Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357020.8257 | 358255.5552 | -1234.7295 | 30936.5844 | 72953.22 | -42016.6356 |
Total P&L (%) | 357.0208 | 358.2556 | -1.2347 | 30.9366 | 72.9532 | -42.0166 |
Avg Daily Profit (%) | 0.1515 | 0.152 | -0.0005 | 0.0114 | 0.0233 | -0.0231 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127882 | -68114 | -142591 | -479699 | -250449 | -232212 |
Profit Factor | 1.598 | 2.1746 | 0.9958 | 1.0209 | 1.0946 | 0.941 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 39.1304 | 42.8571 | 35.2941 | 39.1304 | 42.8571 | 35.2941 |
Ratio Avg Win / Avg Loss | 2.4857 | 2.8994 | 1.8256 | 1.588 | 1.4595 | 1.7252 |
Largest Winning Trade | 238509 | 238509 | 62296 | 228147 | 187458 | 228147 |
Largest Losing Trade | -43062 | -43062 | -31108 | -122174 | -107086 | -122174 |
Avg Bars in Trades | 100 | 93 | 107 | 100 | 93 | 107 |
Avg Bars in Winners | 172 | 157 | 190 | 172 | 157 | 190 |
Avg Bars in Losers | 54 | 45 | 63 | 54 | 45 | 63 |
Bars Traded | 6950 | 3281 | 3669 | 6950 | 3281 | 3669 |
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 | -100282 | 308182 | -583736 | -487562 | -281017 | -583736 |
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{ "first_band": { "type": "t3", "factors": { "length": 46, "offset": 0, "a": 0.10551 } }, "second_band": { "type": "ssf", "factors": { "length": 97, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "ATOM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7070, "evaluation_days": 2356.67, "actual_first_datapoint_time": 1556496000000, "first_datapoint_time": 1557792000000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760120030890, "expiration_time": 1766191680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 46, "offset": 0, "a": 0.10551 } }, "second_band": { "type": "ssf", "factors": { "length": 97, "offset": 0, "poles": 2 } } }
# | 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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