Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1342296.5462 | -113551.9932 | -1228744.553 | 424986.3896 | -4260932.5588 | 4685918.9483 |
Total P&L (%) | -1342.2965 | -113.552 | -1228.7446 | 424.9864 | -4260.9326 | 4685.9189 |
Avg Daily Profit (%) | -0.5536 | -0.0468 | -0.5068 | 0.0684 | 0 | 0.1597 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1440796 | -149707 | -1360122 | -4875473 | -4557627 | -1485501 |
Profit Factor | 0.2971 | 0.701 | 0.1967 | 1.0451 | 0.3581 | 2.6806 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 46 | 21 | 25 | 42 | 19 | 23 |
Losing Trades | 28 | 16 | 12 | 32 | 18 | 14 |
Profitability (%) | 62.1622 | 56.7568 | 67.5676 | 56.7568 | 51.3514 | 62.1622 |
Ratio Avg Win / Avg Loss | 0.1808 | 0.5341 | 0.0944 | 0.7963 | 0.3393 | 1.6317 |
Largest Winning Trade | 41604 | 35247 | 41604 | 3713739 | 888098 | 3713739 |
Largest Losing Trade | -1067858 | -61165 | -1067858 | -1783428 | -1783428 | -1469341 |
Avg Bars in Trades | 126 | 139 | 113 | 126 | 139 | 113 |
Avg Bars in Winners | 66 | 62 | 69 | 84 | 57 | 106 |
Avg Bars in Losers | 225 | 240 | 205 | 182 | 225 | 126 |
Bars Traded | 9370 | 5153 | 4217 | 9370 | 5153 | 4217 |
Profit Streak | 32.2497 | 35.4997 | 32.2497 | 32.2497 | 35.4997 | 32.2497 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -646704 | -579353 | -577954 | -340811 | -580054 | 537461 |
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{ "first_band": { "type": "midprice", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 250, "offset": 0 } } }
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{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9698, "evaluation_days": 2424.5, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1555934400000, "last_datapoint_time": 1760032800000, "evaluation_time": 1760054378178, "expiration_time": 1766317104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 250, "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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