Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528255.7884 | 225436.9905 | 302818.7978 | -53157.6954 | 81595.1628 | -134752.8582 |
Total P&L (%) | 528.2558 | 225.437 | 302.8188 | -53.1577 | 81.5952 | -134.7529 |
Avg Daily Profit (%) | 0.3447 | 0.1471 | 0.1976 | -0.0495 | 0.0389 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135763 | -46846 | -124647 | -156073 | -5773 | -46196 |
Profit Factor | 1.8288 | 1.8054 | 1.8471 | 0.7985 | 3.2773 | 0.409 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 113 | 50 | 63 | 113 | 50 | 63 |
Losing Trades | 50 | 32 | 18 | 50 | 32 | 18 |
Profitability (%) | 69.3252 | 60.9756 | 77.7778 | 69.3252 | 60.9756 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.8092 | 1.1555 | 0.5278 | 0.3533 | 2.0975 | 0.1169 |
Largest Winning Trade | 56923 | 56923 | 40276 | 56923 | 56923 | 6890 |
Largest Losing Trade | -99157 | -29301 | -99157 | -155601 | -3840 | -155601 |
Avg Bars in Trades | 27 | 14 | 40 | 27 | 14 | 40 |
Avg Bars in Winners | 25 | 13 | 34 | 25 | 13 | 34 |
Avg Bars in Losers | 32 | 15 | 62 | 32 | 15 | 62 |
Bars Traded | 4480 | 1182 | 3298 | 4480 | 1182 | 3298 |
Profit Streak | 56.479 | 93.1457 | 56.479 | 56.479 | 93.1457 | 56.479 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540132 | 162155 | 29150 | -575740 | -135471 | -588296 |
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{ "first_band": { "type": "bbu", "factors": { "length": 13, "offset": 0, "std": 4.61242 } }, "second_band": { "type": "ssf", "factors": { "length": 169, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "C98_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4598, "evaluation_days": 1532.67, "actual_first_datapoint_time": 1627027200000, "first_datapoint_time": 1627372800000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759433389852, "expiration_time": 1763393472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 13, "offset": 0, "std": 4.61242 } }, "second_band": { "type": "ssf", "factors": { "length": 169, "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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