Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243372.2942 | -5045.0957 | 248417.3899 | 168952.3754 | -417725.6698 | 586678.0452 |
Total P&L (%) | 243.3723 | -5.0451 | 248.4174 | 168.9524 | -417.7257 | 586.678 |
Avg Daily Profit (%) | 0.1593 | -0.0033 | 0.1626 | 0.0648 | 0 | 0.1262 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103662 | -112201 | -61647 | -507191 | -639341 | -324606 |
Profit Factor | 1.3737 | 0.9888 | 2.2492 | 1.0556 | 0.7955 | 1.5891 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 119 | 58 | 61 | 119 | 58 | 61 |
Losing Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Profitability (%) | 56.1321 | 54.717 | 57.5472 | 56.1321 | 54.717 | 57.5472 |
Ratio Avg Win / Avg Loss | 1.0736 | 0.8184 | 1.6592 | 0.825 | 0.6583 | 1.1723 |
Largest Winning Trade | 48412 | 48412 | 42608 | 160303 | 160303 | 115069 |
Largest Losing Trade | -48846 | -48846 | -24606 | -298031 | -298031 | -166293 |
Avg Bars in Trades | 21 | 25 | 17 | 21 | 25 | 17 |
Avg Bars in Winners | 19 | 21 | 17 | 19 | 21 | 17 |
Avg Bars in Losers | 23 | 29 | 16 | 23 | 29 | 16 |
Bars Traded | 4492 | 2659 | 1833 | 4492 | 2659 | 1833 |
Profit Streak | 0 | 0 | 10.2199 | 0 | 0 | 10.2199 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359634 | -580160 | 476092 | -265287 | -580160 | -20667 |
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{ "first_band": { "type": "ssf", "factors": { "length": 127, "offset": 0, "poles": 3 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 87 } } }
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{ "trading_pair": "C98_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4584, "evaluation_days": 1528, "actual_first_datapoint_time": 1627027200000, "first_datapoint_time": 1629532800000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759036598725, "expiration_time": 1762978176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 127, "offset": 0, "poles": 3 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 87 } } }
# | 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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