Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408425.9163 | 340170.0808 | 68255.8355 | 145121.2887 | 305399.9617 | -160278.673 |
Total P&L (%) | 408.4259 | 340.1701 | 68.2558 | 145.1213 | 305.4 | -160.2787 |
Avg Daily Profit (%) | 0.1715 | 0.1428 | 0.0287 | 0.0377 | 0.0588 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176893 | -68724 | -180956 | -388641 | -256329 | -328061 |
Profit Factor | 1.2737 | 1.4935 | 1.085 | 1.048 | 1.2201 | 0.9019 |
Total Trades | 365 | 182 | 183 | 365 | 182 | 183 |
Winning Trades | 216 | 104 | 112 | 216 | 104 | 112 |
Losing Trades | 149 | 78 | 71 | 149 | 78 | 71 |
Profitability (%) | 59.1781 | 57.1429 | 61.2022 | 59.1781 | 57.1429 | 61.2022 |
Ratio Avg Win / Avg Loss | 0.8786 | 1.1201 | 0.6878 | 0.723 | 0.9151 | 0.5717 |
Largest Winning Trade | 64668 | 64668 | 31599 | 126708 | 126708 | 65096 |
Largest Losing Trade | -56551 | -50659 | -56551 | -163649 | -73470 | -163649 |
Avg Bars in Trades | 19 | 21 | 16 | 19 | 21 | 16 |
Avg Bars in Winners | 18 | 22 | 14 | 18 | 22 | 14 |
Avg Bars in Losers | 21 | 21 | 20 | 21 | 21 | 20 |
Bars Traded | 7024 | 3998 | 3025 | 7024 | 3998 | 3025 |
Profit Streak | 0 | 64.8343 | 0 | 0 | 64.8343 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324347 | 52954 | -281260 | -308575 | -113921 | -578645 |
{ "trading_pair": "ZEC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7145, "evaluation_days": 2381.67, "actual_first_datapoint_time": 1553126400000, "first_datapoint_time": 1555488000000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758888079203, "expiration_time": 1765046880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 5, "offset": 0, "multiplier": 2.98681 } }, "second_band": { "type": "wma", "factors": { "length": 83, "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": [ [ 408425.9162935829, 340170.0807902414, 68255.8355033419, 145121.2887099062, 305399.9617273325, -160278.6730174262 ], [ 408.425916, 340.170081, 68.255836, 145.121289, 305.399962, -160.278673 ], [ 0.171487, 0.142828, 0.028659, 0.037652, 0.058787, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -176893, -68724, -180956, -388641, -256329, -328061 ], [ 1.273708, 1.493515, 1.08501, 1.048042, 1.220108, 0.901863 ], [ 365, 182, 183, 365, 182, 183 ], [ 216, 104, 112, 216, 104, 112 ], [ 149, 78, 71, 149, 78, 71 ], [ 59.178082, 57.142857, 61.202186, 59.178082, 57.142857, 61.202186 ], [ 0.878623, 1.120136, 0.687819, 0.722955, 0.915081, 0.571717 ], [ 64668, 64668, 31599, 126708, 126708, 65096 ], [ -56551, -50659, -56551, -163649, -73470, -163649 ], [ 19, 21, 16, 19, 21, 16 ], [ 18, 22, 14, 18, 22, 14 ], [ 21, 21, 20, 21, 21, 20 ], [ 7024, 3998, 3025, 7024, 3998, 3025 ], [ 0, 64.83425, 0, 0, 64.83425, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 324347, 52954, -281260, -308575, -113921, -578645 ] ] }
{ "trading_pair": "ZEC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7145, "evaluation_days": 2381.67, "actual_first_datapoint_time": 1553126400000, "first_datapoint_time": 1555488000000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758888079203, "expiration_time": 1765046880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 5, "offset": 0, "multiplier": 2.98681 } }, "second_band": { "type": "wma", "factors": { "length": 83, "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) |
---|