Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252874.793 | 9641.5534 | 243233.2395 | 101661.6559 | -121196.555 | 222858.211 |
Total P&L (%) | 252.8748 | 9.6416 | 243.2332 | 101.6617 | -121.1966 | 222.8582 |
Avg Daily Profit (%) | 0.1665 | 0.0063 | 0.1602 | 0.0462 | 0 | 0.0772 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96301 | -174939 | -56423 | -113254 | -172126 | -54312 |
Profit Factor | 1.2304 | 1.0134 | 1.6469 | 1.1031 | 0.8149 | 1.6733 |
Total Trades | 384 | 192 | 192 | 384 | 192 | 192 |
Winning Trades | 197 | 78 | 119 | 197 | 78 | 119 |
Losing Trades | 187 | 114 | 73 | 187 | 114 | 73 |
Profitability (%) | 51.3021 | 40.625 | 61.9792 | 51.3021 | 40.625 | 61.9792 |
Ratio Avg Win / Avg Loss | 1.1679 | 1.4811 | 1.0103 | 1.0471 | 1.191 | 1.0265 |
Largest Winning Trade | 68020 | 68020 | 23937 | 47618 | 47618 | 32684 |
Largest Losing Trade | -46149 | -37464 | -46149 | -43552 | -31212 | -43552 |
Avg Bars in Trades | 11 | 16 | 6 | 11 | 16 | 6 |
Avg Bars in Winners | 10 | 17 | 6 | 10 | 17 | 6 |
Avg Bars in Losers | 12 | 16 | 7 | 12 | 16 | 7 |
Bars Traded | 4522 | 3251 | 1271 | 4522 | 3251 | 1271 |
Profit Streak | 5.4127 | 0 | 7.746 | 5.4127 | 0 | 7.746 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365591 | -558870 | 440837 | -235137 | -582029 | -84850 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 42, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "FLOW_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4556, "evaluation_days": 1518.67, "actual_first_datapoint_time": 1627632000000, "first_datapoint_time": 1628265600000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758851655196, "expiration_time": 1762752384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 42, "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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