Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1136304.8288 | 968793.6728 | 167511.156 | 8625592.5437 | 6384414.8321 | 2241177.7115 |
Total P&L (%) | 1136.3048 | 968.7937 | 167.5112 | 8625.5925 | 6384.4148 | 2241.1777 |
Avg Daily Profit (%) | 0.6169 | 0.5259 | 0.0909 | 0.2429 | 0.2267 | 0.1713 |
Buy And Hold Return (%) | 146.3393 | 146.3393 | 146.3393 | 146.3393 | 146.3393 | 146.3393 |
Max Trade Drawdown | -71543 | -77144 | -55462 | -1475894 | -1333416 | -987934 |
Profit Factor | 3.3146 | 5.0271 | 1.6691 | 2.1513 | 2.6058 | 1.6374 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 53.3333 | 54.717 | 51.9231 | 53.3333 | 54.717 | 51.9231 |
Ratio Avg Win / Avg Loss | 2.9003 | 4.1603 | 1.5454 | 1.8824 | 2.1566 | 1.5161 |
Largest Winning Trade | 716885 | 716885 | 52386 | 3028926 | 3028926 | 1657546 |
Largest Losing Trade | -42412 | -35384 | -42412 | -987934 | -905702 | -987934 |
Avg Bars in Trades | 33 | 32 | 34 | 33 | 32 | 34 |
Avg Bars in Winners | 42 | 40 | 44 | 42 | 40 | 44 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 3495 | 1725 | 1770 | 3495 | 1725 | 1770 |
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 | 671379 | -161058 | -368964 | 475491 | -166208 | -168912 |
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{ "first_band": { "type": "sma", "factors": { "length": 33, "offset": 5 } }, "second_band": { "type": "ssf", "factors": { "length": 55, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "UNI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3684, "evaluation_days": 1842, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1601899200000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759412532525, "expiration_time": 1764180864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 33, "offset": 5 } }, "second_band": { "type": "ssf", "factors": { "length": 55, "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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