Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315129.443 | 128166.5006 | 186962.9424 | 899371.1653 | 225692.342 | 673678.8233 |
Total P&L (%) | 315.1294 | 128.1665 | 186.9629 | 899.3712 | 225.6923 | 673.6788 |
Avg Daily Profit (%) | 0.2814 | 0.1145 | 0.167 | 0.2058 | 0.1055 | 0.1829 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49809 | -29518 | -22465 | -493849 | -244607 | -288571 |
Profit Factor | 2.5915 | 2.0137 | 3.6123 | 1.677 | 1.2804 | 2.2869 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 62.9032 | 58.0645 | 67.7419 | 62.9032 | 58.0645 | 67.7419 |
Ratio Avg Win / Avg Loss | 1.5283 | 1.4543 | 1.7202 | 0.989 | 0.9247 | 1.089 |
Largest Winning Trade | 117696 | 117696 | 32325 | 226460 | 226460 | 146687 |
Largest Losing Trade | -22465 | -20976 | -22465 | -286627 | -180130 | -286627 |
Avg Bars in Trades | 51 | 47 | 54 | 51 | 47 | 54 |
Avg Bars in Winners | 57 | 48 | 64 | 57 | 48 | 64 |
Avg Bars in Losers | 40 | 46 | 33 | 40 | 46 | 33 |
Bars Traded | 3173 | 1484 | 1689 | 3173 | 1484 | 1689 |
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 | -143568 | -36461 | 589540 | -148340 | -52818 | 482193 |
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{ "first_band": { "type": "ssf", "factors": { "length": 36, "offset": 89, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 243, "offset": 0, "std": 1.00087 } } }
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{ "trading_pair": "LUNC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3359, "evaluation_days": 1119.67, "actual_first_datapoint_time": 1662710400000, "first_datapoint_time": 1666886400000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759428269872, "expiration_time": 1762322976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 36, "offset": 89, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 243, "offset": 0, "std": 1.00087 } } }
# | 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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