Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429355.1297 | 460061.0486 | -30705.9189 | -49189.1409 | -3369.0119 | -45820.129 |
Total P&L (%) | 429.3551 | 460.061 | -30.7059 | -49.1891 | -3.369 | -45.8201 |
Avg Daily Profit (%) | 0.2312 | 0.2478 | -0.0165 | -0.0365 | -0.0018 | -0.033 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209337 | -204968 | -41786 | -3192625 | -3162668 | -90801 |
Profit Factor | 1.5233 | 1.6258 | 0.6402 | 0.9916 | 0.9994 | 0.8751 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 104 | 53 | 51 | 104 | 53 | 51 |
Losing Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Profitability (%) | 53.886 | 55.2083 | 52.5773 | 53.886 | 55.2083 | 52.5773 |
Ratio Avg Win / Avg Loss | 1.3036 | 1.319 | 0.5774 | 0.8486 | 0.8108 | 0.7893 |
Largest Winning Trade | 164669 | 164669 | 4829 | 813365 | 813365 | 39181 |
Largest Losing Trade | -73353 | -73353 | -8316 | -1376118 | -1376118 | -90801 |
Avg Bars in Trades | 114 | 228 | 1 | 114 | 228 | 1 |
Avg Bars in Winners | 84 | 164 | 1 | 84 | 164 | 1 |
Avg Bars in Losers | 148 | 306 | 1 | 148 | 306 | 1 |
Bars Traded | 22014 | 21908 | 105 | 22014 | 21908 | 105 |
Profit Streak | 16.5615 | 16.6449 | 16.5615 | 16.5615 | 16.6449 | 16.5615 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429084 | 394073 | -579609 | -578195 | -579827 | -579887 |
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{ "first_band": { "type": "ssf", "factors": { "length": 3, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 24, "offset": 0 } } }
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{ "trading_pair": "EGLD_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22283, "evaluation_days": 1856.92, "actual_first_datapoint_time": 1599098400000, "first_datapoint_time": 1599264000000, "last_datapoint_time": 1759572000000, "evaluation_time": 1759577316312, "expiration_time": 1765347753600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 3, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 24, "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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