Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507230.7296 | 495026.4867 | 12204.2429 | -13743.8208 | 297689.9092 | -311433.73 |
Total P&L (%) | 507.2307 | 495.0265 | 12.2042 | -13.7438 | 297.6899 | -311.4337 |
Avg Daily Profit (%) | 0.2105 | 0.2055 | 0.0051 | -0.0061 | 0.0573 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136069 | -109720 | -52959 | -1136082 | -742601 | -643043 |
Profit Factor | 1.7551 | 2.0529 | 1.0605 | 0.9953 | 1.1475 | 0.6657 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 63.7255 | 62.7451 | 64.7059 | 63.7255 | 62.7451 | 64.7059 |
Ratio Avg Win / Avg Loss | 0.999 | 1.2189 | 0.5785 | 0.5666 | 0.6813 | 0.3631 |
Largest Winning Trade | 169361 | 169361 | 28996 | 660157 | 660157 | 186812 |
Largest Losing Trade | -81970 | -81970 | -52959 | -681224 | -681224 | -643043 |
Avg Bars in Trades | 91 | 174 | 8 | 91 | 174 | 8 |
Avg Bars in Winners | 45 | 84 | 6 | 45 | 84 | 6 |
Avg Bars in Losers | 172 | 324 | 11 | 172 | 324 | 11 |
Bars Traded | 9297 | 8880 | 416 | 9297 | 8880 | 416 |
Profit Streak | 72.0832 | 72.0832 | 72.3332 | 72.0832 | 72.0832 | 72.3332 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435748 | -167386 | -615757 | -577351 | -354213 | -757682 |
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{ "first_band": { "type": "kcl", "factors": { "length": 17, "offset": 0, "scalar": 4 } }, "second_band": { "type": "ssf", "factors": { "length": 149, "offset": 0, "poles": 3 } } }
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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": 1550901600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759046385941, "expiration_time": 1764959976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 17, "offset": 0, "scalar": 4 } }, "second_band": { "type": "ssf", "factors": { "length": 149, "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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