Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1108675.2669 | 896101.1251 | 212574.1418 | 38471678.4549 | 19807701.0643 | 18663977.3906 |
Total P&L (%) | 1108.6753 | 896.1011 | 212.5741 | 38471.6785 | 19807.7011 | 18663.9774 |
Avg Daily Profit (%) | 0.4432 | 0.3583 | 0.085 | 0.2384 | 0.2119 | 0.2095 |
Buy And Hold Return (%) | 411.1192 | 411.1192 | 411.1192 | 411.1192 | 411.1192 | 411.1192 |
Max Trade Drawdown | -69064 | -44290 | -64934 | -14944046 | -10340853 | -14244735 |
Profit Factor | 4.2713 | 6.3984 | 2.2293 | 1.8512 | 1.7264 | 2.0409 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 60 | 56.25 | 63.6364 | 60 | 56.25 | 63.6364 |
Ratio Avg Win / Avg Loss | 2.8475 | 4.9765 | 1.2739 | 1.2341 | 1.3428 | 1.1663 |
Largest Winning Trade | 470850 | 470850 | 55772 | 12786383 | 12786383 | 8687462 |
Largest Losing Trade | -36089 | -28316 | -36089 | -10340853 | -10340853 | -9562065 |
Avg Bars in Trades | 109 | 147 | 72 | 109 | 147 | 72 |
Avg Bars in Winners | 121 | 155 | 93 | 121 | 155 | 93 |
Avg Bars in Losers | 90 | 138 | 36 | 90 | 138 | 36 |
Bars Traded | 7120 | 4734 | 2386 | 7120 | 4734 | 2386 |
Profit Streak | 138.2892 | 138.2892 | 328.9559 | 138.2892 | 138.2892 | 328.9559 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119355 | 488717 | -239052 | -122584 | 419338 | 503085 |
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{ "first_band": { "type": "ssf", "factors": { "length": 139, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 213, "offset": 0 } } }
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{ "trading_pair": "ETC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7504, "evaluation_days": 2501.33, "actual_first_datapoint_time": 1543276800000, "first_datapoint_time": 1549382400000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759388189868, "expiration_time": 1765846656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 139, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 213, "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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