Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443820.3007 | 365481.3397 | 78338.961 | 265147.7302 | 614782.0241 | -349634.2939 |
Total P&L (%) | 443.8203 | 365.4813 | 78.339 | 265.1477 | 614.782 | -349.6343 |
Avg Daily Profit (%) | 0.1861 | 0.1533 | 0.0329 | 0.0543 | 0.0825 | 0 |
Buy And Hold Return (%) | 16.8152 | 16.8152 | 16.8152 | 16.8152 | 16.8152 | 16.8152 |
Max Trade Drawdown | -141844 | -96187 | -142957 | -290628 | -87221 | -403890 |
Profit Factor | 1.4291 | 1.8521 | 1.1294 | 1.1551 | 2.2413 | 0.712 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 131 | 60 | 71 | 131 | 60 | 71 |
Losing Trades | 109 | 60 | 49 | 109 | 60 | 49 |
Profitability (%) | 54.5833 | 50 | 59.1667 | 54.5833 | 50 | 59.1667 |
Ratio Avg Win / Avg Loss | 1.1891 | 1.8521 | 0.7795 | 0.9611 | 2.2413 | 0.4914 |
Largest Winning Trade | 93297 | 93297 | 55565 | 88447 | 88447 | 85208 |
Largest Losing Trade | -67392 | -33032 | -67392 | -118681 | -43559 | -118681 |
Avg Bars in Trades | 38 | 40 | 37 | 38 | 40 | 37 |
Avg Bars in Winners | 45 | 48 | 42 | 45 | 48 | 42 |
Avg Bars in Losers | 30 | 32 | 29 | 30 | 32 | 29 |
Bars Traded | 9312 | 4838 | 4474 | 9312 | 4838 | 4474 |
Profit Streak | 0 | 115.4883 | 0 | 0 | 115.4883 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368105 | 430603 | -229531 | -170091 | -76888 | -579825 |
{ "trading_pair": "ZEC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9539, "evaluation_days": 2384.75, "actual_first_datapoint_time": 1553126400000, "first_datapoint_time": 1557057600000, "last_datapoint_time": 1759168800000, "evaluation_time": 1759189391514, "expiration_time": 1765350072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 443820.3006855746, 365481.3396889648, 78338.9609966096, 265147.7302132524, 614782.0240733675, -349634.2938601146 ], [ 443.820301, 365.48134, 78.338961, 265.14773, 614.782024, -349.634294 ], [ 0.186108, 0.153258, 0.03285, 0.054324, 0.082508, 0 ], [ 16.815201, 16.815201, 16.815201, 16.815201, 16.815201, 16.815201 ], [ -141844, -96187, -142957, -290628, -87221, -403890 ], [ 1.429106, 1.852056, 1.129411, 1.155115, 2.241319, 0.712021 ], [ 240, 120, 120, 240, 120, 120 ], [ 131, 60, 71, 131, 60, 71 ], [ 109, 60, 49, 109, 60, 49 ], [ 54.583333, 50, 59.166667, 54.583333, 50, 59.166667 ], [ 1.189103, 1.852056, 0.779453, 0.961126, 2.241319, 0.491395 ], [ 93297, 93297, 55565, 88447, 88447, 85208 ], [ -67392, -33032, -67392, -118681, -43559, -118681 ], [ 38, 40, 37, 38, 40, 37 ], [ 45, 48, 42, 45, 48, 42 ], [ 30, 32, 29, 30, 32, 29 ], [ 9312, 4838, 4474, 9312, 4838, 4474 ], [ 0, 115.488328, 0, 0, 115.488328, 0 ], [ 0, 6, 0, 0, 6, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 368105, 430603, -229531, -170091, -76888, -579825 ] ] }
{ "trading_pair": "ZEC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9539, "evaluation_days": 2384.75, "actual_first_datapoint_time": 1553126400000, "first_datapoint_time": 1557057600000, "last_datapoint_time": 1759168800000, "evaluation_time": 1759189391514, "expiration_time": 1765350072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|