Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491625.7611 | 455153.8798 | 36471.8813 | 2366.1211 | 163203.4266 | -160837.3055 |
Total P&L (%) | 491.6258 | 455.1539 | 36.4719 | 2.3661 | 163.2034 | -160.8373 |
Avg Daily Profit (%) | 0.2026 | 0.1876 | 0.015 | 0.001 | 0.0399 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -231203 | -162365 | -108789 | -1620222 | -1413090 | -851344 |
Profit Factor | 1.479 | 1.784 | 1.0818 | 1.0004 | 1.0539 | 0.9288 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 96 | 42 | 54 | 96 | 42 | 54 |
Losing Trades | 130 | 71 | 59 | 130 | 71 | 59 |
Profitability (%) | 42.4779 | 37.1681 | 47.7876 | 42.4779 | 37.1681 | 47.7876 |
Ratio Avg Win / Avg Loss | 2.0028 | 3.0158 | 1.182 | 1.3548 | 1.7816 | 1.0148 |
Largest Winning Trade | 269132 | 269132 | 44315 | 753841 | 753841 | 424808 |
Largest Losing Trade | -38421 | -34444 | -38421 | -552676 | -552676 | -379289 |
Avg Bars in Trades | 31 | 44 | 19 | 31 | 44 | 19 |
Avg Bars in Winners | 42 | 63 | 26 | 42 | 63 | 26 |
Avg Bars in Losers | 23 | 33 | 11 | 23 | 33 | 11 |
Bars Traded | 7198 | 5040 | 2158 | 7198 | 5040 | 2158 |
Profit Streak | 6.5269 | 0 | 32.5269 | 6.5269 | 0 | 32.5269 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319661 | 203555 | -306120 | -578385 | -304988 | -579406 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 78 } }, "second_band": { "type": "dcu", "factors": { "length": 40, "offset": 0 } } }
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{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7280, "evaluation_days": 2426.67, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1552809600000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760215123072, "expiration_time": 1766488320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 78 } }, "second_band": { "type": "dcu", "factors": { "length": 40, "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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