Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 645920.2187 | 541810.125 | 104110.0936 | 530922.2845 | 537867.7804 | -6945.4959 |
Total P&L (%) | 645.9202 | 541.8101 | 104.1101 | 530.9223 | 537.8678 | -6.9455 |
Avg Daily Profit (%) | 0.2787 | 0.2338 | 0.0449 | 0.0795 | 0.08 | -0.0031 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130398 | -95125 | -238143 | -1450592 | -1027885 | -942915 |
Profit Factor | 1.2432 | 1.4229 | 1.0757 | 1.0426 | 1.0855 | 0.9989 |
Total Trades | 1003 | 501 | 502 | 1003 | 501 | 502 |
Winning Trades | 337 | 158 | 179 | 337 | 158 | 179 |
Losing Trades | 666 | 343 | 323 | 666 | 343 | 323 |
Profitability (%) | 33.5992 | 31.5369 | 35.6574 | 33.5992 | 31.5369 | 35.6574 |
Ratio Avg Win / Avg Loss | 2.4568 | 3.0889 | 1.9411 | 2.0605 | 2.3564 | 1.8024 |
Largest Winning Trade | 133904 | 133904 | 64015 | 468871 | 468871 | 310502 |
Largest Losing Trade | -20672 | -15400 | -20672 | -152040 | -146197 | -152040 |
Avg Bars in Trades | 9 | 8 | 9 | 9 | 8 | 9 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 5 | 4 | 5 | 5 | 4 | 5 |
Bars Traded | 9244 | 4471 | 4773 | 9244 | 4471 | 4773 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312816 | 195571 | -272263 | -259783 | -215985 | -581232 |
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{ "first_band": { "type": "ssf", "factors": { "length": 28, "offset": 0, "poles": 3 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9270, "evaluation_days": 2317.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1559347200000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759565498105, "expiration_time": 1765564560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 28, "offset": 0, "poles": 3 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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