Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378099.5623 | 321130.3973 | 56969.165 | 277822.7177 | 306081.1098 | -28258.3921 |
Total P&L (%) | 378.0996 | 321.1304 | 56.9692 | 277.8227 | 306.0811 | -28.2584 |
Avg Daily Profit (%) | 0.3097 | 0.2631 | 0.0467 | 0.1089 | 0.1149 | -0.0272 |
Buy And Hold Return (%) | 40.8083 | 40.8083 | 40.8083 | 40.8083 | 40.8083 | 40.8083 |
Max Trade Drawdown | -98099 | -66991 | -84052 | -1178778 | -879709 | -555880 |
Profit Factor | 1.6439 | 2.05 | 1.2025 | 1.0716 | 1.1364 | 0.9827 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 56.701 | 60.4167 | 53.0612 | 56.701 | 60.4167 | 53.0612 |
Ratio Avg Win / Avg Loss | 1.2553 | 1.3431 | 1.0637 | 0.8183 | 0.7446 | 0.8694 |
Largest Winning Trade | 160504 | 160504 | 40116 | 560893 | 560893 | 133808 |
Largest Losing Trade | -50715 | -50715 | -38497 | -726151 | -726151 | -248222 |
Avg Bars in Trades | 48 | 58 | 39 | 48 | 58 | 39 |
Avg Bars in Winners | 54 | 54 | 54 | 54 | 54 | 54 |
Avg Bars in Losers | 41 | 64 | 22 | 41 | 64 | 22 |
Bars Traded | 4716 | 2794 | 1922 | 4716 | 2794 | 1922 |
Profit Streak | 73.7326 | 73.7326 | 77.9826 | 73.7326 | 73.7326 | 77.9826 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473796 | 480621 | -171804 | -188522 | -109362 | -578915 |
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{ "first_band": { "type": "ssf", "factors": { "length": 100, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 106, "offset": 0 } } }
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{ "trading_pair": "OP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4883, "evaluation_days": 1220.75, "actual_first_datapoint_time": 1654063200000, "first_datapoint_time": 1656331200000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759534494134, "expiration_time": 1762678584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 100, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 106, "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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