Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 539548.1368 | 409097.4412 | 130450.6956 | 1162666.1585 | 903669.7541 | 258996.4044 |
Total P&L (%) | 539.5481 | 409.0974 | 130.4507 | 1162.6662 | 903.6698 | 258.9964 |
Avg Daily Profit (%) | 0.2259 | 0.1713 | 0.0546 | 0.1062 | 0.0966 | 0.0535 |
Buy And Hold Return (%) | 114.1299 | 114.1299 | 114.1299 | 114.1299 | 114.1299 | 114.1299 |
Max Trade Drawdown | -105323 | -108827 | -74771 | -712447 | -847955 | -433127 |
Profit Factor | 1.9323 | 2.2799 | 1.5035 | 1.3576 | 1.4405 | 1.2159 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 64.9573 | 62.7119 | 67.2414 | 64.9573 | 62.7119 | 67.2414 |
Ratio Avg Win / Avg Loss | 1.0424 | 1.3556 | 0.7325 | 0.7324 | 0.8565 | 0.5924 |
Largest Winning Trade | 109462 | 109462 | 64642 | 424408 | 424408 | 214598 |
Largest Losing Trade | -67255 | -50582 | -67255 | -520789 | -520789 | -301520 |
Avg Bars in Trades | 79 | 108 | 50 | 79 | 108 | 50 |
Avg Bars in Winners | 62 | 76 | 49 | 62 | 76 | 49 |
Avg Bars in Losers | 111 | 162 | 52 | 111 | 162 | 52 |
Bars Traded | 9319 | 6400 | 2919 | 9319 | 6400 | 2919 |
Profit Streak | 8.9095 | 12.9095 | 0 | 8.9095 | 12.9095 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437784 | -166408 | -419416 | -49040 | -238705 | -306432 |
{ "trading_pair": "ZEC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9552, "evaluation_days": 2388, "actual_first_datapoint_time": 1553126400000, "first_datapoint_time": 1557079200000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759463379226, "expiration_time": 1765639296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 184, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 539548.1367851263, 409097.4411909698, 130450.6955941565, 1162666.1585236178, 903669.7541440984, 258996.404379519 ], [ 539.548137, 409.097441, 130.450696, 1162.666159, 903.669754, 258.996404 ], [ 0.225941, 0.171314, 0.054628, 0.106246, 0.096623, 0.053538 ], [ 114.129888, 114.129888, 114.129888, 114.129888, 114.129888, 114.129888 ], [ -105323, -108827, -74771, -712447, -847955, -433127 ], [ 1.932337, 2.279908, 1.503526, 1.357646, 1.440547, 1.215896 ], [ 117, 59, 58, 117, 59, 58 ], [ 76, 37, 39, 76, 37, 39 ], [ 41, 22, 19, 41, 22, 19 ], [ 64.957265, 62.711864, 67.241379, 64.957265, 62.711864, 67.241379 ], [ 1.042445, 1.355621, 0.732487, 0.732414, 0.856541, 0.59236 ], [ 109462, 109462, 64642, 424408, 424408, 214598 ], [ -67255, -50582, -67255, -520789, -520789, -301520 ], [ 79, 108, 50, 79, 108, 50 ], [ 62, 76, 49, 62, 76, 49 ], [ 111, 162, 52, 111, 162, 52 ], [ 9319, 6400, 2919, 9319, 6400, 2919 ], [ 8.909482, 12.909482, 0, 8.909482, 12.909482, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 437784, -166408, -419416, -49040, -238705, -306432 ] ] }
{ "trading_pair": "ZEC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9552, "evaluation_days": 2388, "actual_first_datapoint_time": 1553126400000, "first_datapoint_time": 1557079200000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759463379226, "expiration_time": 1765639296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 184, "offset": 0, "scalar": 1 } } }
# | 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) |
---|