Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374402.8767 | 330013.48 | 44389.3967 | 5887.8539 | 20033.0129 | -14145.1589 |
Total P&L (%) | 374.4029 | 330.0135 | 44.3894 | 5.8879 | 20.033 | -14.1452 |
Avg Daily Profit (%) | 0.1635 | 0.1441 | 0.0194 | 0.0025 | 0.008 | -0.0067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142838 | -124893 | -170377 | -156594 | -111202 | -146680 |
Profit Factor | 1.5384 | 2.0298 | 1.1184 | 1.0092 | 1.0706 | 0.9602 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 48.8889 | 42.2222 | 55.5556 | 48.8889 | 42.2222 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.6084 | 2.7776 | 0.8947 | 1.0551 | 1.465 | 0.7681 |
Largest Winning Trade | 221662 | 221662 | 68303 | 97156 | 97156 | 67937 |
Largest Losing Trade | -44360 | -31876 | -44360 | -60804 | -26625 | -60804 |
Avg Bars in Trades | 49 | 40 | 58 | 49 | 40 | 58 |
Avg Bars in Winners | 69 | 56 | 78 | 69 | 56 | 78 |
Avg Bars in Losers | 30 | 28 | 31 | 30 | 28 | 31 |
Bars Traded | 4438 | 1828 | 2610 | 4438 | 1828 | 2610 |
Profit Streak | 0 | 0 | 76.9045 | 0 | 0 | 76.9045 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351679 | 7128 | -259397 | -565836 | -334861 | -579434 |
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{ "first_band": { "type": "ssf", "factors": { "length": 165, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "ALGO_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4581, "evaluation_days": 2290.5, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1562068800000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759052548781, "expiration_time": 1764954576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 165, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "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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