Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 700252.9106 | 451870.3828 | 248382.5278 | 20742605.4203 | 18852482.3523 | 1890123.0681 |
Total P&L (%) | 700.2529 | 451.8704 | 248.3825 | 20742.6054 | 18852.4824 | 1890.1231 |
Avg Daily Profit (%) | 0.2921 | 0.1885 | 0.1036 | 0.223 | 0.219 | 0.1249 |
Buy And Hold Return (%) | 198.5637 | 198.5637 | 198.5637 | 198.5637 | 198.5637 | 198.5637 |
Max Trade Drawdown | -60030 | -64609 | -46737 | -18173965 | -8130045 | -11636389 |
Profit Factor | 3.515 | 3.7753 | 3.1483 | 1.7718 | 2.5677 | 1.1273 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 63.8554 | 61.9048 | 65.8537 | 63.8554 | 61.9048 | 65.8537 |
Ratio Avg Win / Avg Loss | 1.9896 | 2.3233 | 1.6325 | 1.0029 | 1.5801 | 0.5845 |
Largest Winning Trade | 76724 | 76724 | 58679 | 8845100 | 8845100 | 6589043 |
Largest Losing Trade | -30393 | -30393 | -26385 | -7150495 | -7150495 | -6356309 |
Avg Bars in Trades | 80 | 85 | 74 | 80 | 85 | 74 |
Avg Bars in Winners | 87 | 86 | 88 | 87 | 86 | 88 |
Avg Bars in Losers | 66 | 84 | 46 | 66 | 84 | 46 |
Bars Traded | 6643 | 3591 | 3053 | 6643 | 3591 | 3053 |
Profit Streak | 34.3835 | 47.0501 | 0 | 34.3835 | 47.0501 | 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 | 512146 | 414524 | -134257 | 425562 | 548705 | -106025 |
{ "trading_pair": "ZEC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7191, "evaluation_days": 2397, "actual_first_datapoint_time": 1553126400000, "first_datapoint_time": 1559347200000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760202731861, "expiration_time": 1766411424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 107, "offset": 6 } }, "second_band": { "type": "ema", "factors": { "length": 217, "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": [ [ 700252.9106413445, 451870.3828249788, 248382.5278163655, 20742605.420334514, 18852482.352261983, 1890123.0680725398 ], [ 700.252911, 451.870383, 248.382528, 20742.60542, 18852.482352, 1890.123068 ], [ 0.292137, 0.188515, 0.103622, 0.223009, 0.219035, 0.12485 ], [ 198.563673, 198.563673, 198.563673, 198.563673, 198.563673, 198.563673 ], [ -60030, -64609, -46737, -18173965, -8130045, -11636389 ], [ 3.514989, 3.775344, 3.148343, 1.771765, 2.567652, 1.127273 ], [ 83, 42, 41, 83, 42, 41 ], [ 53, 26, 27, 53, 26, 27 ], [ 30, 16, 14, 30, 16, 14 ], [ 63.855422, 61.904762, 65.853659, 63.855422, 61.904762, 65.853659 ], [ 1.989616, 2.323289, 1.632474, 1.002886, 1.580093, 0.584512 ], [ 76724, 76724, 58679, 8845100, 8845100, 6589043 ], [ -30393, -30393, -26385, -7150495, -7150495, -6356309 ], [ 80, 85, 74, 80, 85, 74 ], [ 87, 86, 88, 87, 86, 88 ], [ 66, 84, 46, 66, 84, 46 ], [ 6643, 3591, 3053, 6643, 3591, 3053 ], [ 34.383471, 47.050137, 0, 34.383471, 47.050137, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 512146, 414524, -134257, 425562, 548705, -106025 ] ] }
{ "trading_pair": "ZEC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7191, "evaluation_days": 2397, "actual_first_datapoint_time": 1553126400000, "first_datapoint_time": 1559347200000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760202731861, "expiration_time": 1766411424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 107, "offset": 6 } }, "second_band": { "type": "ema", "factors": { "length": 217, "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) |
---|