| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 599361.6091 | 532344.029 | 67017.58 | 618991.2524 | 3209830.7784 | -2590839.526 |
| Total P&L (%) | 599.3616 | 532.344 | 67.0176 | 618.9913 | 3209.8308 | -2590.8395 |
| Avg Daily Profit (%) | 0.2505 | 0.2225 | 0.028 | 0.0825 | 0.1464 | 0 |
| Buy And Hold Return (%) | 135.7726 | 135.7726 | 135.7726 | 135.7726 | 135.7726 | 135.7726 |
| Max Trade Drawdown | -140237 | -76475 | -128937 | -3275656 | -1067011 | -3808150 |
| Profit Factor | 1.1919 | 1.3764 | 1.0392 | 1.0259 | 1.3204 | 0.8139 |
| Total Trades | 1394 | 697 | 697 | 1394 | 697 | 697 |
| Winning Trades | 722 | 367 | 355 | 722 | 367 | 355 |
| Losing Trades | 672 | 330 | 342 | 672 | 330 | 342 |
| Profitability (%) | 51.7934 | 52.6542 | 50.9326 | 51.7934 | 52.6542 | 50.9326 |
| Ratio Avg Win / Avg Loss | 1.1093 | 1.2376 | 1.0011 | 0.9548 | 1.1873 | 0.7841 |
| Largest Winning Trade | 38171 | 34400 | 38171 | 491038 | 491038 | 347179 |
| Largest Losing Trade | -76413 | -29932 | -76413 | -2922120 | -370032 | -2922120 |
| Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
| Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
| Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
| Bars Traded | 9369 | 4682 | 4687 | 9369 | 4682 | 4687 |
| Profit Streak | 0 | 27.2004 | 0 | 0 | 27.2004 | 0 |
| Trades During Streak | 0 | 7 | 0 | 0 | 7 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 160727 | 425143 | -495153 | -270555 | 299102 | -577293 |
{
"trading_pair": "ZEC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9570,
"evaluation_days": 2392.5,
"actual_first_datapoint_time": 1553126400000,
"first_datapoint_time": 1557208800000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759855713725,
"expiration_time": 1766039760000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.62498,
"nc": 0.66282
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 190,
"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": [
[
599361.6090621866,
532344.0290199855,
67017.5800422007,
618991.2524459464,
3209830.778429182,
-2590839.5259832344
],
[
599.361609,
532.344029,
67.01758,
618.991252,
3209.830778,
-2590.839526
],
[
0.250517,
0.222505,
0.028012,
0.082487,
0.146376,
0
],
[
135.772629,
135.772629,
135.772629,
135.772629,
135.772629,
135.772629
],
[
-140237,
-76475,
-128937,
-3275656,
-1067011,
-3808150
],
[
1.191859,
1.376351,
1.039204,
1.025854,
1.320383,
0.81392
],
[
1394,
697,
697,
1394,
697,
697
],
[
722,
367,
355,
722,
367,
355
],
[
672,
330,
342,
672,
330,
342
],
[
51.7934,
52.654232,
50.932568,
51.7934,
52.654232,
50.932568
],
[
1.10932,
1.23759,
1.001148,
0.954811,
1.187265,
0.784114
],
[
38171,
34400,
38171,
491038,
491038,
347179
],
[
-76413,
-29932,
-76413,
-2922120,
-370032,
-2922120
],
[
6,
6,
6,
6,
6,
6
],
[
6,
6,
6,
6,
6,
6
],
[
6,
6,
6,
6,
6,
6
],
[
9369,
4682,
4687,
9369,
4682,
4687
],
[
0,
27.20039,
0,
0,
27.20039,
0
],
[
0,
7,
0,
0,
7,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
160727,
425143,
-495153,
-270555,
299102,
-577293
]
]
}
{
"trading_pair": "ZEC_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9570,
"evaluation_days": 2392.5,
"actual_first_datapoint_time": 1553126400000,
"first_datapoint_time": 1557208800000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759855713725,
"expiration_time": 1766039760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.62498,
"nc": 0.66282
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 190,
"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) |
|---|