Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418530.7166 | 340886.8561 | 77643.8605 | 302314.8706 | 233094.1793 | 69220.6913 |
Total P&L (%) | 418.5307 | 340.8869 | 77.6439 | 302.3149 | 233.0942 | 69.2207 |
Avg Daily Profit (%) | 0.1755 | 0.143 | 0.0326 | 0.0584 | 0.0505 | 0.0221 |
Buy And Hold Return (%) | 12.8987 | 12.8987 | 12.8987 | 12.8987 | 12.8987 | 12.8987 |
Max Trade Drawdown | -181353 | -147828 | -58903 | -1128070 | -906331 | -477262 |
Profit Factor | 1.2688 | 1.3774 | 1.1188 | 1.0475 | 1.0639 | 1.0255 |
Total Trades | 505 | 252 | 253 | 505 | 252 | 253 |
Winning Trades | 219 | 100 | 119 | 219 | 100 | 119 |
Losing Trades | 286 | 152 | 134 | 286 | 152 | 134 |
Profitability (%) | 43.3663 | 39.6825 | 47.0356 | 43.3663 | 39.6825 | 47.0356 |
Ratio Avg Win / Avg Loss | 1.657 | 2.0937 | 1.2598 | 1.3679 | 1.6171 | 1.1547 |
Largest Winning Trade | 79254 | 79254 | 30493 | 304915 | 304915 | 180774 |
Largest Losing Trade | -40649 | -40649 | -16285 | -272730 | -272730 | -115149 |
Avg Bars in Trades | 14 | 20 | 7 | 14 | 20 | 7 |
Avg Bars in Winners | 18 | 30 | 8 | 18 | 30 | 8 |
Avg Bars in Losers | 10 | 14 | 6 | 10 | 14 | 6 |
Bars Traded | 7072 | 5263 | 1809 | 7072 | 5263 | 1809 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315121 | -3483 | -240020 | -282899 | -277613 | -357101 |
{ "trading_pair": "ZEC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7153, "evaluation_days": 2384.33, "actual_first_datapoint_time": 1553126400000, "first_datapoint_time": 1553846400000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759130393598, "expiration_time": 1765284192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 26, "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": [ [ 418530.7166039184, 340886.8561042311, 77643.8604996872, 302314.8705562936, 233094.1792977429, 69220.6912585513 ], [ 418.530717, 340.886856, 77.64386, 302.314871, 233.094179, 69.220691 ], [ 0.175534, 0.14297, 0.032564, 0.058401, 0.050478, 0.022065 ], [ 12.898703, 12.898703, 12.898703, 12.898703, 12.898703, 12.898703 ], [ -181353, -147828, -58903, -1128070, -906331, -477262 ], [ 1.268821, 1.377414, 1.118777, 1.047481, 1.063888, 1.025462 ], [ 505, 252, 253, 505, 252, 253 ], [ 219, 100, 119, 219, 100, 119 ], [ 286, 152, 134, 286, 152, 134 ], [ 43.366337, 39.68254, 47.035573, 43.366337, 39.68254, 47.035573 ], [ 1.657, 2.09367, 1.259799, 1.367943, 1.61711, 1.154721 ], [ 79254, 79254, 30493, 304915, 304915, 180774 ], [ -40649, -40649, -16285, -272730, -272730, -115149 ], [ 14, 20, 7, 14, 20, 7 ], [ 18, 30, 8, 18, 30, 8 ], [ 10, 14, 6, 10, 14, 6 ], [ 7072, 5263, 1809, 7072, 5263, 1809 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 315121, -3483, -240020, -282899, -277613, -357101 ] ] }
{ "trading_pair": "ZEC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7153, "evaluation_days": 2384.33, "actual_first_datapoint_time": 1553126400000, "first_datapoint_time": 1553846400000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759130393598, "expiration_time": 1765284192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 26, "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) |
---|