Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375049.5722 | 361328.7955 | 13720.7767 | -167950.8391 | -41798.8431 | -126151.996 |
Total P&L (%) | 375.0496 | 361.3288 | 13.7208 | -167.9508 | -41.7988 | -126.152 |
Avg Daily Profit (%) | 0.1603 | 0.1544 | 0.0059 | 0 | -0.0231 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211563 | -124840 | -266529 | -202893 | -83053 | -150398 |
Profit Factor | 1.1432 | 1.2458 | 1.0119 | 0.8466 | 0.93 | 0.7464 |
Total Trades | 1089 | 544 | 545 | 1089 | 544 | 545 |
Winning Trades | 589 | 265 | 324 | 523 | 287 | 236 |
Losing Trades | 500 | 279 | 221 | 566 | 257 | 309 |
Profitability (%) | 54.0863 | 48.7132 | 59.4495 | 48.0257 | 52.7574 | 43.3028 |
Ratio Avg Win / Avg Loss | 0.9705 | 1.3116 | 0.6902 | 0.9162 | 0.8328 | 0.9773 |
Largest Winning Trade | 45266 | 45266 | 19927 | 19877 | 19877 | 8937 |
Largest Losing Trade | -113497 | -43746 | -113497 | -34963 | -34963 | -34095 |
Avg Bars in Trades | 12 | 17 | 8 | 12 | 17 | 8 |
Avg Bars in Winners | 11 | 16 | 7 | 13 | 16 | 8 |
Avg Bars in Losers | 14 | 17 | 9 | 12 | 17 | 8 |
Bars Traded | 13994 | 9429 | 4566 | 13994 | 9429 | 4566 |
Profit Streak | 0 | 0 | 0 | 11.2026 | 14.2026 | 11.2026 |
Trades During Streak | 0 | 0 | 0 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50673 | 325737 | -440268 | -574269 | -576780 | -580175 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 71, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "ATOM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14039, "evaluation_days": 2339.83, "actual_first_datapoint_time": 1556510400000, "first_datapoint_time": 1556798400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758919901607, "expiration_time": 1764780048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 71, "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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