Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2763245.3025 | 2797880.964 | -34635.6615 | -56942.8965 | 271816.0139 | -328758.9103 |
Total P&L (%) | 2763.2453 | 2797.881 | -34.6357 | -56.9429 | 271.816 | -328.7589 |
Avg Daily Profit (%) | 1.1391 | 1.1534 | -0.0143 | -0.0347 | 0.0542 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -259590 | -212986 | -55143 | -1803029 | -1462866 | -355864 |
Profit Factor | 5.6334 | 6.9189 | 0.7199 | 0.9779 | 1.1295 | 0.3201 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 34.6154 | 30.7692 | 38.4615 | 34.6154 | 30.7692 | 38.4615 |
Ratio Avg Win / Avg Loss | 10.641 | 15.5676 | 1.1519 | 1.8472 | 2.5415 | 0.5121 |
Largest Winning Trade | 3065304 | 3065304 | 18843 | 1787763 | 1787763 | 39560 |
Largest Losing Trade | -45808 | -45808 | -18649 | -556133 | -556133 | -178671 |
Avg Bars in Trades | 115 | 214 | 15 | 115 | 214 | 15 |
Avg Bars in Winners | 169 | 352 | 23 | 169 | 352 | 23 |
Avg Bars in Losers | 86 | 154 | 11 | 86 | 154 | 11 |
Bars Traded | 9000 | 8382 | 618 | 9000 | 8382 | 618 |
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 | -23040 | 523547 | -583300 | -622760 | -204989 | -584966 |
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{ "first_band": { "type": "kcl", "factors": { "length": 158, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 122, "offset": 0 } } }
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{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9703, "evaluation_days": 2425.75, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1553947200000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760155631899, "expiration_time": 1766428344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 158, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 122, "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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