Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3206083.9821 | 3065921.4124 | 140162.5697 | 1715863.1651 | 1643025.2958 | 72837.8692 |
Total P&L (%) | 3206.084 | 3065.9214 | 140.1626 | 1715.8632 | 1643.0253 | 72.8379 |
Avg Daily Profit (%) | 1.3863 | 1.3257 | 0.0606 | 0.1254 | 0.1237 | 0.0237 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139944 | -96334 | -107825 | -3885901 | -2695397 | -2259477 |
Profit Factor | 4.5372 | 7.1837 | 1.3414 | 1.098 | 1.1683 | 1.0094 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 36.5385 | 28.8462 | 44.2308 | 36.5385 | 28.8462 | 44.2308 |
Ratio Avg Win / Avg Loss | 7.8805 | 17.7198 | 1.6913 | 1.9071 | 2.8819 | 1.2727 |
Largest Winning Trade | 2792587 | 2792587 | 83024 | 4215122 | 4215122 | 1000219 |
Largest Losing Trade | -44077 | -32032 | -44077 | -1515278 | -1302939 | -1515278 |
Avg Bars in Trades | 66 | 60 | 71 | 66 | 60 | 71 |
Avg Bars in Winners | 124 | 133 | 119 | 124 | 133 | 119 |
Avg Bars in Losers | 32 | 30 | 34 | 32 | 30 | 34 |
Bars Traded | 6882 | 3151 | 3731 | 6882 | 3151 | 3731 |
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 | 582197 | -171045 | -292849 | -141698 | -254954 | -553737 |
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{ "first_band": { "type": "ssf", "factors": { "length": 123, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 32, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6938, "evaluation_days": 2312.67, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1560240000000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759137974891, "expiration_time": 1765127232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 123, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 32, "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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