Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 42929.9456 | 20126.4418 | 22803.5038 | 47023.8948 | 18558.4993 | 28465.3955 |
Total P&L (%) | 42.9299 | 20.1264 | 22.8035 | 47.0239 | 18.5585 | 28.4654 |
Avg Daily Profit (%) | 0.8243 | 0.3865 | 0.4379 | 0.7428 | 0.3274 | 0.4821 |
Buy And Hold Return (%) | 15.5134 | 15.5134 | 15.5134 | 15.5134 | 15.5134 | 15.5134 |
Max Trade Drawdown | -29260 | -12113 | -18378 | -30893 | -17852 | -18968 |
Profit Factor | 1.5092 | 1.4666 | 1.5537 | 1.4458 | 1.334 | 1.5702 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 64.1667 | 60 | 68.3333 | 64.1667 | 60 | 68.3333 |
Ratio Avg Win / Avg Loss | 0.8428 | 0.9778 | 0.72 | 0.8074 | 0.8893 | 0.7276 |
Largest Winning Trade | 13336 | 13336 | 5524 | 13467 | 13467 | 6322 |
Largest Losing Trade | -11877 | -5595 | -11877 | -11699 | -7283 | -11699 |
Avg Bars in Trades | 194 | 146 | 241 | 194 | 146 | 241 |
Avg Bars in Winners | 162 | 116 | 202 | 162 | 116 | 202 |
Avg Bars in Losers | 251 | 191 | 326 | 251 | 191 | 326 |
Bars Traded | 23305 | 8791 | 14514 | 23305 | 8791 | 14514 |
Profit Streak | 6.6546 | 8.7275 | 6.6546 | 6.6546 | 8.7275 | 6.6546 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374709 | -233005 | -178129 | 350849 | -265764 | -166061 |
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{ "first_band": { "type": "ssf", "factors": { "length": 155, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcl", "factors": { "length": 247, "offset": 0, "scalar": 1 } } }
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{ "trading_pair": "LINK_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547660000, "first_datapoint_time": 1754591940000, "last_datapoint_time": 1759047480000, "evaluation_time": 1759574556465, "expiration_time": 1765527480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 155, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcl", "factors": { "length": 247, "offset": 0, "scalar": 1 } } }
# | 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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