Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364750.4797 | 423051.1007 | -58300.6211 | -86969.231 | 176738.1847 | -263707.4157 |
Total P&L (%) | 364.7505 | 423.0511 | -58.3006 | -86.9692 | 176.7382 | -263.7074 |
Avg Daily Profit (%) | 0.1549 | 0.1796 | -0.0248 | -0.0865 | 0.0432 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161967 | -149357 | -130684 | -444002 | -411667 | -372580 |
Profit Factor | 1.4503 | 1.7538 | 0.7657 | 0.9372 | 1.1933 | 0.4384 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 50.5618 | 50 | 51.1111 | 50.5618 | 50 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.4181 | 1.7538 | 0.7324 | 0.9163 | 1.1933 | 0.4193 |
Largest Winning Trade | 240425 | 240425 | 28070 | 290688 | 290688 | 79199 |
Largest Losing Trade | -70375 | -70375 | -57422 | -184646 | -184646 | -163061 |
Avg Bars in Trades | 75 | 141 | 12 | 75 | 141 | 12 |
Avg Bars in Winners | 72 | 135 | 13 | 72 | 135 | 13 |
Avg Bars in Losers | 79 | 147 | 10 | 79 | 147 | 10 |
Bars Traded | 6763 | 6223 | 540 | 6763 | 6223 | 540 |
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 | 307728 | 389891 | -580290 | -580467 | -142991 | -580290 |
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{ "first_band": { "type": "ssf", "factors": { "length": 24, "offset": 41, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 163, "offset": 0, "std": 1.09206 } } }
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{ "trading_pair": "ENJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7066, "evaluation_days": 2355.33, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1558771200000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759039223875, "expiration_time": 1765122624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 24, "offset": 41, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 163, "offset": 0, "std": 1.09206 } } }
# | 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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