Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1019897.8535 | 863057.0894 | 156840.7641 | 1456389.0363 | 409033.9653 | 1047355.071 |
Total P&L (%) | 1019.8979 | 863.0571 | 156.8408 | 1456.389 | 409.034 | 1047.3551 |
Avg Daily Profit (%) | 0.4401 | 0.3724 | 0.0677 | 0.1185 | 0.0703 | 0.1054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195612 | -89308 | -267127 | -1029671 | -1184931 | -557918 |
Profit Factor | 1.5232 | 1.9071 | 1.1572 | 1.1526 | 1.0854 | 1.2201 |
Total Trades | 661 | 330 | 331 | 661 | 330 | 331 |
Winning Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Losing Trades | 448 | 223 | 225 | 448 | 223 | 225 |
Profitability (%) | 32.2239 | 32.4242 | 32.0242 | 32.2239 | 32.4242 | 32.0242 |
Ratio Avg Win / Avg Loss | 3.2038 | 3.9747 | 2.4563 | 2.4242 | 2.2622 | 2.5899 |
Largest Winning Trade | 454375 | 454375 | 53942 | 1185081 | 1185081 | 389574 |
Largest Losing Trade | -20650 | -20650 | -15427 | -314497 | -249580 | -314497 |
Avg Bars in Trades | 20 | 16 | 25 | 20 | 16 | 25 |
Avg Bars in Winners | 43 | 32 | 54 | 43 | 32 | 54 |
Avg Bars in Losers | 10 | 8 | 11 | 10 | 8 | 11 |
Bars Traded | 13834 | 5499 | 8335 | 13834 | 5499 | 8335 |
Profit Streak | 15.4306 | 0 | 16.5972 | 15.4306 | 0 | 16.5972 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361787 | 278831 | -154051 | -88551 | -229971 | -56178 |
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{ "first_band": { "type": "ssf", "factors": { "length": 114, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbl", "factors": { "length": 3, "offset": 0, "std": 1.58931 } } }
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{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13904, "evaluation_days": 2317.33, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1559390400000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759602002232, "expiration_time": 1765600128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 114, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbl", "factors": { "length": 3, "offset": 0, "std": 1.58931 } } }
# | 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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