Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -814741.6729 | 20715.0313 | -835456.7042 | 2884451.569 | -5471878.4229 | 8356329.9919 |
Total P&L (%) | -814.7417 | 20.715 | -835.4567 | 2884.4516 | -5471.8784 | 8356.33 |
Avg Daily Profit (%) | -0.3369 | 0.0086 | -0.3454 | 0.1405 | 0 | 0.1837 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1090097 | -119188 | -1055107 | -4354465 | -6398754 | -1540505 |
Profit Factor | 0.4495 | 1.0662 | 0.284 | 1.2071 | 0.4674 | 3.289 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 53 | 25 | 28 | 51 | 23 | 28 |
Losing Trades | 19 | 11 | 8 | 21 | 13 | 8 |
Profitability (%) | 73.6111 | 69.4444 | 77.7778 | 70.8333 | 63.8889 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.1611 | 0.4691 | 0.0811 | 0.4971 | 0.2642 | 0.9397 |
Largest Winning Trade | 59808 | 59808 | 43706 | 6183292 | 1169387 | 6183292 |
Largest Losing Trade | -799818 | -65252 | -799818 | -2536671 | -2536671 | -1355065 |
Avg Bars in Trades | 65 | 75 | 54 | 65 | 75 | 54 |
Avg Bars in Winners | 30 | 33 | 28 | 36 | 30 | 41 |
Avg Bars in Losers | 160 | 172 | 143 | 133 | 155 | 98 |
Bars Traded | 4683 | 2729 | 1954 | 4683 | 2729 | 1954 |
Profit Streak | 36.9663 | 58.9663 | 36.9663 | 36.9663 | 58.9663 | 36.9663 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -659711 | -333722 | -576189 | -86479 | -578001 | 575871 |
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{ "first_band": { "type": "linreg", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 13, "offset": 91 } } }
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{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4837, "evaluation_days": 2418.5, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1554984000000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759489891294, "expiration_time": 1765718352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 13, "offset": 91 } } }
# | 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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