Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430791.8792 | 346928.5828 | 83863.2964 | 382917.8838 | 303944.0101 | 78973.8737 |
Total P&L (%) | 430.7919 | 346.9286 | 83.8633 | 382.9179 | 303.944 | 78.9739 |
Avg Daily Profit (%) | 0.2068 | 0.1666 | 0.0403 | 0.0756 | 0.0671 | 0.028 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115007 | -94645 | -96957 | -245979 | -253765 | -163003 |
Profit Factor | 1.3974 | 1.4819 | 1.2304 | 1.2026 | 1.2373 | 1.1295 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 178 | 91 | 87 | 178 | 91 | 87 |
Losing Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Profitability (%) | 62.2378 | 63.6364 | 60.8392 | 62.2378 | 63.6364 | 60.8392 |
Ratio Avg Win / Avg Loss | 0.8479 | 0.8468 | 0.792 | 0.7296 | 0.707 | 0.727 |
Largest Winning Trade | 75192 | 75192 | 19808 | 119249 | 119249 | 36979 |
Largest Losing Trade | -55389 | -55389 | -21231 | -108496 | -108496 | -49784 |
Avg Bars in Trades | 86 | 149 | 24 | 86 | 149 | 24 |
Avg Bars in Winners | 60 | 96 | 22 | 60 | 96 | 22 |
Avg Bars in Losers | 130 | 241 | 27 | 130 | 241 | 27 |
Bars Traded | 24813 | 21332 | 3481 | 24813 | 21332 | 3481 |
Profit Streak | 0 | 49.4364 | 0 | 0 | 49.4364 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351882 | 360260 | -139619 | -91056 | -102223 | -233756 |
{ "trading_pair": "ZEC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24993, "evaluation_days": 2082.75, "actual_first_datapoint_time": 1579053600000, "first_datapoint_time": 1579269600000, "last_datapoint_time": 1759068000000, "evaluation_time": 1759076906432, "expiration_time": 1765546185600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 196, "offset": 0, "std": 3.4276 } }, "second_band": { "type": "ssf", "factors": { "length": 228, "offset": 0, "poles": 3 } } }
{ "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": [ [ 430791.8792101175, 346928.5827884928, 83863.2964216249, 382917.8838100825, 303944.0100729875, 78973.873737095 ], [ 430.791879, 346.928583, 83.863296, 382.917884, 303.94401, 78.973874 ], [ 0.206838, 0.166572, 0.040266, 0.075634, 0.067054, 0.027951 ], [ 10, 10, 10, 10, 10, 10 ], [ -115007, -94645, -96957, -245979, -253765, -163003 ], [ 1.397443, 1.481923, 1.230378, 1.20255, 1.237321, 1.129517 ], [ 286, 143, 143, 286, 143, 143 ], [ 178, 91, 87, 178, 91, 87 ], [ 108, 52, 56, 108, 52, 56 ], [ 62.237762, 63.636364, 60.839161, 62.237762, 63.636364, 60.839161 ], [ 0.847887, 0.846813, 0.791967, 0.729637, 0.707041, 0.727045 ], [ 75192, 75192, 19808, 119249, 119249, 36979 ], [ -55389, -55389, -21231, -108496, -108496, -49784 ], [ 86, 149, 24, 86, 149, 24 ], [ 60, 96, 22, 60, 96, 22 ], [ 130, 241, 27, 130, 241, 27 ], [ 24813, 21332, 3481, 24813, 21332, 3481 ], [ 0, 49.436417, 0, 0, 49.436417, 0 ], [ 0, 5, 0, 0, 5, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 351882, 360260, -139619, -91056, -102223, -233756 ] ] }
{ "trading_pair": "ZEC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24993, "evaluation_days": 2082.75, "actual_first_datapoint_time": 1579053600000, "first_datapoint_time": 1579269600000, "last_datapoint_time": 1759068000000, "evaluation_time": 1759076906432, "expiration_time": 1765546185600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 196, "offset": 0, "std": 3.4276 } }, "second_band": { "type": "ssf", "factors": { "length": 228, "offset": 0, "poles": 3 } } }
# | 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) |
---|