Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -833408.3424 | 49086.5403 | -882494.8827 | 4279986.3044 | -12824559.8598 | 17104546.1642 |
Total P&L (%) | -833.4083 | 49.0865 | -882.4949 | 4279.9863 | -12824.5599 | 17104.5462 |
Avg Daily Profit (%) | -0.3458 | 0.0204 | -0.3662 | 0.157 | 0 | 0.2138 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1064750 | -131724 | -1087535 | -13176866 | -14316708 | -2554043 |
Profit Factor | 0.4404 | 1.1758 | 0.2707 | 1.1757 | 0.3582 | 4.9136 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 40 | 19 | 21 | 36 | 16 | 20 |
Losing Trades | 22 | 12 | 10 | 26 | 15 | 11 |
Profitability (%) | 64.5161 | 61.2903 | 67.7419 | 58.0645 | 51.6129 | 64.5161 |
Ratio Avg Win / Avg Loss | 0.2422 | 0.7426 | 0.1289 | 0.8491 | 0.3358 | 2.7025 |
Largest Winning Trade | 72002 | 72002 | 47402 | 9039629 | 1065322 | 9039629 |
Largest Losing Trade | -884382 | -62050 | -884382 | -6292154 | -6292154 | -1692016 |
Avg Bars in Trades | 74 | 88 | 59 | 74 | 88 | 59 |
Avg Bars in Winners | 42 | 47 | 37 | 52 | 50 | 53 |
Avg Bars in Losers | 132 | 154 | 106 | 104 | 130 | 70 |
Bars Traded | 4607 | 2758 | 1849 | 4607 | 2758 | 1849 |
Profit Streak | 28.805 | 29.305 | 0 | 28.805 | 29.305 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -736855 | -193890 | -578518 | -178118 | -580068 | 638255 |
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{ "first_band": { "type": "ssf", "factors": { "length": 30, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 180, "offset": 0 } } }
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{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4820, "evaluation_days": 2410, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1558267200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759043951247, "expiration_time": 1764961920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 30, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 180, "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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