Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230461.6453 | 186152.1717 | 44309.4736 | 328472.0167 | 307395.0041 | 21077.0126 |
Total P&L (%) | 230.4616 | 186.1522 | 44.3095 | 328.472 | 307.395 | 21.077 |
Avg Daily Profit (%) | 0.4425 | 0.3574 | 0.0851 | 0.2798 | 0.2701 | 0.0367 |
Buy And Hold Return (%) | 60.5715 | 60.5715 | 60.5715 | 60.5715 | 60.5715 | 60.5715 |
Max Trade Drawdown | -59295 | -57679 | -32401 | -217923 | -153205 | -119144 |
Profit Factor | 1.3075 | 1.4676 | 1.1261 | 1.185 | 1.3252 | 1.0254 |
Total Trades | 582 | 291 | 291 | 582 | 291 | 291 |
Winning Trades | 245 | 125 | 120 | 245 | 125 | 120 |
Losing Trades | 337 | 166 | 171 | 337 | 166 | 171 |
Profitability (%) | 42.0962 | 42.9553 | 41.2371 | 42.0962 | 42.9553 | 41.2371 |
Ratio Avg Win / Avg Loss | 1.7985 | 1.949 | 1.6047 | 1.63 | 1.7599 | 1.4612 |
Largest Winning Trade | 95263 | 95263 | 19753 | 155791 | 155791 | 50968 |
Largest Losing Trade | -9879 | -9461 | -9879 | -30354 | -30354 | -29753 |
Avg Bars in Trades | 42 | 43 | 41 | 42 | 43 | 41 |
Avg Bars in Winners | 59 | 60 | 58 | 59 | 60 | 58 |
Avg Bars in Losers | 30 | 31 | 29 | 30 | 31 | 29 |
Bars Traded | 24897 | 12743 | 12154 | 24897 | 12743 | 12154 |
Profit Streak | 6.8671 | 11.1379 | 6.8671 | 6.8671 | 11.1379 | 6.8671 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327387 | 263637 | -328171 | -8099 | 268878 | -504537 |
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{ "first_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 30, "offset": 0 } } }
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{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713126600000, "first_datapoint_time": 1713178800000, "last_datapoint_time": 1758124800000, "evaluation_time": 1758125915010, "expiration_time": 1764604800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 30, "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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