| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 639884.4012 | 501360.8222 | 138523.5791 | 4360726.2357 | 4551242.6905 | -190516.4548 |
| Total P&L (%) | 639.8844 | 501.3608 | 138.5236 | 4360.7262 | 4551.2427 | -190.5165 |
| Avg Daily Profit (%) | 0.2674 | 0.2095 | 0.0579 | 0.1588 | 0.1606 | 0 |
| Buy And Hold Return (%) | 132.9586 | 132.9586 | 132.9586 | 132.9586 | 132.9586 | 132.9586 |
| Max Trade Drawdown | -92583 | -55500 | -82969 | -3030241 | -1718015 | -2256299 |
| Profit Factor | 2.0854 | 3.0024 | 1.4084 | 1.3699 | 1.9057 | 0.9718 |
| Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
| Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
| Losing Trades | 70 | 34 | 36 | 70 | 34 | 36 |
| Profitability (%) | 41.6667 | 43.3333 | 40 | 41.6667 | 43.3333 | 40 |
| Ratio Avg Win / Avg Loss | 2.9196 | 3.9262 | 2.1127 | 1.9179 | 2.4921 | 1.4578 |
| Largest Winning Trade | 184490 | 184490 | 54093 | 2549807 | 2549807 | 1091734 |
| Largest Losing Trade | -25787 | -21397 | -25787 | -965565 | -676106 | -965565 |
| Avg Bars in Trades | 116 | 105 | 127 | 116 | 105 | 127 |
| Avg Bars in Winners | 203 | 182 | 227 | 203 | 182 | 227 |
| Avg Bars in Losers | 54 | 46 | 61 | 54 | 46 | 61 |
| Bars Traded | 13989 | 6327 | 7662 | 13989 | 6327 | 7662 |
| Profit Streak | 6.5702 | 37.5702 | 6.5702 | 6.5702 | 37.5702 | 6.5702 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 335530 | -159355 | -439174 | 271774 | -159464 | -751769 |
{
"trading_pair": "ZEC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14357,
"evaluation_days": 2392.83,
"actual_first_datapoint_time": 1553140800000,
"first_datapoint_time": 1556337600000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759930866500,
"expiration_time": 1766127024000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 223,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 18,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
639884.4012372508,
501360.8221617832,
138523.5790754678,
4360726.235713142,
4551242.690479167,
-190516.4547660251
],
[
639.884401,
501.360822,
138.523579,
4360.726236,
4551.24269,
-190.516455
],
[
0.267417,
0.209526,
0.057891,
0.158846,
0.160597,
0
],
[
132.958618,
132.958618,
132.958618,
132.958618,
132.958618,
132.958618
],
[
-92583,
-55500,
-82969,
-3030241,
-1718015,
-2256299
],
[
2.085398,
3.00238,
1.408436,
1.369894,
1.905735,
0.971835
],
[
120,
60,
60,
120,
60,
60
],
[
50,
26,
24,
50,
26,
24
],
[
70,
34,
36,
70,
34,
36
],
[
41.666667,
43.333333,
40,
41.666667,
43.333333,
40
],
[
2.919557,
3.926189,
2.112653,
1.917852,
2.492115,
1.457752
],
[
184490,
184490,
54093,
2549807,
2549807,
1091734
],
[
-25787,
-21397,
-25787,
-965565,
-676106,
-965565
],
[
116,
105,
127,
116,
105,
127
],
[
203,
182,
227,
203,
182,
227
],
[
54,
46,
61,
54,
46,
61
],
[
13989,
6327,
7662,
13989,
6327,
7662
],
[
6.570214,
37.570214,
6.570214,
6.570214,
37.570214,
6.570214
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
335530,
-159355,
-439174,
271774,
-159464,
-751769
]
]
}
{
"trading_pair": "ZEC_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 14357,
"evaluation_days": 2392.83,
"actual_first_datapoint_time": 1553140800000,
"first_datapoint_time": 1556337600000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759930866500,
"expiration_time": 1766127024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 223,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 18,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|