Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297015.5773 | 23988.0893 | 273027.488 | -98235.7071 | 157620.4925 | -255856.1995 |
Total P&L (%) | 297.0156 | 23.9881 | 273.0275 | -98.2357 | 157.6205 | -255.8562 |
Avg Daily Profit (%) | 0.1948 | 0.0157 | 0.1791 | -0.2645 | 0.0621 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159356 | -81458 | -101861 | -1359182 | -300907 | -1358435 |
Profit Factor | 1.62 | 1.0982 | 2.1634 | 0.9575 | 1.2565 | 0.8493 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 60.8247 | 55.102 | 66.6667 | 60.8247 | 55.102 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.0434 | 0.8948 | 1.0817 | 0.6167 | 1.0238 | 0.4247 |
Largest Winning Trade | 36087 | 31651 | 36087 | 235762 | 176750 | 235762 |
Largest Losing Trade | -99878 | -31841 | -99878 | -1358075 | -86345 | -1358075 |
Avg Bars in Trades | 28 | 13 | 44 | 28 | 13 | 44 |
Avg Bars in Winners | 23 | 14 | 32 | 23 | 14 | 32 |
Avg Bars in Losers | 35 | 11 | 68 | 35 | 11 | 68 |
Bars Traded | 2773 | 652 | 2121 | 2773 | 652 | 2121 |
Profit Streak | 22.6164 | 83.1164 | 22.6164 | 22.6164 | 83.1164 | 22.6164 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465767 | -287870 | 476771 | -577372 | -107796 | -577981 |
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{ "first_band": { "type": "bbu", "factors": { "length": 16, "offset": 0, "std": 4.32704 } }, "second_band": { "type": "ssf", "factors": { "length": 203, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "C98_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3049, "evaluation_days": 1524.5, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1627689600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759027657294, "expiration_time": 1762666704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 16, "offset": 0, "std": 4.32704 } }, "second_band": { "type": "ssf", "factors": { "length": 203, "offset": 0, "poles": 2 } } }
# | 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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