Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141840.0386 | 168799.7154 | -26959.6768 | -110949.0481 | -11396.2598 | -99552.7883 |
Total P&L (%) | 141.84 | 168.7997 | -26.9597 | -110.949 | -11.3963 | -99.5528 |
Avg Daily Profit (%) | 0.1362 | 0.162 | -0.0259 | 0 | -0.0116 | -0.518 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182097 | -84557 | -199832 | -200285 | -53070 | -172865 |
Profit Factor | 1.098 | 1.2596 | 0.9662 | 0.8378 | 0.9593 | 0.7538 |
Total Trades | 511 | 255 | 256 | 511 | 255 | 256 |
Winning Trades | 286 | 142 | 144 | 236 | 121 | 115 |
Losing Trades | 225 | 113 | 112 | 275 | 134 | 141 |
Profitability (%) | 55.9687 | 55.6863 | 56.25 | 46.184 | 47.451 | 44.9219 |
Ratio Avg Win / Avg Loss | 0.8638 | 1.0024 | 0.7515 | 0.9763 | 1.0623 | 0.9242 |
Largest Winning Trade | 35432 | 35432 | 24229 | 28461 | 19456 | 28461 |
Largest Losing Trade | -105815 | -27286 | -105815 | -66086 | -14853 | -66086 |
Avg Bars in Trades | 48 | 40 | 56 | 48 | 40 | 56 |
Avg Bars in Winners | 41 | 30 | 52 | 50 | 43 | 58 |
Avg Bars in Losers | 57 | 52 | 62 | 46 | 37 | 55 |
Bars Traded | 24787 | 10267 | 14520 | 24787 | 10267 | 14520 |
Profit Streak | 0 | 0 | 0 | 5.7264 | 22.4347 | 5.7264 |
Trades During Streak | 0 | 0 | 0 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122251 | 311381 | -579184 | -578418 | -577772 | -581266 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 154, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "LPT_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669622400000, "first_datapoint_time": 1670014800000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759623962101, "expiration_time": 1766102400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 154, "offset": 0, "poles": 2 } } }
# | 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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