| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 397126.8271 | 349674.8455 | 47451.9816 | 176278.06 | 497986.6008 | -321708.5408 |
| Total P&L (%) | 397.1268 | 349.6748 | 47.452 | 176.2781 | 497.9866 | -321.7085 |
| Avg Daily Profit (%) | 0.1665 | 0.1466 | 0.0199 | 0.0426 | 0.075 | 0 |
| Buy And Hold Return (%) | 18.1753 | 18.1753 | 18.1753 | 18.1753 | 18.1753 | 18.1753 |
| Max Trade Drawdown | -115518 | -85883 | -191856 | -501138 | -234267 | -587509 |
| Profit Factor | 1.2338 | 1.4308 | 1.0535 | 1.0349 | 1.2085 | 0.879 |
| Total Trades | 426 | 213 | 213 | 426 | 213 | 213 |
| Winning Trades | 183 | 93 | 90 | 183 | 93 | 90 |
| Losing Trades | 243 | 120 | 123 | 243 | 120 | 123 |
| Profitability (%) | 42.9577 | 43.662 | 42.2535 | 42.9577 | 43.662 | 42.2535 |
| Ratio Avg Win / Avg Loss | 1.6383 | 1.8462 | 1.4398 | 1.3742 | 1.5594 | 1.2013 |
| Largest Winning Trade | 58338 | 58338 | 47606 | 141612 | 141612 | 133882 |
| Largest Losing Trade | -27170 | -24071 | -27170 | -78816 | -65871 | -78816 |
| Avg Bars in Trades | 11 | 10 | 11 | 11 | 10 | 11 |
| Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
| Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
| Bars Traded | 4737 | 2321 | 2416 | 4737 | 2321 | 2416 |
| Profit Streak | 14.2171 | 0 | 15.7171 | 14.2171 | 0 | 15.7171 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 305473 | 111138 | -333007 | -317715 | -93759 | -580706 |
{
"trading_pair": "ZEC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4769,
"evaluation_days": 2384.5,
"actual_first_datapoint_time": 1553126400000,
"first_datapoint_time": 1553731200000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759122756702,
"expiration_time": 1765284624000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 15,
"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": [
[
397126.827072205,
349674.8454938976,
47451.9815783076,
176278.0600020422,
497986.6008215174,
-321708.5408194754
],
[
397.126827,
349.674845,
47.451982,
176.27806,
497.986601,
-321.708541
],
[
0.166545,
0.146645,
0.0199,
0.042628,
0.075029,
0
],
[
18.175274,
18.175274,
18.175274,
18.175274,
18.175274,
18.175274
],
[
-115518,
-85883,
-191856,
-501138,
-234267,
-587509
],
[
1.233785,
1.430821,
1.053495,
1.034928,
1.208515,
0.878993
],
[
426,
213,
213,
426,
213,
213
],
[
183,
93,
90,
183,
93,
90
],
[
243,
120,
123,
243,
120,
123
],
[
42.957746,
43.661972,
42.253521,
42.957746,
43.661972,
42.253521
],
[
1.638305,
1.846221,
1.439776,
1.374249,
1.559374,
1.20129
],
[
58338,
58338,
47606,
141612,
141612,
133882
],
[
-27170,
-24071,
-27170,
-78816,
-65871,
-78816
],
[
11,
10,
11,
11,
10,
11
],
[
14,
14,
14,
14,
14,
14
],
[
8,
8,
8,
8,
8,
8
],
[
4737,
2321,
2416,
4737,
2321,
2416
],
[
14.217091,
0,
15.717091,
14.217091,
0,
15.717091
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
305473,
111138,
-333007,
-317715,
-93759,
-580706
]
]
}
{
"trading_pair": "ZEC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4769,
"evaluation_days": 2384.5,
"actual_first_datapoint_time": 1553126400000,
"first_datapoint_time": 1553731200000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759122756702,
"expiration_time": 1765284624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 15,
"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) |
|---|