Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1058215.9508 | 1021970.7828 | 36245.168 | 1860107.0033 | 1659351.5348 | 200755.4685 |
Total P&L (%) | 1058.216 | 1021.9708 | 36.2452 | 1860.107 | 1659.3515 | 200.7555 |
Avg Daily Profit (%) | 0.5798 | 0.56 | 0.0199 | 0.1632 | 0.1572 | 0.0604 |
Buy And Hold Return (%) | 470.9184 | 470.9184 | 470.9184 | 470.9184 | 470.9184 | 470.9184 |
Max Trade Drawdown | -107812 | -74537 | -89262 | -884998 | -401375 | -599241 |
Profit Factor | 3.1808 | 5.9662 | 1.1297 | 1.5487 | 2.2197 | 1.0989 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 51.7241 | 48.2759 | 55.1724 | 51.7241 | 48.2759 | 55.1724 |
Ratio Avg Win / Avg Loss | 2.9687 | 6.3924 | 0.9179 | 1.4454 | 2.3782 | 0.8929 |
Largest Winning Trade | 477470 | 477470 | 73925 | 877467 | 588148 | 877467 |
Largest Losing Trade | -50261 | -50261 | -45629 | -596335 | -401375 | -596335 |
Avg Bars in Trades | 121 | 117 | 124 | 121 | 117 | 124 |
Avg Bars in Winners | 165 | 162 | 169 | 165 | 162 | 169 |
Avg Bars in Losers | 73 | 76 | 69 | 73 | 76 | 69 |
Bars Traded | 7034 | 3420 | 3614 | 7034 | 3420 | 3614 |
Profit Streak | 0 | 110.0797 | 0 | 0 | 110.0797 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167154 | 493211 | -411019 | -172216 | 327153 | -390887 |
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{ "first_band": { "type": "ssf", "factors": { "length": 223, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 107, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7300, "evaluation_days": 1825, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1600754400000, "last_datapoint_time": 1758412800000, "evaluation_time": 1758419688821, "expiration_time": 1763143200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 223, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 107, "offset": 0, "poles": 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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