Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 778114.6113 | 628914.2826 | 149200.3287 | 1906453.9575 | 450914.1539 | 1455539.8036 |
Total P&L (%) | 778.1146 | 628.9143 | 149.2003 | 1906.454 | 450.9142 | 1455.5398 |
Avg Daily Profit (%) | 0.323 | 0.261 | 0.0619 | 0.1246 | 0.0709 | 0.114 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155084 | -81988 | -215869 | -1810471 | -1841509 | -928602 |
Profit Factor | 1.3794 | 1.635 | 1.1407 | 1.1256 | 1.0554 | 1.207 |
Total Trades | 870 | 435 | 435 | 870 | 435 | 435 |
Winning Trades | 276 | 135 | 141 | 276 | 135 | 141 |
Losing Trades | 594 | 300 | 294 | 594 | 300 | 294 |
Profitability (%) | 31.7241 | 31.0345 | 32.4138 | 31.7241 | 31.0345 | 32.4138 |
Ratio Avg Win / Avg Loss | 2.9687 | 3.6334 | 2.3784 | 2.4225 | 2.3453 | 2.5167 |
Largest Winning Trade | 282751 | 282751 | 45478 | 1089897 | 1089897 | 539072 |
Largest Losing Trade | -20529 | -15130 | -20529 | -244449 | -244449 | -224770 |
Avg Bars in Trades | 11 | 10 | 11 | 11 | 10 | 11 |
Avg Bars in Winners | 21 | 21 | 22 | 21 | 21 | 22 |
Avg Bars in Losers | 5 | 5 | 6 | 5 | 5 | 6 |
Bars Traded | 9603 | 4655 | 4948 | 9603 | 4655 | 4948 |
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 | 305401 | 225925 | -179748 | -109835 | -262227 | -44638 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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": 1550901600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758898885912, "expiration_time": 1764959976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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