Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2794922.8239 | 2759085.6518 | 35837.1721 | 25170672.4709 | 42403124.7513 | -17232452.2803 |
Total P&L (%) | 2794.9228 | 2759.0857 | 35.8372 | 25170.6725 | 42403.1248 | -17232.4523 |
Avg Daily Profit (%) | 1.3678 | 1.3503 | 0.0175 | 0.2711 | 0.2966 | 0 |
Buy And Hold Return (%) | 2746.5608 | 2746.5608 | 2746.5608 | 2746.5608 | 2746.5608 | 2746.5608 |
Max Trade Drawdown | -103841 | -93187 | -98639 | -16281151 | -10451699 | -23698715 |
Profit Factor | 5.8722 | 11.026 | 1.1201 | 1.4192 | 2.9577 | 0.551 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 39.6825 | 38.7097 | 40.625 | 39.6825 | 38.7097 | 40.625 |
Ratio Avg Win / Avg Loss | 8.9257 | 17.4578 | 1.637 | 2.1573 | 4.683 | 0.8053 |
Largest Winning Trade | 1800563 | 1800563 | 83665 | 17277942 | 17277942 | 5480616 |
Largest Losing Trade | -41046 | -41046 | -33947 | -7581213 | -4238956 | -7581213 |
Avg Bars in Trades | 93 | 92 | 94 | 93 | 92 | 94 |
Avg Bars in Winners | 177 | 187 | 168 | 177 | 187 | 168 |
Avg Bars in Losers | 38 | 33 | 44 | 38 | 33 | 44 |
Bars Traded | 5913 | 2880 | 3033 | 5913 | 2880 | 3033 |
Profit Streak | 383.6723 | 398.6723 | 383.6723 | 383.6723 | 398.6723 | 383.6723 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -292532 | -146032 | -425624 | -143757 | 384012 | -583870 |
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{ "first_band": { "type": "ssf", "factors": { "length": 83, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 147, "offset": 0 } } }
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{ "trading_pair": "FTM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6130, "evaluation_days": 2043.33, "actual_first_datapoint_time": 1560211200000, "first_datapoint_time": 1564416000000, "last_datapoint_time": 1736726400000, "evaluation_time": 1759248486880, "expiration_time": 1742022720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 83, "offset": 0, "poles": 3 } }, "second_band": { "type": "tema", "factors": { "length": 147, "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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