Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 959556.0425 | 776702.6531 | 182853.3893 | 2796143.0877 | 523194.7936 | 2272948.294 |
Total P&L (%) | 959.556 | 776.7027 | 182.8534 | 2796.1431 | 523.1948 | 2272.9483 |
Avg Daily Profit (%) | 0.3982 | 0.3223 | 0.0759 | 0.1398 | 0.076 | 0.1315 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116887 | -88820 | -112221 | -7667358 | -5904054 | -1998966 |
Profit Factor | 1.7835 | 2.1657 | 1.3275 | 1.0901 | 1.0299 | 1.168 |
Total Trades | 261 | 131 | 130 | 261 | 131 | 130 |
Winning Trades | 93 | 39 | 54 | 93 | 39 | 54 |
Losing Trades | 168 | 92 | 76 | 168 | 92 | 76 |
Profitability (%) | 35.6322 | 29.771 | 41.5385 | 35.6322 | 29.771 | 41.5385 |
Ratio Avg Win / Avg Loss | 3.2218 | 5.1087 | 1.8683 | 1.9692 | 2.4295 | 1.6439 |
Largest Winning Trade | 406589 | 406589 | 37174 | 4324245 | 4324245 | 1650784 |
Largest Losing Trade | -25400 | -23473 | -25400 | -955348 | -955348 | -761167 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 32 | 39 | 27 | 32 | 39 | 27 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 4779 | 2436 | 2343 | 4779 | 2436 | 2343 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330105 | 161524 | -93501 | -130271 | -286367 | -54913 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 11, "offset": 0, "poles": 3 } } }
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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": 1551441600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758845703817, "expiration_time": 1764961920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 11, "offset": 0, "poles": 3 } } }
# | 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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