Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484687.9186 | 329875.0843 | 154812.8343 | 149652.948 | -32110.6389 | 181763.5869 |
Total P&L (%) | 484.6879 | 329.8751 | 154.8128 | 149.6529 | -32.1106 | 181.7636 |
Avg Daily Profit (%) | 0.3013 | 0.2051 | 0.0962 | 0.0569 | -0.0241 | 0.0644 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175984 | -152730 | -47469 | -114606 | -136629 | -42764 |
Profit Factor | 1.8427 | 1.9078 | 1.731 | 1.3701 | 0.8898 | 2.6107 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 50.6667 | 43.2432 | 57.8947 | 50.6667 | 43.2432 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.7942 | 2.504 | 1.2589 | 1.334 | 1.1679 | 1.8987 |
Largest Winning Trade | 315060 | 315060 | 44713 | 69412 | 69412 | 55558 |
Largest Losing Trade | -57742 | -57742 | -39474 | -76747 | -76747 | -42764 |
Avg Bars in Trades | 59 | 82 | 36 | 59 | 82 | 36 |
Avg Bars in Winners | 69 | 93 | 51 | 69 | 93 | 51 |
Avg Bars in Losers | 49 | 73 | 17 | 49 | 73 | 17 |
Bars Traded | 4449 | 3049 | 1400 | 4449 | 3049 | 1400 |
Profit Streak | 14.8414 | 0 | 331.508 | 14.8414 | 0 | 331.508 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48619 | 311921 | -59878 | -177045 | -581733 | -99498 |
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{ "first_band": { "type": "ssf", "factors": { "length": 134, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 117, "offset": 0 } } }
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{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4826, "evaluation_days": 1608.67, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1624320000000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759954295361, "expiration_time": 1764108864000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 134, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 117, "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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