Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -993308.7702 | -100651.197 | -892657.5731 | 105508.998 | -3752653.603 | 3858162.6011 |
Total P&L (%) | -993.3088 | -100.6512 | -892.6576 | 105.509 | -3752.6536 | 3858.1626 |
Avg Daily Profit (%) | -0.4109 | -0.0416 | -0.3693 | 0.0298 | 0 | 0.1523 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1115929 | -205391 | -994100 | -5270424 | -4343862 | -929196 |
Profit Factor | 0.3651 | 0.7356 | 0.246 | 1.0145 | 0.2746 | 2.8272 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 40 | 19 | 21 | 34 | 15 | 19 |
Losing Trades | 25 | 13 | 12 | 31 | 17 | 14 |
Profitability (%) | 61.5385 | 59.375 | 63.6364 | 52.3077 | 46.875 | 57.5758 |
Ratio Avg Win / Avg Loss | 0.2282 | 0.5033 | 0.1406 | 0.925 | 0.3112 | 2.0832 |
Largest Winning Trade | 33800 | 33800 | 27958 | 4125066 | 835105 | 4125066 |
Largest Losing Trade | -748868 | -64810 | -748868 | -2715866 | -2715866 | -783361 |
Avg Bars in Trades | 106 | 121 | 93 | 106 | 121 | 93 |
Avg Bars in Winners | 53 | 49 | 56 | 66 | 51 | 78 |
Avg Bars in Losers | 192 | 226 | 156 | 150 | 182 | 112 |
Bars Traded | 6946 | 3875 | 3071 | 6946 | 3875 | 3071 |
Profit Streak | 34.3753 | 34.3753 | 40.7086 | 34.3753 | 34.3753 | 40.7086 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -713837 | -579053 | -578047 | -493586 | -581483 | 538961 |
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{ "first_band": { "type": "dcm", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 205, "offset": 0 } } }
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{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7252, "evaluation_days": 2417.33, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1556438400000, "last_datapoint_time": 1759392000000, "evaluation_time": 1759424421905, "expiration_time": 1765657728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 205, "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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