Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2855134.0331 | 2834571.6659 | 20562.3672 | 10690183.0446 | 24746386.1205 | -14056203.0759 |
Total P&L (%) | 2855.134 | 2834.5717 | 20.5624 | 10690.183 | 24746.3861 | -14056.2031 |
Avg Daily Profit (%) | 1.5282 | 1.5172 | 0.011 | 0.2509 | 0.2956 | 0 |
Buy And Hold Return (%) | 5144.7584 | 5144.7584 | 5144.7584 | 5144.7584 | 5144.7584 | 5144.7584 |
Max Trade Drawdown | -121763 | -89559 | -131800 | -18972502 | -14896154 | -24447539 |
Profit Factor | 7.0005 | 15.6727 | 1.0728 | 1.142 | 1.7756 | 0.6758 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 45.7627 | 48.2759 | 43.3333 | 45.7627 | 48.2759 | 43.3333 |
Ratio Avg Win / Avg Loss | 8.2969 | 16.7922 | 1.4028 | 1.3535 | 1.9024 | 0.8838 |
Largest Winning Trade | 2161551 | 2161551 | 67048 | 20141568 | 20141568 | 8052394 |
Largest Losing Trade | -69875 | -31864 | -69875 | -7696313 | -4931697 | -7696313 |
Avg Bars in Trades | 90 | 95 | 86 | 90 | 95 | 86 |
Avg Bars in Winners | 135 | 155 | 114 | 135 | 155 | 114 |
Avg Bars in Losers | 52 | 38 | 64 | 52 | 38 | 64 |
Bars Traded | 5342 | 2757 | 2585 | 5342 | 2757 | 2585 |
Profit Streak | 0 | 168.5091 | 0 | 0 | 168.5091 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -324599 | -143219 | -487048 | -243343 | 394631 | -583418 |
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{ "first_band": { "type": "ssf", "factors": { "length": 180, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 60, "offset": 0 } } }
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{ "trading_pair": "SOL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5605, "evaluation_days": 1868.33, "actual_first_datapoint_time": 1597104000000, "first_datapoint_time": 1598803200000, "last_datapoint_time": 1758499200000, "evaluation_time": 1758514385473, "expiration_time": 1763341920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 180, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 60, "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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