Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468277.8441 | 516953.5943 | -48675.7502 | -96903.3092 | 249786.3066 | -346689.6158 |
Total P&L (%) | 468.2778 | 516.9536 | -48.6758 | -96.9033 | 249.7863 | -346.6896 |
Avg Daily Profit (%) | 0.1935 | 0.2136 | -0.0201 | -0.1435 | 0.0518 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -283333 | -150571 | -248533 | -495499 | -176246 | -386676 |
Profit Factor | 1.6617 | 2.6127 | 0.8743 | 0.8706 | 1.8666 | 0.2474 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 43.9394 | 36.3636 | 51.5152 | 43.9394 | 36.3636 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.1201 | 4.5722 | 0.8228 | 1.1108 | 3.2666 | 0.2329 |
Largest Winning Trade | 426256 | 426256 | 61785 | 383049 | 383049 | 47868 |
Largest Losing Trade | -97255 | -49075 | -97255 | -218294 | -129317 | -218294 |
Avg Bars in Trades | 142 | 108 | 175 | 142 | 108 | 175 |
Avg Bars in Winners | 177 | 131 | 210 | 177 | 131 | 210 |
Avg Bars in Losers | 114 | 95 | 138 | 114 | 95 | 138 |
Bars Traded | 9379 | 3578 | 5801 | 9379 | 3578 | 5801 |
Profit Streak | 10.3922 | 10.3922 | 52.6422 | 10.3922 | 10.3922 | 52.6422 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119322 | 304669 | -579620 | -709146 | -124936 | -579620 |
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{ "first_band": { "type": "dcm", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 140, "offset": 0 } } }
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{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9681, "evaluation_days": 2420.25, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1555221600000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759677886068, "expiration_time": 1765938888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 140, "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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