Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203641.6298 | 19293.3917 | 184348.2381 | 107797.1928 | -57408.3685 | 165205.5613 |
Total P&L (%) | 203.6416 | 19.2934 | 184.3482 | 107.7972 | -57.4084 | 165.2056 |
Avg Daily Profit (%) | 0.1582 | 0.015 | 0.1432 | 0.0568 | -0.0663 | 0.0758 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93505 | -64852 | -65025 | -291751 | -136566 | -223025 |
Profit Factor | 1.3632 | 1.0696 | 1.6499 | 1.1083 | 0.8799 | 1.3197 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 55 | 22 | 33 | 55 | 22 | 33 |
Losing Trades | 59 | 35 | 24 | 59 | 35 | 24 |
Profitability (%) | 48.2456 | 38.5965 | 57.8947 | 48.2456 | 38.5965 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.4623 | 1.7017 | 1.1999 | 1.189 | 1.3999 | 0.9598 |
Largest Winning Trade | 50178 | 50178 | 43357 | 82300 | 82300 | 77254 |
Largest Losing Trade | -40277 | -17741 | -40277 | -127739 | -41609 | -127739 |
Avg Bars in Trades | 22 | 21 | 22 | 22 | 21 | 22 |
Avg Bars in Winners | 32 | 32 | 31 | 32 | 32 | 31 |
Avg Bars in Losers | 12 | 14 | 10 | 12 | 14 | 10 |
Bars Traded | 2529 | 1220 | 1309 | 2529 | 1220 | 1309 |
Profit Streak | 78.3579 | 104.3579 | 78.3579 | 78.3579 | 104.3579 | 78.3579 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327452 | -506110 | -177672 | -217024 | -762207 | -271015 |
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{ "first_band": { "type": "ssf", "factors": { "length": 42, "offset": 0, "poles": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 21, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "APE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2575, "evaluation_days": 1287.5, "actual_first_datapoint_time": 1647518400000, "first_datapoint_time": 1647518400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758832526407, "expiration_time": 1762052400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 42, "offset": 0, "poles": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 21, "offset": 0, "poles": 2 } } }
# | 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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