| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 314224.5237 | 271347.1283 | 42877.3954 | 75019.9395 | -52472.2913 | 127492.2308 |
| Total P&L (%) | 314.2245 | 271.3471 | 42.8774 | 75.0199 | -52.4723 | 127.4922 |
| Avg Daily Profit (%) | 0.1509 | 0.1303 | 0.0206 | 0.0269 | -0.0357 | 0.0395 |
| Buy And Hold Return (%) | 20.9283 | 20.9283 | 20.9283 | 20.9283 | 20.9283 | 20.9283 |
| Max Trade Drawdown | -187628 | -158310 | -45699 | -900174 | -882098 | -161109 |
| Profit Factor | 1.4452 | 1.4814 | 1.3016 | 1.0298 | 0.9753 | 1.3236 |
| Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
| Winning Trades | 96 | 51 | 45 | 96 | 51 | 45 |
| Losing Trades | 59 | 26 | 33 | 59 | 26 | 33 |
| Profitability (%) | 61.9355 | 66.2338 | 57.6923 | 61.9355 | 66.2338 | 57.6923 |
| Ratio Avg Win / Avg Loss | 0.8882 | 0.7552 | 0.9545 | 0.6329 | 0.4972 | 0.9706 |
| Largest Winning Trade | 62859 | 62859 | 13990 | 338009 | 338009 | 91331 |
| Largest Losing Trade | -53601 | -53601 | -27412 | -498009 | -498009 | -137387 |
| Avg Bars in Trades | 158 | 297 | 21 | 158 | 297 | 21 |
| Avg Bars in Winners | 102 | 175 | 19 | 102 | 175 | 19 |
| Avg Bars in Losers | 251 | 538 | 25 | 251 | 538 | 25 |
| Bars Traded | 24627 | 22931 | 1696 | 24627 | 22931 | 1696 |
| Profit Streak | 0 | 48.5197 | 0 | 0 | 48.5197 | 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 | 319144 | -58156 | -206399 | -346662 | -619364 | -175126 |
{
"trading_pair": "ZEC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24993,
"evaluation_days": 2082.75,
"actual_first_datapoint_time": 1579053600000,
"first_datapoint_time": 1579802400000,
"last_datapoint_time": 1759068000000,
"evaluation_time": 1759076901283,
"expiration_time": 1765546185600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 105,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 6,
"offset": 98,
"a": 0.36332
}
}
} {
"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": [
[
314224.5236661647,
271347.1282548545,
42877.3954113101,
75019.9395171065,
-52472.2912976597,
127492.2308147663
],
[
314.224524,
271.347128,
42.877395,
75.01994,
-52.472291,
127.492231
],
[
0.15087,
0.130283,
0.020587,
0.026878,
-0.035709,
0.039472
],
[
20.928305,
20.928305,
20.928305,
20.928305,
20.928305,
20.928305
],
[
-187628,
-158310,
-45699,
-900174,
-882098,
-161109
],
[
1.445203,
1.481433,
1.301579,
1.029757,
0.975331,
1.323557
],
[
155,
77,
78,
155,
77,
78
],
[
96,
51,
45,
96,
51,
45
],
[
59,
26,
33,
59,
26,
33
],
[
61.935484,
66.233766,
57.692308,
61.935484,
66.233766,
57.692308
],
[
0.888198,
0.75524,
0.954491,
0.632872,
0.497227,
0.970609
],
[
62859,
62859,
13990,
338009,
338009,
91331
],
[
-53601,
-53601,
-27412,
-498009,
-498009,
-137387
],
[
158,
297,
21,
158,
297,
21
],
[
102,
175,
19,
102,
175,
19
],
[
251,
538,
25,
251,
538,
25
],
[
24627,
22931,
1696,
24627,
22931,
1696
],
[
0,
48.519691,
0,
0,
48.519691,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
319144,
-58156,
-206399,
-346662,
-619364,
-175126
]
]
}
{
"trading_pair": "ZEC_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24993,
"evaluation_days": 2082.75,
"actual_first_datapoint_time": 1579053600000,
"first_datapoint_time": 1579802400000,
"last_datapoint_time": 1759068000000,
"evaluation_time": 1759076901283,
"expiration_time": 1765546185600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 105,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 6,
"offset": 98,
"a": 0.36332
}
}
}
| # | 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) |
|---|