Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2791038.9392 | -54569.173 | -2736469.7662 | -100115.4527 | -5637028.9893 | 5536913.5367 |
Total P&L (%) | -2791.0389 | -54.5692 | -2736.4698 | -100.1155 | -5637.029 | 5536.9135 |
Avg Daily Profit (%) | -1.2064 | -0.0236 | -1.1828 | 0 | 0 | 0.1744 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -3016477 | -218036 | -2942478 | -5390943 | -5789867 | -2777442 |
Profit Factor | 0.3055 | 0.9055 | 0.2048 | 0.9925 | 0.2371 | 1.9303 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 114 | 50 | 64 | 88 | 40 | 48 |
Losing Trades | 86 | 50 | 36 | 112 | 60 | 52 |
Profitability (%) | 57 | 50 | 64 | 44 | 40 | 48 |
Ratio Avg Win / Avg Loss | 0.2304 | 0.9055 | 0.1152 | 1.2632 | 0.3556 | 2.0912 |
Largest Winning Trade | 60946 | 50554 | 60946 | 7872194 | 592529 | 7872194 |
Largest Losing Trade | -2615460 | -59646 | -2615460 | -2132366 | -2132366 | -1694386 |
Avg Bars in Trades | 45 | 34 | 56 | 45 | 34 | 56 |
Avg Bars in Winners | 35 | 27 | 41 | 43 | 30 | 55 |
Avg Bars in Losers | 58 | 41 | 82 | 46 | 37 | 57 |
Bars Traded | 9079 | 3459 | 5620 | 9079 | 3459 | 5620 |
Profit Streak | 56.2192 | 102.4692 | 56.2192 | 0 | 0 | 0 |
Trades During Streak | 4 | 6 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577361 | -579592 | -578269 | -580397 | -584954 | 375103 |
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{ "first_band": { "type": "midprice", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 203, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9254, "evaluation_days": 2313.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561593600000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759230939822, "expiration_time": 1765208592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 203, "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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