Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402904.078 | 252982.9631 | 149921.115 | 838345.2318 | 758817.5438 | 79527.688 |
Total P&L (%) | 402.9041 | 252.983 | 149.9211 | 838.3452 | 758.8175 | 79.5277 |
Avg Daily Profit (%) | 0.1687 | 0.1059 | 0.0628 | 0.0938 | 0.0901 | 0.0245 |
Buy And Hold Return (%) | 29.8398 | 29.8398 | 29.8398 | 29.8398 | 29.8398 | 29.8398 |
Max Trade Drawdown | -77120 | -62063 | -77120 | -437607 | -337735 | -437790 |
Profit Factor | 2.3303 | 2.7507 | 1.9467 | 1.5768 | 2.4911 | 1.0842 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Losing Trades | 18 | 8 | 10 | 18 | 8 | 10 |
Profitability (%) | 83.7838 | 85.7143 | 81.8182 | 83.7838 | 85.7143 | 81.8182 |
Ratio Avg Win / Avg Loss | 0.451 | 0.4585 | 0.4326 | 0.3052 | 0.4152 | 0.2409 |
Largest Winning Trade | 46579 | 33819 | 46579 | 184692 | 184692 | 105647 |
Largest Losing Trade | -77120 | -48116 | -77120 | -437607 | -228799 | -437607 |
Avg Bars in Trades | 80 | 86 | 73 | 80 | 86 | 73 |
Avg Bars in Winners | 47 | 48 | 46 | 47 | 48 | 46 |
Avg Bars in Losers | 251 | 320 | 196 | 251 | 320 | 196 |
Bars Traded | 8905 | 4869 | 4035 | 8905 | 4869 | 4035 |
Profit Streak | 244.226 | 447.226 | 244.226 | 244.226 | 447.226 | 244.226 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 550408 | -223396 | -284166 | -60987 | -244603 | -467775 |
{ "trading_pair": "ZEC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9556, "evaluation_days": 2389, "actual_first_datapoint_time": 1553126400000, "first_datapoint_time": 1562306400000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759555525524, "expiration_time": 1765728288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 176, "offset": 249, "a": 0.69778 } } }
{ "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": [ [ 402904.0780143747, 252982.963055772, 149921.1149586027, 838345.231822794, 758817.5437925224, 79527.6880302714 ], [ 402.904078, 252.982963, 149.921115, 838.345232, 758.817544, 79.527688 ], [ 0.16865, 0.105895, 0.062755, 0.093763, 0.090053, 0.024497 ], [ 29.83984, 29.83984, 29.83984, 29.83984, 29.83984, 29.83984 ], [ -77120, -62063, -77120, -437607, -337735, -437790 ], [ 2.330279, 2.750714, 1.946657, 1.576764, 2.491118, 1.084188 ], [ 111, 56, 55, 111, 56, 55 ], [ 93, 48, 45, 93, 48, 45 ], [ 18, 8, 10, 18, 8, 10 ], [ 83.783784, 85.714286, 81.818182, 83.783784, 85.714286, 81.818182 ], [ 0.451022, 0.458452, 0.43259, 0.30518, 0.415186, 0.240931 ], [ 46579, 33819, 46579, 184692, 184692, 105647 ], [ -77120, -48116, -77120, -437607, -228799, -437607 ], [ 80, 86, 73, 80, 86, 73 ], [ 47, 48, 46, 47, 48, 46 ], [ 251, 320, 196, 251, 320, 196 ], [ 8905, 4869, 4035, 8905, 4869, 4035 ], [ 244.22599, 447.22599, 244.22599, 244.22599, 447.22599, 244.22599 ], [ 7, 4, 3, 7, 4, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 550408, -223396, -284166, -60987, -244603, -467775 ] ] }
{ "trading_pair": "ZEC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9556, "evaluation_days": 2389, "actual_first_datapoint_time": 1553126400000, "first_datapoint_time": 1562306400000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759555525524, "expiration_time": 1765728288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 176, "offset": 249, "a": 0.69778 } } }
# | 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) |
---|