Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 709028.4559 | 439036.676 | 269991.78 | 2538276.118 | 312098.6598 | 2226177.4582 |
Total P&L (%) | 709.0285 | 439.0367 | 269.9918 | 2538.2761 | 312.0987 | 2226.1775 |
Avg Daily Profit (%) | 0.3927 | 0.2432 | 0.1495 | 0.1814 | 0.0785 | 0.1744 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88568 | -84988 | -62467 | -1679576 | -1264593 | -1559729 |
Profit Factor | 1.9446 | 2.0823 | 1.7826 | 1.2324 | 1.0547 | 1.4265 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 75 | 28 | 47 | 75 | 28 | 47 |
Losing Trades | 107 | 63 | 44 | 107 | 63 | 44 |
Profitability (%) | 41.2088 | 30.7692 | 51.6484 | 41.2088 | 30.7692 | 51.6484 |
Ratio Avg Win / Avg Loss | 2.7742 | 4.6852 | 1.6688 | 1.7583 | 2.3732 | 1.3355 |
Largest Winning Trade | 308143 | 308143 | 58055 | 993550 | 993550 | 801295 |
Largest Losing Trade | -41271 | -16503 | -41271 | -648114 | -389959 | -648114 |
Avg Bars in Trades | 19 | 19 | 20 | 19 | 19 | 20 |
Avg Bars in Winners | 29 | 31 | 27 | 29 | 31 | 27 |
Avg Bars in Losers | 12 | 13 | 12 | 12 | 13 | 12 |
Bars Traded | 3584 | 1742 | 1842 | 3584 | 1742 | 1842 |
Profit Streak | 78.3745 | 102.8745 | 78.3745 | 78.3745 | 102.8745 | 78.3745 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455554 | 209933 | 399737 | 285745 | -253500 | 353535 |
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{ "first_band": { "type": "ssf", "factors": { "length": 41, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.26067, "nc": 0.1 } } }
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{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3611, "evaluation_days": 1805.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1602763200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758833956890, "expiration_time": 1763395056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 41, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.26067, "nc": 0.1 } } }
# | 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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