.355406, 0.721299 ], [ 71, 36, 35, 71, 36, 35 ], [ 47, 26, 21, 47, 26, 21 ], [ 24, 10, 14, 24, 10, 14 ], [ 66.197183, 72.222222, 60, 66.197183, 72.222222, 60 ], [ 1.030467, 1.09541, 0.990392, 0.640861, 0.905925, 0.480866 ], [ 67609, 67609, 59033, 1016362, 1016362, 813189 ], [ -52080, -44492, -52080, -1447017, -773307, -1447017 ], [ 64, 69, 59, 64, 69, 59 ], [ 53, 52, 55, 53, 52, 55 ], [ 85, 112, 65, 85, 112, 65 ], [ 4567, 2493, 2074, 4567, 2493, 2074 ], [ 59.178432, 59.178432, 72.678432, 59.178432, 59.178432, 72.678432 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -77497, 467080, -110293, -140271, -16372, -578933 ] ] }
{ "trading_pair": "ZEC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4768, "evaluation_days": 2384, "actual_first_datapoint_time": 1553126400000, "first_datapoint_time": 1559995200000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759076216554, "expiration_time": 1765240128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 85, "offset": 0, "multiplier": 4.01383 } }, "second_band": { "type": "midprice", "factors": { "length": 160, "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) |
---|