Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404223.5896 | 318514.7505 | 85708.8391 | 407243.6115 | 391593.7501 | 15649.8614 |
Total P&L (%) | 404.2236 | 318.5148 | 85.7088 | 407.2436 | 391.5938 | 15.6499 |
Avg Daily Profit (%) | 0.1696 | 0.1336 | 0.036 | 0.0681 | 0.0668 | 0.0061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95773 | -57940 | -113103 | -834698 | -479335 | -724438 |
Profit Factor | 1.6428 | 2.2162 | 1.2336 | 1.1273 | 1.3013 | 1.0082 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 44.8598 | 43.3962 | 46.2963 | 44.8598 | 43.3962 | 46.2963 |
Ratio Avg Win / Avg Loss | 2.0193 | 2.8907 | 1.4309 | 1.3857 | 1.6974 | 1.1696 |
Largest Winning Trade | 110862 | 110862 | 64870 | 411332 | 411332 | 243050 |
Largest Losing Trade | -36921 | -36921 | -32320 | -243841 | -181880 | -243841 |
Avg Bars in Trades | 129 | 122 | 136 | 129 | 122 | 136 |
Avg Bars in Winners | 207 | 197 | 216 | 207 | 197 | 216 |
Avg Bars in Losers | 66 | 64 | 67 | 66 | 64 | 67 |
Bars Traded | 13867 | 6479 | 7388 | 13867 | 6479 | 7388 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315264 | -193072 | -326688 | -184155 | -285132 | -587422 |
{ "trading_pair": "ZEC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14304, "evaluation_days": 2384, "actual_first_datapoint_time": 1553140800000, "first_datapoint_time": 1555128000000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759170538016, "expiration_time": 1765340928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 36, "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": [ [ 404223.5895773579, 318514.75045548, 85708.8391218777, 407243.6114922905, 391593.7501075774, 15649.8613847128 ], [ 404.22359, 318.51475, 85.708839, 407.243611, 391.59375, 15.649861 ], [ 0.169557, 0.133605, 0.035952, 0.068137, 0.066821, 0.006099 ], [ 10, 10, 10, 10, 10, 10 ], [ -95773, -57940, -113103, -834698, -479335, -724438 ], [ 1.642799, 2.216225, 1.233564, 1.127312, 1.30132, 1.00824 ], [ 107, 53, 54, 107, 53, 54 ], [ 48, 23, 25, 48, 23, 25 ], [ 59, 30, 29, 59, 30, 29 ], [ 44.859813, 43.396226, 46.296296, 44.859813, 43.396226, 46.296296 ], [ 2.019273, 2.890728, 1.430934, 1.385654, 1.697374, 1.169559 ], [ 110862, 110862, 64870, 411332, 411332, 243050 ], [ -36921, -36921, -32320, -243841, -181880, -243841 ], [ 129, 122, 136, 129, 122, 136 ], [ 207, 197, 216, 207, 197, 216 ], [ 66, 64, 67, 66, 64, 67 ], [ 13867, 6479, 7388, 13867, 6479, 7388 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 315264, -193072, -326688, -184155, -285132, -587422 ] ] }
{ "trading_pair": "ZEC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14304, "evaluation_days": 2384, "actual_first_datapoint_time": 1553140800000, "first_datapoint_time": 1555128000000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759170538016, "expiration_time": 1765340928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 36, "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) |
---|