Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109261.2536 | 24762.2201 | 84499.0336 | 156627.2952 | 45097.2763 | 111530.0189 |
Total P&L (%) | 109.2613 | 24.7622 | 84.499 | 156.6273 | 45.0973 | 111.53 |
Avg Daily Profit (%) | 0.4196 | 0.0951 | 0.3245 | 0.3626 | 0.143 | 0.2881 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26251 | -29334 | -15010 | -29415 | -33123 | -22525 |
Profit Factor | 1.6377 | 1.2278 | 2.3492 | 1.6097 | 1.2955 | 2.0695 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 94 | 43 | 51 | 94 | 43 | 51 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 72.8682 | 67.1875 | 78.4615 | 72.8682 | 67.1875 | 78.4615 |
Ratio Avg Win / Avg Loss | 0.6098 | 0.5996 | 0.6449 | 0.5994 | 0.6327 | 0.5681 |
Largest Winning Trade | 8750 | 8750 | 7378 | 13534 | 13314 | 13534 |
Largest Losing Trade | -26251 | -26251 | -10309 | -29183 | -29183 | -22525 |
Avg Bars in Trades | 186 | 185 | 187 | 186 | 185 | 187 |
Avg Bars in Winners | 123 | 113 | 132 | 123 | 113 | 132 |
Avg Bars in Losers | 354 | 333 | 386 | 354 | 333 | 386 |
Bars Traded | 24065 | 11894 | 12171 | 24065 | 11894 | 12171 |
Profit Streak | 13.5524 | 31.4274 | 13.5524 | 13.5524 | 31.4274 | 13.5524 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461146 | -208575 | -118403 | 441666 | -142280 | -119254 |
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{ "first_band": { "type": "ssf", "factors": { "length": 109, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 204, "offset": 0, "a": 0.46713 } } }
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{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736410500000, "last_datapoint_time": 1758726900000, "evaluation_time": 1759045529135, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 109, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 204, "offset": 0, "a": 0.46713 } } }
# | 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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