Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414738.0776 | 246710.4502 | 168027.6273 | 180353.072 | -667042.2402 | 847395.3122 |
Total P&L (%) | 414.7381 | 246.7105 | 168.0276 | 180.3531 | -667.0422 | 847.3953 |
Avg Daily Profit (%) | 0.2296 | 0.1366 | 0.093 | 0.0571 | 0 | 0.1246 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131748 | -100792 | -88337 | -1792286 | -1208222 | -1342049 |
Profit Factor | 1.5816 | 1.6609 | 1.4945 | 1.0333 | 0.7582 | 1.3181 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 66 | 24 | 42 | 66 | 24 | 42 |
Losing Trades | 88 | 53 | 35 | 88 | 53 | 35 |
Profitability (%) | 42.8571 | 31.1688 | 54.5455 | 42.8571 | 31.1688 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.1089 | 3.6679 | 1.2454 | 1.3777 | 1.6744 | 1.0984 |
Largest Winning Trade | 253325 | 253325 | 63644 | 754700 | 433108 | 754700 |
Largest Losing Trade | -49438 | -21479 | -49438 | -648868 | -212346 | -648868 |
Avg Bars in Trades | 34 | 25 | 43 | 34 | 25 | 43 |
Avg Bars in Winners | 51 | 43 | 56 | 51 | 43 | 56 |
Avg Bars in Losers | 22 | 17 | 28 | 22 | 17 | 28 |
Bars Traded | 5347 | 1986 | 3361 | 5347 | 1986 | 3361 |
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 | 317513 | -56522 | -108850 | -302589 | -627003 | -67454 |
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{ "first_band": { "type": "ssf", "factors": { "length": 144, "offset": 0, "poles": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5418, "evaluation_days": 1806, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603382400000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758794744661, "expiration_time": 1763468352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 144, "offset": 0, "poles": 2 } }, "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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