| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 533205.5928 | 352416.7713 | 180788.8215 | 3402044.0309 | 1575409.5516 | 1826634.4794 |
| Total P&L (%) | 533.2056 | 352.4168 | 180.7888 | 3402.044 | 1575.4096 | 1826.6345 |
| Avg Daily Profit (%) | 0.2224 | 0.147 | 0.0754 | 0.1485 | 0.1177 | 0.1235 |
| Buy And Hold Return (%) | 510.4814 | 510.4814 | 510.4814 | 510.4814 | 510.4814 | 510.4814 |
| Max Trade Drawdown | -83414 | -83414 | -51732 | -1612790 | -1612790 | -167434 |
| Profit Factor | 4.082 | 4.5747 | 3.4293 | 2.4866 | 1.8147 | 6.1517 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 79 | 41 | 38 | 79 | 41 | 38 |
| Losing Trades | 12 | 5 | 7 | 12 | 5 | 7 |
| Profitability (%) | 86.8132 | 89.1304 | 84.4444 | 86.8132 | 89.1304 | 84.4444 |
| Ratio Avg Win / Avg Loss | 0.62 | 0.5579 | 0.6317 | 0.3777 | 0.2213 | 1.1332 |
| Largest Winning Trade | 63888 | 63888 | 52835 | 1099393 | 1099393 | 338814 |
| Largest Losing Trade | -83414 | -83414 | -39866 | -1612790 | -1612790 | -120288 |
| Avg Bars in Trades | 46 | 53 | 39 | 46 | 53 | 39 |
| Avg Bars in Winners | 24 | 25 | 23 | 24 | 25 | 23 |
| Avg Bars in Losers | 191 | 280 | 128 | 191 | 280 | 128 |
| Bars Traded | 4256 | 2460 | 1796 | 4256 | 2460 | 1796 |
| Profit Streak | 104.393 | 104.393 | 218.393 | 104.393 | 104.393 | 218.393 |
| Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -133325 | -152435 | -248470 | 479645 | -32468 | -17140 |
{
"trading_pair": "ZEC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4794,
"evaluation_days": 2397,
"actual_first_datapoint_time": 1553126400000,
"first_datapoint_time": 1567512000000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760217951961,
"expiration_time": 1766397024000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 218,
"offset": 116
}
}
} {
"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": [
[
533205.5928024646,
352416.7712883095,
180788.8215141553,
3402044.0309410957,
1575409.5515711205,
1826634.4793699754
],
[
533.205593,
352.416771,
180.788822,
3402.044031,
1575.409552,
1826.634479
],
[
0.222447,
0.147024,
0.075423,
0.148459,
0.11766,
0.123495
],
[
510.4814,
510.4814,
510.4814,
510.4814,
510.4814,
510.4814
],
[
-83414,
-83414,
-51732,
-1612790,
-1612790,
-167434
],
[
4.081983,
4.574682,
3.42929,
2.486646,
1.814657,
6.151692
],
[
91,
46,
45,
91,
46,
45
],
[
79,
41,
38,
79,
41,
38
],
[
12,
5,
7,
12,
5,
7
],
[
86.813187,
89.130435,
84.444444,
86.813187,
89.130435,
84.444444
],
[
0.620048,
0.557888,
0.631711,
0.377718,
0.2213,
1.133206
],
[
63888,
63888,
52835,
1099393,
1099393,
338814
],
[
-83414,
-83414,
-39866,
-1612790,
-1612790,
-120288
],
[
46,
53,
39,
46,
53,
39
],
[
24,
25,
23,
24,
25,
23
],
[
191,
280,
128,
191,
280,
128
],
[
4256,
2460,
1796,
4256,
2460,
1796
],
[
104.392962,
104.392962,
218.392962,
104.392962,
104.392962,
218.392962
],
[
2,
1,
4,
2,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-133325,
-152435,
-248470,
479645,
-32468,
-17140
]
]
}
{
"trading_pair": "ZEC_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4794,
"evaluation_days": 2397,
"actual_first_datapoint_time": 1553126400000,
"first_datapoint_time": 1567512000000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760217951961,
"expiration_time": 1766397024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 218,
"offset": 116
}
}
}
| # | 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) |
|---|