Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 780175.1046 | 649735.9447 | 130439.1599 | 608927.3512 | 204497.7566 | 404429.5946 |
Total P&L (%) | 780.1751 | 649.7359 | 130.4392 | 608.9274 | 204.4978 | 404.4296 |
Avg Daily Profit (%) | 0.4894 | 0.4076 | 0.0818 | 0.1229 | 0.0699 | 0.1016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110428 | -107686 | -91486 | -475475 | -390615 | -448216 |
Profit Factor | 1.9032 | 2.4168 | 1.3219 | 1.1952 | 1.122 | 1.2803 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 55 | 21 | 34 | 55 | 21 | 34 |
Losing Trades | 126 | 70 | 56 | 126 | 70 | 56 |
Profitability (%) | 30.3867 | 23.0769 | 37.7778 | 30.3867 | 23.0769 | 37.7778 |
Ratio Avg Win / Avg Loss | 4.3601 | 8.0561 | 2.1773 | 2.7381 | 3.7398 | 2.1087 |
Largest Winning Trade | 439444 | 439444 | 57465 | 449695 | 449695 | 221623 |
Largest Losing Trade | -23927 | -14870 | -23927 | -106556 | -80864 | -106556 |
Avg Bars in Trades | 34 | 30 | 38 | 34 | 30 | 38 |
Avg Bars in Winners | 80 | 81 | 79 | 80 | 81 | 79 |
Avg Bars in Losers | 15 | 15 | 14 | 15 | 15 | 14 |
Bars Traded | 6307 | 2813 | 3494 | 6307 | 2813 | 3494 |
Profit Streak | 41.1701 | 41.1701 | 41.9201 | 41.1701 | 41.1701 | 41.9201 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303561 | -23635 | -86901 | -38888 | -222970 | -60838 |
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{ "first_band": { "type": "ssf", "factors": { "length": 140, "offset": 0, "poles": 2 } }, "second_band": { "type": "fwma", "factors": { "length": 48, "offset": 0 } } }
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{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6377, "evaluation_days": 1594.25, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622008800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759032294473, "expiration_time": 1762847496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 140, "offset": 0, "poles": 2 } }, "second_band": { "type": "fwma", "factors": { "length": 48, "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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