Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384380.0655 | 296399.9115 | 87980.154 | 541885.7194 | 961308.5686 | -419422.8493 |
Total P&L (%) | 384.3801 | 296.3999 | 87.9802 | 541.8857 | 961.3086 | -419.4228 |
Avg Daily Profit (%) | 0.1611 | 0.1243 | 0.0369 | 0.078 | 0.0991 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76670 | -61002 | -91345 | -699095 | -483882 | -651891 |
Profit Factor | 1.6376 | 2.1493 | 1.2551 | 1.1236 | 1.5447 | 0.8398 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 44.7154 | 40.9836 | 48.3871 | 44.7154 | 40.9836 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.0247 | 3.095 | 1.3387 | 1.3892 | 2.2244 | 0.8958 |
Largest Winning Trade | 102037 | 102037 | 58807 | 378981 | 378981 | 294835 |
Largest Losing Trade | -38970 | -28820 | -38970 | -419549 | -230199 | -419549 |
Avg Bars in Trades | 112 | 101 | 124 | 112 | 101 | 124 |
Avg Bars in Winners | 183 | 172 | 193 | 183 | 172 | 193 |
Avg Bars in Losers | 55 | 51 | 59 | 55 | 51 | 59 |
Bars Traded | 13860 | 6169 | 7691 | 13860 | 6169 | 7691 |
Profit Streak | 0 | 67.7282 | 0 | 0 | 67.7282 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311797 | -187945 | -298626 | -174666 | -222505 | -735585 |
{ "trading_pair": "ZEC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14312, "evaluation_days": 2385.33, "actual_first_datapoint_time": 1553140800000, "first_datapoint_time": 1555243200000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759282116507, "expiration_time": 1765459584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 25, "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": [ [ 384380.0654632064, 296399.911489812, 87980.1539733944, 541885.7193748801, 961308.568646706, -419422.8492718267 ], [ 384.380065, 296.399911, 87.980154, 541.885719, 961.308569, -419.422849 ], [ 0.161143, 0.124259, 0.036884, 0.077975, 0.099075, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -76670, -61002, -91345, -699095, -483882, -651891 ], [ 1.637615, 2.149294, 1.255057, 1.123648, 1.544734, 0.839778 ], [ 123, 61, 62, 123, 61, 62 ], [ 55, 25, 30, 55, 25, 30 ], [ 68, 36, 32, 68, 36, 32 ], [ 44.715447, 40.983607, 48.387097, 44.715447, 40.983607, 48.387097 ], [ 2.024687, 3.094983, 1.338727, 1.389237, 2.224417, 0.895763 ], [ 102037, 102037, 58807, 378981, 378981, 294835 ], [ -38970, -28820, -38970, -419549, -230199, -419549 ], [ 112, 101, 124, 112, 101, 124 ], [ 183, 172, 193, 183, 172, 193 ], [ 55, 51, 59, 55, 51, 59 ], [ 13860, 6169, 7691, 13860, 6169, 7691 ], [ 0, 67.7282, 0, 0, 67.7282, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 311797, -187945, -298626, -174666, -222505, -735585 ] ] }
{ "trading_pair": "ZEC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14312, "evaluation_days": 2385.33, "actual_first_datapoint_time": 1553140800000, "first_datapoint_time": 1555243200000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759282116507, "expiration_time": 1765459584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 25, "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) |
---|