Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 871672.2604 | 699492.9444 | 172179.316 | 3343055.1139 | 716449.9532 | 2626605.1607 |
Total P&L (%) | 871.6723 | 699.4929 | 172.1793 | 3343.0551 | 716.45 | 2626.6052 |
Avg Daily Profit (%) | 0.3618 | 0.2903 | 0.0715 | 0.147 | 0.0872 | 0.1373 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69573 | -45033 | -92110 | -2331739 | -1550092 | -787021 |
Profit Factor | 2.9443 | 4.1115 | 1.7703 | 1.4482 | 1.1723 | 1.7958 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 38.7097 | 32.2581 | 45.1613 | 38.7097 | 32.2581 | 45.1613 |
Ratio Avg Win / Avg Loss | 4.6618 | 8.6341 | 2.1497 | 2.293 | 2.4618 | 2.1806 |
Largest Winning Trade | 353813 | 353813 | 62812 | 1686000 | 1041377 | 1686000 |
Largest Losing Trade | -47107 | -22195 | -47107 | -736364 | -736364 | -665663 |
Avg Bars in Trades | 151 | 126 | 175 | 151 | 126 | 175 |
Avg Bars in Winners | 273 | 240 | 297 | 273 | 240 | 297 |
Avg Bars in Losers | 73 | 72 | 75 | 73 | 72 | 75 |
Bars Traded | 9370 | 3928 | 5442 | 9370 | 3928 | 5442 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148125 | 324490 | -96082 | -157459 | -112950 | -7838 |
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{ "first_band": { "type": "sma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 64, "offset": 0 } } }
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{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9637, "evaluation_days": 2409.25, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1554379200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758911108239, "expiration_time": 1764959976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 64, "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) |
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