Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1189934.4349 | 979396.2387 | 210538.1961 | 58273410.4177 | 44968061.1892 | 13305349.2285 |
Total P&L (%) | 1189.9344 | 979.3962 | 210.5382 | 58273.4104 | 44968.0612 | 13305.3492 |
Avg Daily Profit (%) | 0.6544 | 0.5386 | 0.1158 | 0.3509 | 0.3366 | 0.2697 |
Buy And Hold Return (%) | 546.8294 | 546.8294 | 546.8294 | 546.8294 | 546.8294 | 546.8294 |
Max Trade Drawdown | -69373 | -65810 | -51564 | -61743572 | -53082333 | -38394008 |
Profit Factor | 2.592 | 3.637 | 1.5599 | 1.2129 | 1.3319 | 1.0962 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 78 | 34 | 44 | 78 | 34 | 44 |
Losing Trades | 110 | 60 | 50 | 110 | 60 | 50 |
Profitability (%) | 41.4894 | 36.1702 | 46.8085 | 41.4894 | 36.1702 | 46.8085 |
Ratio Avg Win / Avg Loss | 3.6554 | 6.4182 | 1.7726 | 1.7104 | 2.3503 | 1.2457 |
Largest Winning Trade | 269412 | 269412 | 56555 | 46384732 | 46384732 | 26623442 |
Largest Losing Trade | -21437 | -19428 | -21437 | -19547983 | -11376087 | -19547983 |
Avg Bars in Trades | 57 | 54 | 60 | 57 | 54 | 60 |
Avg Bars in Winners | 98 | 104 | 94 | 98 | 104 | 94 |
Avg Bars in Losers | 27 | 25 | 29 | 27 | 25 | 29 |
Bars Traded | 10768 | 5109 | 5659 | 10768 | 5109 | 5659 |
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 | 317658 | 135504 | -202962 | 275929 | 176893 | -107582 |
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{ "first_band": { "type": "ssf", "factors": { "length": 139, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 17, "offset": 0, "scalar": 3 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10910, "evaluation_days": 1818.33, "actual_first_datapoint_time": 1600747200000, "first_datapoint_time": 1600977600000, "last_datapoint_time": 1757836800000, "evaluation_time": 1757847584047, "expiration_time": 1762549920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 139, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 17, "offset": 0, "scalar": 3 } } }
# | 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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