Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232067.1712 | 478945.4377 | -246878.2665 | -122716.6744 | 1427210.5388 | -1549927.2132 |
Total P&L (%) | 232.0672 | 478.9454 | -246.8783 | -122.7167 | 1427.2105 | -1549.9272 |
Avg Daily Profit (%) | 0.1276 | 0.2633 | -0.1357 | 0 | 0.15 | 0 |
Buy And Hold Return (%) | 580.4283 | 580.4283 | 580.4283 | 580.4283 | 580.4283 | 580.4283 |
Max Trade Drawdown | -282655 | -102647 | -258039 | -1763529 | -230412 | -2056826 |
Profit Factor | 1.2907 | 2.786 | 0.5343 | 0.9601 | 3.5859 | 0.3863 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 32 | 18 | 14 | 32 | 16 | 16 |
Losing Trades | 31 | 13 | 18 | 31 | 15 | 16 |
Profitability (%) | 50.7937 | 58.0645 | 43.75 | 50.7937 | 51.6129 | 50 |
Ratio Avg Win / Avg Loss | 1.2504 | 2.0121 | 0.6869 | 0.9301 | 3.3618 | 0.3863 |
Largest Winning Trade | 283538 | 283538 | 53997 | 567550 | 567550 | 376417 |
Largest Losing Trade | -170920 | -68506 | -170920 | -1520876 | -137887 | -1520876 |
Avg Bars in Trades | 83 | 106 | 60 | 83 | 106 | 60 |
Avg Bars in Winners | 82 | 88 | 75 | 86 | 128 | 45 |
Avg Bars in Losers | 83 | 131 | 49 | 79 | 82 | 76 |
Bars Traded | 5244 | 3295 | 1949 | 5244 | 3295 | 1949 |
Profit Streak | 0 | 137.9716 | 0 | 52.6383 | 0 | 93.6383 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -339316 | -150722 | -583240 | -731111 | 385485 | -580251 |
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{ "first_band": { "type": "ssf", "factors": { "length": 100, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 194, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5456, "evaluation_days": 1818.67, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606291200000, "last_datapoint_time": 1757836800000, "evaluation_time": 1757863147532, "expiration_time": 1762550784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 100, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 194, "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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