Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1083692.9957 | 917086.1656 | 166606.8301 | 1635494.3075 | 111419.052 | 1524075.2555 |
Total P&L (%) | 1083.693 | 917.0862 | 166.6068 | 1635.4943 | 111.4191 | 1524.0753 |
Avg Daily Profit (%) | 0.4674 | 0.3956 | 0.0719 | 0.1232 | 0.0323 | 0.1203 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135253 | -110701 | -192651 | -2866635 | -2941772 | -1419983 |
Profit Factor | 1.5683 | 1.9494 | 1.177 | 1.0774 | 1.0095 | 1.1612 |
Total Trades | 537 | 268 | 269 | 537 | 268 | 269 |
Winning Trades | 176 | 77 | 99 | 176 | 77 | 99 |
Losing Trades | 361 | 191 | 170 | 361 | 191 | 170 |
Profitability (%) | 32.7747 | 28.7313 | 36.803 | 32.7747 | 28.7313 | 36.803 |
Ratio Avg Win / Avg Loss | 3.2168 | 4.8356 | 2.0212 | 2.2099 | 2.5042 | 1.9941 |
Largest Winning Trade | 489216 | 489216 | 56397 | 1970156 | 1970156 | 598193 |
Largest Losing Trade | -21343 | -21343 | -19985 | -640823 | -640823 | -349564 |
Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Winners | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
Bars Traded | 4610 | 2196 | 2414 | 4610 | 2196 | 2414 |
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 | 343538 | 41999 | -125657 | -166057 | -370911 | -78038 |
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{ "first_band": { "type": "ssf", "factors": { "length": 30, "offset": 0, "poles": 2 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4637, "evaluation_days": 2318.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1559347200000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759636542331, "expiration_time": 1765631952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 30, "offset": 0, "poles": 2 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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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