Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 899714.4845 | 783139.1915 | 116575.293 | 657893.0413 | -15213.2352 | 673106.2765 |
Total P&L (%) | 899.7145 | 783.1392 | 116.5753 | 657.893 | -15.2132 | 673.1063 |
Avg Daily Profit (%) | 0.3734 | 0.3251 | 0.0484 | 0.0841 | -0.0069 | 0.0849 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107484 | -91719 | -48408 | -1584600 | -1452212 | -631968 |
Profit Factor | 2.6874 | 3.3025 | 1.6038 | 1.1671 | 0.9943 | 1.5336 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 50.7463 | 42.4242 | 58.8235 | 50.7463 | 42.4242 | 58.8235 |
Ratio Avg Win / Avg Loss | 2.6083 | 4.482 | 1.1226 | 1.1327 | 1.3494 | 1.0735 |
Largest Winning Trade | 508961 | 508961 | 57351 | 915594 | 915594 | 407326 |
Largest Losing Trade | -41003 | -37431 | -41003 | -626560 | -374772 | -626560 |
Avg Bars in Trades | 134 | 195 | 75 | 134 | 195 | 75 |
Avg Bars in Winners | 174 | 283 | 98 | 174 | 283 | 98 |
Avg Bars in Losers | 92 | 129 | 42 | 92 | 129 | 42 |
Bars Traded | 9014 | 6439 | 2575 | 9014 | 6439 | 2575 |
Profit Streak | 160.9108 | 167.9108 | 160.9108 | 160.9108 | 167.9108 | 160.9108 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104873 | 483004 | -124273 | -236533 | -581114 | -75550 |
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{ "first_band": { "type": "dcm", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 54, "offset": 0 } } }
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{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9637, "evaluation_days": 2409.25, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1554444000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758815494961, "expiration_time": 1764959976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 54, "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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