Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407212.2836 | 308183.7906 | 99028.493 | 504707.1261 | 381537.0526 | 123170.0735 |
Total P&L (%) | 407.2123 | 308.1838 | 99.0285 | 504.7071 | 381.5371 | 123.1701 |
Avg Daily Profit (%) | 0.333 | 0.252 | 0.081 | 0.1473 | 0.1286 | 0.0657 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89236 | -56408 | -66408 | -335987 | -274918 | -314897 |
Profit Factor | 1.8711 | 2.5254 | 1.373 | 1.3187 | 1.5245 | 1.1438 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 47.2222 | 38.8889 | 55.5556 | 47.2222 | 38.8889 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.0912 | 3.9685 | 1.0984 | 1.4738 | 2.3957 | 0.915 |
Largest Winning Trade | 145125 | 145125 | 37837 | 301480 | 301480 | 133957 |
Largest Losing Trade | -49385 | -22225 | -49385 | -168701 | -100353 | -168701 |
Avg Bars in Trades | 50 | 48 | 51 | 50 | 48 | 51 |
Avg Bars in Winners | 64 | 68 | 61 | 64 | 68 | 61 |
Avg Bars in Losers | 37 | 35 | 39 | 37 | 35 | 39 |
Bars Traded | 3603 | 1743 | 1860 | 3603 | 1743 | 1860 |
Profit Streak | 0 | 0 | 92.4022 | 0 | 0 | 92.4022 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72548 | 308035 | -82635 | -80712 | -23090 | -167584 |
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{ "first_band": { "type": "ssf", "factors": { "length": 113, "offset": 0, "poles": 2 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.06722, "nb": 0.1, "nc": 0.04748 } } }
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{ "trading_pair": "OP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3669, "evaluation_days": 1223, "actual_first_datapoint_time": 1654070400000, "first_datapoint_time": 1654070400000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759743546444, "expiration_time": 1762878816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 113, "offset": 0, "poles": 2 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.06722, "nb": 0.1, "nc": 0.04748 } } }
# | 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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