| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 495949.2119 | 355247.5514 | 140701.6605 | 1144423.4496 | 454461.8714 | 689961.5782 |
| Total P&L (%) | 495.9492 | 355.2476 | 140.7017 | 1144.4235 | 454.4619 | 689.9616 |
| Avg Daily Profit (%) | 0.2077 | 0.1488 | 0.0589 | 0.1057 | 0.0718 | 0.0866 |
| Buy And Hold Return (%) | 56.7787 | 56.7787 | 56.7787 | 56.7787 | 56.7787 | 56.7787 |
| Max Trade Drawdown | -102496 | -95482 | -48798 | -748590 | -839845 | -34018 |
| Profit Factor | 2.9814 | 2.8046 | 3.6326 | 1.9115 | 1.3798 | 12.6983 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
| Losing Trades | 18 | 11 | 7 | 18 | 11 | 7 |
| Profitability (%) | 73.5294 | 67.6471 | 79.4118 | 73.5294 | 67.6471 | 79.4118 |
| Ratio Avg Win / Avg Loss | 1.0733 | 1.3413 | 0.9418 | 0.6881 | 0.6599 | 3.2922 |
| Largest Winning Trade | 91656 | 91656 | 21009 | 268151 | 268151 | 142167 |
| Largest Losing Trade | -83749 | -83749 | -20418 | -748590 | -748590 | -17913 |
| Avg Bars in Trades | 68 | 127 | 8 | 68 | 127 | 8 |
| Avg Bars in Winners | 36 | 71 | 7 | 36 | 71 | 7 |
| Avg Bars in Losers | 155 | 246 | 12 | 155 | 246 | 12 |
| Bars Traded | 4628 | 4348 | 280 | 4628 | 4348 | 280 |
| Profit Streak | 11.7136 | 12.2136 | 11.7136 | 11.7136 | 12.2136 | 11.7136 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -96661 | 456796 | -109214 | -159592 | -94856 | -63685 |
{
"trading_pair": "ZEC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4775,
"evaluation_days": 2387.5,
"actual_first_datapoint_time": 1553126400000,
"first_datapoint_time": 1559044800000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759381657170,
"expiration_time": 1765551600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 16,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 221,
"offset": 0,
"std": 1.88948
}
}
} {
"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": [
[
495949.2119057254,
355247.5514493753,
140701.6604563499,
1144423.4496147216,
454461.8714029707,
689961.578211751
],
[
495.949212,
355.247551,
140.70166,
1144.42345,
454.461871,
689.961578
],
[
0.207727,
0.148795,
0.058933,
0.105658,
0.071767,
0.086606
],
[
56.778665,
56.778665,
56.778665,
56.778665,
56.778665,
56.778665
],
[
-102496,
-95482,
-48798,
-748590,
-839845,
-34018
],
[
2.981376,
2.80458,
3.632567,
1.911496,
1.379805,
12.6983
],
[
68,
34,
34,
68,
34,
34
],
[
50,
23,
27,
50,
23,
27
],
[
18,
11,
7,
18,
11,
7
],
[
73.529412,
67.647059,
79.411765,
73.529412,
67.647059,
79.411765
],
[
1.073296,
1.341321,
0.941777,
0.688138,
0.659907,
3.292152
],
[
91656,
91656,
21009,
268151,
268151,
142167
],
[
-83749,
-83749,
-20418,
-748590,
-748590,
-17913
],
[
68,
127,
8,
68,
127,
8
],
[
36,
71,
7,
36,
71,
7
],
[
155,
246,
12,
155,
246,
12
],
[
4628,
4348,
280,
4628,
4348,
280
],
[
11.713625,
12.213625,
11.713625,
11.713625,
12.213625,
11.713625
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-96661,
456796,
-109214,
-159592,
-94856,
-63685
]
]
}
{
"trading_pair": "ZEC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4775,
"evaluation_days": 2387.5,
"actual_first_datapoint_time": 1553126400000,
"first_datapoint_time": 1559044800000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759381657170,
"expiration_time": 1765551600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 16,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 221,
"offset": 0,
"std": 1.88948
}
}
}
| # | 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) |
|---|