Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -388130.4513 | 66396.514 | -454526.9653 | 6966404.6541 | 522801.4816 | 6443603.1725 |
Total P&L (%) | -388.1305 | 66.3965 | -454.527 | 6966.4047 | 522.8015 | 6443.6032 |
Avg Daily Profit (%) | -0.1611 | 0.0276 | -0.1887 | 0.1769 | 0.0759 | 0.1737 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -761581 | -61901 | -751630 | -3481649 | -1739476 | -1859393 |
Profit Factor | 0.6069 | 1.3395 | 0.426 | 1.9823 | 1.1202 | 3.3502 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 91 | 45 | 46 | 91 | 44 | 47 |
Losing Trades | 20 | 11 | 9 | 20 | 12 | 8 |
Profitability (%) | 81.982 | 80.3571 | 83.6364 | 81.982 | 78.5714 | 85.4545 |
Ratio Avg Win / Avg Loss | 0.1334 | 0.3274 | 0.0834 | 0.4357 | 0.3055 | 0.5702 |
Largest Winning Trade | 53390 | 53390 | 31025 | 1520252 | 411475 | 1520252 |
Largest Losing Trade | -542981 | -53265 | -542981 | -1693457 | -1693457 | -1429883 |
Avg Bars in Trades | 79 | 38 | 121 | 79 | 38 | 121 |
Avg Bars in Winners | 39 | 17 | 59 | 50 | 17 | 80 |
Avg Bars in Losers | 265 | 125 | 436 | 213 | 115 | 361 |
Bars Traded | 8858 | 2173 | 6685 | 8858 | 2173 | 6685 |
Profit Streak | 189.3332 | 189.3332 | 216.0832 | 189.3332 | 189.3332 | 216.0832 |
Trades During Streak | 14 | 7 | 7 | 14 | 7 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574494 | -332309 | -755133 | 544030 | -356016 | -162738 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 243, "offset": 192 } } }
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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": 1559952000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759046387325, "expiration_time": 1764959976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 243, "offset": 192 } } }
# | 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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