| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 629186.4109 | 466522.6419 | 162663.769 | 6343906.9193 | 3611873.084 | 2732033.8353 |
| Total P&L (%) | 629.1864 | 466.5226 | 162.6638 | 6343.9069 | 3611.8731 | 2732.0338 |
| Avg Daily Profit (%) | 0.2627 | 0.1948 | 0.0679 | 0.174 | 0.151 | 0.1397 |
| Buy And Hold Return (%) | 125.5088 | 125.5088 | 125.5088 | 125.5088 | 125.5088 | 125.5088 |
| Max Trade Drawdown | -88774 | -80395 | -52584 | -1945500 | -2130929 | -446306 |
| Profit Factor | 3.1574 | 4.3626 | 2.0638 | 2.3779 | 2.1449 | 2.8853 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
| Losing Trades | 20 | 10 | 10 | 20 | 10 | 10 |
| Profitability (%) | 66.1017 | 66.6667 | 65.5172 | 66.1017 | 66.6667 | 65.5172 |
| Ratio Avg Win / Avg Loss | 1.6192 | 2.1813 | 1.0862 | 1.2195 | 1.0724 | 1.5186 |
| Largest Winning Trade | 120018 | 120018 | 54208 | 3074608 | 3074608 | 958038 |
| Largest Losing Trade | -47706 | -47706 | -33670 | -1228880 | -1228880 | -422408 |
| Avg Bars in Trades | 74 | 115 | 31 | 74 | 115 | 31 |
| Avg Bars in Winners | 57 | 74 | 38 | 57 | 74 | 38 |
| Avg Bars in Losers | 108 | 197 | 18 | 108 | 197 | 18 |
| Bars Traded | 4392 | 3474 | 918 | 4392 | 3474 | 918 |
| Profit Streak | 237.9479 | 237.9479 | 265.4479 | 237.9479 | 237.9479 | 265.4479 |
| Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -162704 | 572310 | -169803 | -164752 | 505979 | 96556 |
{
"trading_pair": "ZEC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4791,
"evaluation_days": 2395.5,
"actual_first_datapoint_time": 1553126400000,
"first_datapoint_time": 1561939200000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760093096443,
"expiration_time": 1766263536000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 153,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 205,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
629186.4108558105,
466522.6418999085,
162663.7689559022,
6343906.919254364,
3611873.0839937455,
2732033.835260618
],
[
629.186411,
466.522642,
162.663769,
6343.906919,
3611.873084,
2732.033835
],
[
0.262653,
0.19475,
0.067904,
0.174049,
0.150985,
0.139675
],
[
125.508833,
125.508833,
125.508833,
125.508833,
125.508833,
125.508833
],
[
-88774,
-80395,
-52584,
-1945500,
-2130929,
-446306
],
[
3.157412,
4.362648,
2.063838,
2.37794,
2.14488,
2.885329
],
[
59,
30,
29,
59,
30,
29
],
[
39,
20,
19,
39,
20,
19
],
[
20,
10,
10,
20,
10,
10
],
[
66.101695,
66.666667,
65.517241,
66.101695,
66.666667,
65.517241
],
[
1.619185,
2.181324,
1.08623,
1.219456,
1.07244,
1.518594
],
[
120018,
120018,
54208,
3074608,
3074608,
958038
],
[
-47706,
-47706,
-33670,
-1228880,
-1228880,
-422408
],
[
74,
115,
31,
74,
115,
31
],
[
57,
74,
38,
57,
74,
38
],
[
108,
197,
18,
108,
197,
18
],
[
4392,
3474,
918,
4392,
3474,
918
],
[
237.947875,
237.947875,
265.447875,
237.947875,
237.947875,
265.447875
],
[
6,
3,
4,
6,
3,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-162704,
572310,
-169803,
-164752,
505979,
96556
]
]
}
{
"trading_pair": "ZEC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4791,
"evaluation_days": 2395.5,
"actual_first_datapoint_time": 1553126400000,
"first_datapoint_time": 1561939200000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760093096443,
"expiration_time": 1766263536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 153,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 205,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|