Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 736879.548 | 591570.3181 | 145309.2299 | 1147481.1154 | 292087.1916 | 855393.9238 |
Total P&L (%) | 736.8795 | 591.5703 | 145.3092 | 1147.4811 | 292.0872 | 855.3939 |
Avg Daily Profit (%) | 0.3173 | 0.2547 | 0.0626 | 0.1087 | 0.0588 | 0.0972 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139171 | -86301 | -297209 | -1149591 | -861922 | -527864 |
Profit Factor | 1.3156 | 1.5373 | 1.1177 | 1.1453 | 1.0737 | 1.2175 |
Total Trades | 778 | 389 | 389 | 778 | 389 | 389 |
Winning Trades | 257 | 124 | 133 | 257 | 124 | 133 |
Losing Trades | 521 | 265 | 256 | 521 | 265 | 256 |
Profitability (%) | 33.0334 | 31.8766 | 34.1902 | 33.0334 | 31.8766 | 34.1902 |
Ratio Avg Win / Avg Loss | 2.667 | 3.2854 | 2.1514 | 2.3219 | 2.2946 | 2.3435 |
Largest Winning Trade | 190731 | 190731 | 60027 | 364733 | 342623 | 364733 |
Largest Losing Trade | -25829 | -18817 | -25829 | -241602 | -180317 | -241602 |
Avg Bars in Trades | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Winners | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 13878 | 6551 | 7326 | 13878 | 6551 | 7326 |
Profit Streak | 9.2163 | 9.5496 | 0 | 9.2163 | 9.5496 | 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 | 314659 | 234853 | -203681 | -108561 | -257303 | -66467 |
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{ "first_band": { "type": "midprice", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 9, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13936, "evaluation_days": 2322.67, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1559779200000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760058685794, "expiration_time": 1766074752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 9, "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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