| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 475559.9485 | 299818.5729 | 175741.3756 | 2966383.7043 | 2026650.2316 | 939733.4727 |
| Total P&L (%) | 475.5599 | 299.8186 | 175.7414 | 2966.3837 | 2026.6502 | 939.7335 |
| Avg Daily Profit (%) | 0.1994 | 0.1257 | 0.0737 | 0.1436 | 0.1282 | 0.0982 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -63579 | -78440 | -86366 | -960185 | -533519 | -426665 |
| Profit Factor | 2.6395 | 2.9885 | 2.2617 | 2.9094 | 3.1835 | 2.5025 |
| Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
| Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
| Losing Trades | 26 | 16 | 10 | 26 | 16 | 10 |
| Profitability (%) | 68.6747 | 61.9048 | 75.6098 | 68.6747 | 61.9048 | 75.6098 |
| Ratio Avg Win / Avg Loss | 1.204 | 1.8391 | 0.7296 | 1.3271 | 1.9591 | 0.8073 |
| Largest Winning Trade | 59473 | 59473 | 36023 | 437255 | 437255 | 304273 |
| Largest Losing Trade | -42464 | -42464 | -34473 | -533519 | -533519 | -426665 |
| Avg Bars in Trades | 80 | 87 | 72 | 80 | 87 | 72 |
| Avg Bars in Winners | 63 | 65 | 62 | 63 | 65 | 62 |
| Avg Bars in Losers | 116 | 122 | 106 | 116 | 122 | 106 |
| Bars Traded | 6648 | 3664 | 2984 | 6648 | 3664 | 2984 |
| Profit Streak | 37.7013 | 46.0346 | 0 | 37.7013 | 46.0346 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 486173 | -17363 | -89688 | 197965 | -13166 | -56091 |
{
"trading_pair": "ZEC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7156,
"evaluation_days": 2385.33,
"actual_first_datapoint_time": 1553126400000,
"first_datapoint_time": 1559462400000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759193390069,
"expiration_time": 1765373184000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 104,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 221,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
475559.9485119211,
299818.5728873952,
175741.375624526,
2966383.7042518654,
2026650.231597661,
939733.472654204
],
[
475.559949,
299.818573,
175.741376,
2966.383704,
2026.650232,
939.733473
],
[
0.199369,
0.125693,
0.073676,
0.143609,
0.128246,
0.098213
],
[
10,
10,
10,
10,
10,
10
],
[
-63579,
-78440,
-86366,
-960185,
-533519,
-426665
],
[
2.639467,
2.988481,
2.261674,
2.909357,
3.183524,
2.502496
],
[
83,
42,
41,
83,
42,
41
],
[
57,
26,
31,
57,
26,
31
],
[
26,
16,
10,
26,
16,
10
],
[
68.674699,
61.904762,
75.609756,
68.674699,
61.904762,
75.609756
],
[
1.203967,
1.839065,
0.729572,
1.327075,
1.959092,
0.807257
],
[
59473,
59473,
36023,
437255,
437255,
304273
],
[
-42464,
-42464,
-34473,
-533519,
-533519,
-426665
],
[
80,
87,
72,
80,
87,
72
],
[
63,
65,
62,
63,
65,
62
],
[
116,
122,
106,
116,
122,
106
],
[
6648,
3664,
2984,
6648,
3664,
2984
],
[
37.701274,
46.034607,
0,
37.701274,
46.034607,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
486173,
-17363,
-89688,
197965,
-13166,
-56091
]
]
}
{
"trading_pair": "ZEC_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 7156,
"evaluation_days": 2385.33,
"actual_first_datapoint_time": 1553126400000,
"first_datapoint_time": 1559462400000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759193390069,
"expiration_time": 1765373184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 104,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 221,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|