Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 689321.5742 | 569872.728 | 119448.8462 | 744807.128 | -177670.9267 | 922478.0547 |
Total P&L (%) | 689.3216 | 569.8727 | 119.4488 | 744.8071 | -177.6709 | 922.4781 |
Avg Daily Profit (%) | 0.286 | 0.2365 | 0.0496 | 0.0886 | 0 | 0.0965 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153720 | -78966 | -120485 | -1691221 | -1409225 | -739442 |
Profit Factor | 1.8099 | 2.2827 | 1.2936 | 1.1059 | 0.9544 | 1.2939 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Profitability (%) | 50.625 | 50 | 51.25 | 50.625 | 50 | 51.25 |
Ratio Avg Win / Avg Loss | 1.7652 | 2.2827 | 1.2305 | 1.0786 | 0.9544 | 1.2308 |
Largest Winning Trade | 259559 | 259559 | 67443 | 638878 | 487711 | 638878 |
Largest Losing Trade | -39793 | -37581 | -39793 | -457518 | -457518 | -432243 |
Avg Bars in Trades | 29 | 25 | 33 | 29 | 25 | 33 |
Avg Bars in Winners | 36 | 30 | 41 | 36 | 30 | 41 |
Avg Bars in Losers | 22 | 20 | 24 | 22 | 20 | 24 |
Bars Traded | 4695 | 2039 | 2656 | 4695 | 2039 | 2656 |
Profit Streak | 11.8574 | 22.3574 | 11.8574 | 11.8574 | 22.3574 | 11.8574 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 521668 | -5936 | -145346 | -176007 | -599410 | -82330 |
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{ "first_band": { "type": "bbm", "factors": { "length": 115, "offset": 0, "std": 1.11087 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": 1555459200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758875678186, "expiration_time": 1764961920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 115, "offset": 0, "std": 1.11087 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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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