Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571084.1697 | 512628.2698 | 58455.8998 | 293434.0789 | 169880.3688 | 123553.7101 |
Total P&L (%) | 571.0842 | 512.6283 | 58.4559 | 293.4341 | 169.8804 | 123.5537 |
Avg Daily Profit (%) | 0.2359 | 0.2117 | 0.0241 | 0.0566 | 0.041 | 0.0332 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124426 | -84667 | -126113 | -208920 | -195930 | -191674 |
Profit Factor | 2.0489 | 2.6705 | 1.246 | 1.2701 | 1.2666 | 1.2749 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 47.2868 | 46.875 | 47.6923 | 47.2868 | 46.875 | 47.6923 |
Ratio Avg Win / Avg Loss | 2.284 | 3.0266 | 1.3666 | 1.4158 | 1.4355 | 1.3983 |
Largest Winning Trade | 342807 | 342807 | 25894 | 219650 | 219650 | 76144 |
Largest Losing Trade | -39062 | -39062 | -22727 | -87348 | -87348 | -53906 |
Avg Bars in Trades | 69 | 112 | 27 | 69 | 112 | 27 |
Avg Bars in Winners | 85 | 133 | 40 | 85 | 133 | 40 |
Avg Bars in Losers | 54 | 94 | 15 | 54 | 94 | 15 |
Bars Traded | 8955 | 7194 | 1761 | 8955 | 7194 | 1761 |
Profit Streak | 18.2614 | 19.7614 | 18.2614 | 18.2614 | 19.7614 | 18.2614 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453309 | -126098 | -293365 | -117093 | -277567 | -280298 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 243 } }, "second_band": { "type": "bbu", "factors": { "length": 208, "offset": 0, "std": 4.05836 } } }
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{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9684, "evaluation_days": 2421, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1555804800000, "last_datapoint_time": 1759730400000, "evaluation_time": 1759752984164, "expiration_time": 1766005632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 243 } }, "second_band": { "type": "bbu", "factors": { "length": 208, "offset": 0, "std": 4.05836 } } }
# | 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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