Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374013.0291 | 361074.972 | 12938.0572 | 185559.9017 | 632897.6268 | -447337.7251 |
Total P&L (%) | 374.013 | 361.075 | 12.9381 | 185.5599 | 632.8976 | -447.3377 |
Avg Daily Profit (%) | 0.1795 | 0.1733 | 0.0062 | 0.0504 | 0.0957 | 0 |
Buy And Hold Return (%) | 94.6968 | 94.6968 | 94.6968 | 94.6968 | 94.6968 | 94.6968 |
Max Trade Drawdown | -137326 | -94896 | -116759 | -281455 | -149913 | -498590 |
Profit Factor | 1.396 | 1.8423 | 1.0251 | 1.1001 | 1.8565 | 0.5986 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Losing Trades | 100 | 49 | 51 | 100 | 49 | 51 |
Profitability (%) | 49.2386 | 50 | 48.4848 | 49.2386 | 50 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.4392 | 1.8423 | 1.0892 | 1.1341 | 1.8565 | 0.6361 |
Largest Winning Trade | 67600 | 67600 | 51252 | 215287 | 215287 | 68205 |
Largest Losing Trade | -48734 | -34223 | -48734 | -271456 | -61213 | -271456 |
Avg Bars in Trades | 125 | 122 | 127 | 125 | 122 | 127 |
Avg Bars in Winners | 167 | 167 | 167 | 167 | 167 | 167 |
Avg Bars in Losers | 83 | 76 | 90 | 83 | 76 | 90 |
Bars Traded | 24640 | 11986 | 12654 | 24640 | 11986 | 12654 |
Profit Streak | 0 | 47.9263 | 0 | 0 | 47.9263 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 237058 | 349019 | -544117 | -242462 | -60344 | -581657 |
{ "trading_pair": "ZEC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579500000000, "first_datapoint_time": 1581019200000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759572833869, "expiration_time": 1766044800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 193, "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": [ [ 374013.0291460712, 361074.9719601439, 12938.0571859273, 185559.9016736477, 632897.6267833008, -447337.7251096529 ], [ 374.013029, 361.074972, 12.938057, 185.559902, 632.897627, -447.337725 ], [ 0.179527, 0.173316, 0.00621, 0.050378, 0.095654, 0 ], [ 94.696752, 94.696752, 94.696752, 94.696752, 94.696752, 94.696752 ], [ -137326, -94896, -116759, -281455, -149913, -498590 ], [ 1.396015, 1.842302, 1.025085, 1.100113, 1.856501, 0.598649 ], [ 197, 98, 99, 197, 98, 99 ], [ 97, 49, 48, 97, 49, 48 ], [ 100, 49, 51, 100, 49, 51 ], [ 49.238579, 50, 48.484848, 49.238579, 50, 48.484848 ], [ 1.439191, 1.842302, 1.089153, 1.134137, 1.856501, 0.636065 ], [ 67600, 67600, 51252, 215287, 215287, 68205 ], [ -48734, -34223, -48734, -271456, -61213, -271456 ], [ 125, 122, 127, 125, 122, 127 ], [ 167, 167, 167, 167, 167, 167 ], [ 83, 76, 90, 83, 76, 90 ], [ 24640, 11986, 12654, 24640, 11986, 12654 ], [ 0, 47.926318, 0, 0, 47.926318, 0 ], [ 0, 4, 0, 0, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 237058, 349019, -544117, -242462, -60344, -581657 ] ] }
{ "trading_pair": "ZEC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579500000000, "first_datapoint_time": 1581019200000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759572833869, "expiration_time": 1766044800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 193, "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) |
---|