Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 847627.709 | 690683.9085 | 156943.8005 | 4409417.8217 | 1859432.454 | 2549985.3677 |
Total P&L (%) | 847.6277 | 690.6839 | 156.9438 | 4409.4178 | 1859.4325 | 2549.9854 |
Avg Daily Profit (%) | 0.4549 | 0.3706 | 0.0842 | 0.2046 | 0.1598 | 0.176 |
Buy And Hold Return (%) | 31.5484 | 31.5484 | 31.5484 | 31.5484 | 31.5484 | 31.5484 |
Max Trade Drawdown | -65987 | -59623 | -50790 | -3724361 | -1432946 | -2291415 |
Profit Factor | 3.2628 | 4.6123 | 1.8558 | 1.6116 | 1.536 | 1.6817 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 36.1702 | 34.0426 | 38.2979 | 36.1702 | 34.0426 | 38.2979 |
Ratio Avg Win / Avg Loss | 5.7578 | 8.9363 | 2.9899 | 2.844 | 2.9761 | 2.7094 |
Largest Winning Trade | 493816 | 493816 | 60078 | 2151048 | 2151048 | 2013224 |
Largest Losing Trade | -35312 | -35312 | -16999 | -1024931 | -444055 | -1024931 |
Avg Bars in Trades | 39 | 32 | 45 | 39 | 32 | 45 |
Avg Bars in Winners | 86 | 72 | 98 | 86 | 72 | 98 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 3686 | 1543 | 2144 | 3686 | 1543 | 2144 |
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 | 407719 | 391763 | -82816 | 216003 | 151447 | 235761 |
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{ "first_band": { "type": "ssf", "factors": { "length": 123, "offset": 0, "poles": 3 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3727, "evaluation_days": 1863.5, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1597752000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758798654841, "expiration_time": 1763545392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 123, "offset": 0, "poles": 3 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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