Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356678.653 | 236010.2739 | 120668.3792 | -208425.6224 | 88299.6089 | -296725.2313 |
Total P&L (%) | 356.6787 | 236.0103 | 120.6684 | -208.4256 | 88.2996 | -296.7252 |
Avg Daily Profit (%) | 0.1489 | 0.0985 | 0.0504 | 0 | 0.0264 | 0 |
Buy And Hold Return (%) | 96.1546 | 96.1546 | 96.1546 | 96.1546 | 96.1546 | 96.1546 |
Max Trade Drawdown | -104185 | -71479 | -104185 | -402323 | -69548 | -356713 |
Profit Factor | 2.0252 | 2.5331 | 1.6221 | 0.6626 | 1.5298 | 0.3423 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 101 | 51 | 50 | 38 | 21 | 17 |
Losing Trades | 14 | 7 | 7 | 77 | 37 | 40 |
Profitability (%) | 87.8261 | 87.931 | 87.7193 | 33.0435 | 36.2069 | 29.8246 |
Ratio Avg Win / Avg Loss | 0.2807 | 0.3477 | 0.2271 | 1.3427 | 2.6954 | 0.8054 |
Largest Winning Trade | 77707 | 77707 | 27272 | 58755 | 58755 | 30597 |
Largest Losing Trade | -104185 | -63907 | -104185 | -306198 | -69548 | -306198 |
Avg Bars in Trades | 39 | 43 | 34 | 39 | 43 | 34 |
Avg Bars in Winners | 20 | 22 | 18 | 54 | 62 | 45 |
Avg Bars in Losers | 172 | 200 | 145 | 31 | 33 | 29 |
Bars Traded | 4485 | 2532 | 1953 | 4485 | 2532 | 1953 |
Profit Streak | 152.7856 | 152.7856 | 256.2856 | 0 | 0 | 0 |
Trades During Streak | 22 | 11 | 11 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408684 | -237031 | -385685 | -585400 | -506444 | -769662 |
{ "trading_pair": "ZEC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4790, "evaluation_days": 2395, "actual_first_datapoint_time": 1553126400000, "first_datapoint_time": 1562112000000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760035878458, "expiration_time": 1766219040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 209, "offset": 0, "a": 0.6244 } } }
{ "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": [ [ 356678.6530161652, 236010.2738660381, 120668.3791501271, -208425.6223993934, 88299.6088987648, -296725.2312981583 ], [ 356.678653, 236.010274, 120.668379, -208.425622, 88.299609, -296.725231 ], [ 0.148926, 0.098543, 0.050383, 0, 0.026428, 0 ], [ 96.154593, 96.154593, 96.154593, 96.154593, 96.154593, 96.154593 ], [ -104185, -71479, -104185, -402323, -69548, -356713 ], [ 2.025244, 2.533122, 1.622145, 0.662642, 1.529826, 0.342306 ], [ 115, 58, 57, 115, 58, 57 ], [ 101, 51, 50, 38, 21, 17 ], [ 14, 7, 7, 77, 37, 40 ], [ 87.826087, 87.931034, 87.719298, 33.043478, 36.206897, 29.824561 ], [ 0.280727, 0.347683, 0.2271, 1.342723, 2.695407, 0.805427 ], [ 77707, 77707, 27272, 58755, 58755, 30597 ], [ -104185, -63907, -104185, -306198, -69548, -306198 ], [ 39, 43, 34, 39, 43, 34 ], [ 20, 22, 18, 54, 62, 45 ], [ 172, 200, 145, 31, 33, 29 ], [ 4485, 2532, 1953, 4485, 2532, 1953 ], [ 152.78563, 152.78563, 256.28563, 0, 0, 0 ], [ 22, 11, 11, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 408684, -237031, -385685, -585400, -506444, -769662 ] ] }
{ "trading_pair": "ZEC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4790, "evaluation_days": 2395, "actual_first_datapoint_time": 1553126400000, "first_datapoint_time": 1562112000000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760035878458, "expiration_time": 1766219040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 209, "offset": 0, "a": 0.6244 } } }
# | 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) |
---|