Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599596.3993 | 519568.1814 | 80028.2179 | 311031.2695 | 244495.3724 | 66535.8972 |
Total P&L (%) | 599.5964 | 519.5682 | 80.0282 | 311.0313 | 244.4954 | 66.5359 |
Avg Daily Profit (%) | 0.3246 | 0.2813 | 0.0433 | 0.0766 | 0.067 | 0.0276 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110854 | -147757 | -80284 | -696862 | -586247 | -262856 |
Profit Factor | 1.7385 | 2.1766 | 1.2161 | 1.1082 | 1.1491 | 1.0539 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 51.0345 | 50 | 52.0548 | 51.0345 | 50 | 52.0548 |
Ratio Avg Win / Avg Loss | 1.668 | 2.1766 | 1.1201 | 1.0633 | 1.1491 | 0.9707 |
Largest Winning Trade | 418777 | 418777 | 68559 | 454887 | 454887 | 241937 |
Largest Losing Trade | -43067 | -43067 | -33427 | -291817 | -291817 | -190101 |
Avg Bars in Trades | 24 | 21 | 27 | 24 | 21 | 27 |
Avg Bars in Winners | 30 | 25 | 35 | 30 | 25 | 35 |
Avg Bars in Losers | 18 | 18 | 19 | 18 | 18 | 19 |
Bars Traded | 3611 | 1574 | 2037 | 3611 | 1574 | 2037 |
Profit Streak | 46.0595 | 53.5595 | 46.0595 | 46.0595 | 53.5595 | 46.0595 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 533535 | -64835 | -205386 | -189828 | -237736 | -389063 |
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{ "first_band": { "type": "ssf", "factors": { "length": 182, "offset": 0, "poles": 2 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } } }
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{ "trading_pair": "KSM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3694, "evaluation_days": 1847, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1599177600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758849938762, "expiration_time": 1763502624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 182, "offset": 0, "poles": 2 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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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