Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2942962.4572 | 2700865.5845 | 242096.8727 | 12612091.0156 | -1321650.5293 | 13933741.5449 |
Total P&L (%) | 2942.9625 | 2700.8656 | 242.0969 | 12612.091 | -1321.6505 | 13933.7415 |
Avg Daily Profit (%) | 1.2729 | 1.1682 | 0.1047 | 0.2098 | 0 | 0.2141 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104968 | -139945 | -64156 | -19457229 | -14254302 | -10129038 |
Profit Factor | 5.2476 | 7.2296 | 1.9336 | 1.1984 | 0.9682 | 1.6325 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 40 | 30 | 50 | 40 | 30 | 50 |
Ratio Avg Win / Avg Loss | 7.8713 | 16.8692 | 1.9336 | 1.7976 | 2.2591 | 1.6325 |
Largest Winning Trade | 2303188 | 2303188 | 66884 | 9750112 | 9750112 | 5589686 |
Largest Losing Trade | -35431 | -33691 | -35431 | -4831019 | -4831019 | -4601499 |
Avg Bars in Trades | 113 | 108 | 119 | 113 | 108 | 119 |
Avg Bars in Winners | 177 | 201 | 162 | 177 | 201 | 162 |
Avg Bars in Losers | 71 | 68 | 75 | 71 | 68 | 75 |
Bars Traded | 9098 | 4335 | 4763 | 9098 | 4335 | 4763 |
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 | -6113 | 513512 | -49488 | -20717 | -585749 | 405975 |
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{ "first_band": { "type": "ssf", "factors": { "length": 174, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 80, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9248, "evaluation_days": 2312, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561053600000, "last_datapoint_time": 1759082400000, "evaluation_time": 1759092143798, "expiration_time": 1765075104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 174, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 80, "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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