Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 777369.4228 | 643419.4252 | 133949.9976 | 1285949.1658 | 487711.8579 | 798237.308 |
Total P&L (%) | 777.3694 | 643.4194 | 133.95 | 1285.9492 | 487.7119 | 798.2373 |
Avg Daily Profit (%) | 0.3226 | 0.267 | 0.0556 | 0.1091 | 0.0735 | 0.0911 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115961 | -95868 | -213636 | -3230654 | -2642682 | -1456115 |
Profit Factor | 1.4141 | 1.688 | 1.1422 | 1.0549 | 1.0392 | 1.0727 |
Total Trades | 663 | 332 | 331 | 663 | 332 | 331 |
Winning Trades | 231 | 111 | 120 | 231 | 111 | 120 |
Losing Trades | 432 | 221 | 211 | 432 | 221 | 211 |
Profitability (%) | 34.8416 | 33.4337 | 36.2538 | 34.8416 | 33.4337 | 36.2538 |
Ratio Avg Win / Avg Loss | 2.6445 | 3.3608 | 2.0083 | 1.9728 | 2.069 | 1.8862 |
Largest Winning Trade | 317337 | 317337 | 36660 | 1336345 | 1336345 | 1203346 |
Largest Losing Trade | -22952 | -22952 | -20529 | -410492 | -410492 | -401842 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
Bars Traded | 4782 | 2351 | 2431 | 4782 | 2351 | 2431 |
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 | 317655 | 245670 | -185622 | -208028 | -276069 | -214189 |
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{ "first_band": { "type": "wma", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "ZIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4820, "evaluation_days": 2410, "actual_first_datapoint_time": 1550534400000, "first_datapoint_time": 1551009600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758909688625, "expiration_time": 1764961920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "vwap", "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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