Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232665.3378 | 2745.3015 | 229920.0363 | 144862.9746 | -59317.3454 | 204180.3199 |
Total P&L (%) | 232.6653 | 2.7453 | 229.92 | 144.863 | -59.3173 | 204.1803 |
Avg Daily Profit (%) | 0.1523 | 0.0018 | 0.1505 | 0.0587 | -0.0589 | 0.0729 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88058 | -97859 | -42981 | -134380 | -99421 | -67397 |
Profit Factor | 1.5821 | 1.0113 | 2.469 | 1.243 | 0.8306 | 1.83 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 27 | 10 | 17 | 27 | 10 | 17 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 45 | 33.3333 | 56.6667 | 45 | 33.3333 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.9337 | 2.0226 | 1.8881 | 1.5192 | 1.6612 | 1.3994 |
Largest Winning Trade | 73733 | 69062 | 73733 | 113945 | 81171 | 113945 |
Largest Losing Trade | -38202 | -29992 | -38202 | -49266 | -44954 | -49266 |
Avg Bars in Trades | 99 | 74 | 123 | 99 | 74 | 123 |
Avg Bars in Winners | 152 | 127 | 167 | 152 | 127 | 167 |
Avg Bars in Losers | 55 | 48 | 64 | 55 | 48 | 64 |
Bars Traded | 5941 | 2249 | 3692 | 5941 | 2249 | 3692 |
Profit Streak | 0 | 0 | 48.7224 | 0 | 0 | 48.7224 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165311 | -569713 | 478176 | -289198 | -584529 | -91910 |
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{ "first_band": { "type": "ssf", "factors": { "length": 236, "offset": 0, "poles": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 61, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "FLOW_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6109, "evaluation_days": 1527.25, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1627646400000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759598418392, "expiration_time": 1763537832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 236, "offset": 0, "poles": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 61, "offset": 0, "poles": 3 } } }
# | 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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