Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390017.7426 | 187432.1649 | 202585.5777 | -18948.5836 | 233924.428 | -252873.0116 |
Total P&L (%) | 390.0177 | 187.4322 | 202.5856 | -18.9486 | 233.9244 | -252.873 |
Avg Daily Profit (%) | 0.2344 | 0.1126 | 0.1217 | -0.0126 | 0.0725 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113014 | -123307 | -131274 | -560902 | -215603 | -569739 |
Profit Factor | 1.3525 | 1.3529 | 1.3521 | 0.9888 | 1.375 | 0.7616 |
Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
Winning Trades | 161 | 71 | 90 | 161 | 71 | 90 |
Losing Trades | 136 | 77 | 59 | 136 | 77 | 59 |
Profitability (%) | 54.2088 | 47.973 | 60.4027 | 54.2088 | 47.973 | 60.4027 |
Ratio Avg Win / Avg Loss | 1.1425 | 1.4673 | 0.8864 | 0.8352 | 1.4912 | 0.4993 |
Largest Winning Trade | 106838 | 106838 | 67758 | 183978 | 183978 | 148622 |
Largest Losing Trade | -72946 | -37411 | -72946 | -408774 | -55359 | -408774 |
Avg Bars in Trades | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Winners | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Losers | 16 | 17 | 14 | 16 | 17 | 14 |
Bars Traded | 4887 | 2582 | 2305 | 4887 | 2582 | 2305 |
Profit Streak | 5.3896 | 8.0563 | 5.3896 | 5.3896 | 8.0563 | 5.3896 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427486 | -42210 | -29567 | -577222 | -95613 | -578602 |
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{ "first_band": { "type": "ssf", "factors": { "length": 227, "offset": 0, "poles": 2 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 74 } } }
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{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4992, "evaluation_days": 1664, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1617897600000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759512061591, "expiration_time": 1763820288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 227, "offset": 0, "poles": 2 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 74 } } }
# | 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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