Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389487.0835 | 301939.2765 | 87547.807 | -230043.0497 | 895414.3441 | -1125457.3937 |
Total P&L (%) | 389.4871 | 301.9393 | 87.5478 | -230.0431 | 895.4143 | -1125.4574 |
Avg Daily Profit (%) | 0.1635 | 0.1268 | 0.0368 | 0 | 0.0965 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128812 | -58527 | -112180 | -1822068 | -345350 | -1838235 |
Profit Factor | 1.4709 | 2.0894 | 1.1592 | 0.9379 | 2.0784 | 0.6082 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 100 | 51 | 49 | 93 | 46 | 47 |
Losing Trades | 59 | 29 | 30 | 66 | 34 | 32 |
Profitability (%) | 62.8931 | 63.75 | 62.0253 | 58.4906 | 57.5 | 59.4937 |
Ratio Avg Win / Avg Loss | 0.8678 | 1.1881 | 0.7097 | 0.6656 | 1.5362 | 0.4141 |
Largest Winning Trade | 60013 | 60013 | 41274 | 421031 | 421031 | 155276 |
Largest Losing Trade | -109585 | -30331 | -109585 | -1765790 | -129600 | -1765790 |
Avg Bars in Trades | 42 | 22 | 62 | 42 | 22 | 62 |
Avg Bars in Winners | 37 | 21 | 54 | 41 | 20 | 62 |
Avg Bars in Losers | 50 | 25 | 75 | 43 | 25 | 62 |
Bars Traded | 6750 | 1813 | 4937 | 6750 | 1813 | 4937 |
Profit Streak | 19.7808 | 180.4475 | 0 | 0 | 0 | 57.4475 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353940 | -36668 | -215998 | -578844 | -77675 | -605666 |
{ "trading_pair": "ZEC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7146, "evaluation_days": 2382, "actual_first_datapoint_time": 1553126400000, "first_datapoint_time": 1559836800000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758912265089, "expiration_time": 1765076544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 152, "offset": 0, "std": 3.93898 } }, "second_band": { "type": "dcl", "factors": { "length": 234, "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": [ [ 389487.0834898542, 301939.2764502946, 87547.8070395595, -230043.0496538779, 895414.3440581581, -1125457.3937120363 ], [ 389.487083, 301.939276, 87.547807, -230.04305, 895.414344, -1125.457394 ], [ 0.163513, 0.126759, 0.036754, 0, 0.09652, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -128812, -58527, -112180, -1822068, -345350, -1838235 ], [ 1.470914, 2.089409, 1.159198, 0.93787, 2.078358, 0.608161 ], [ 159, 80, 79, 159, 80, 79 ], [ 100, 51, 49, 93, 46, 47 ], [ 59, 29, 30, 66, 34, 32 ], [ 62.893082, 63.75, 62.025316, 58.490566, 57.5, 59.493671 ], [ 0.867839, 1.188095, 0.709713, 0.665585, 1.536178, 0.414067 ], [ 60013, 60013, 41274, 421031, 421031, 155276 ], [ -109585, -30331, -109585, -1765790, -129600, -1765790 ], [ 42, 22, 62, 42, 22, 62 ], [ 37, 21, 54, 41, 20, 62 ], [ 50, 25, 75, 43, 25, 62 ], [ 6750, 1813, 4937, 6750, 1813, 4937 ], [ 19.780846, 180.447513, 0, 0, 0, 57.447513 ], [ 1, 4, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 353940, -36668, -215998, -578844, -77675, -605666 ] ] }
{ "trading_pair": "ZEC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7146, "evaluation_days": 2382, "actual_first_datapoint_time": 1553126400000, "first_datapoint_time": 1559836800000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758912265089, "expiration_time": 1765076544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 152, "offset": 0, "std": 3.93898 } }, "second_band": { "type": "dcl", "factors": { "length": 234, "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) |
---|