Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397065.2124 | 307072.2649 | 89992.9475 | 600820.681 | 564792.6716 | 36028.0095 |
Total P&L (%) | 397.0652 | 307.0723 | 89.9929 | 600.8207 | 564.7927 | 36.028 |
Avg Daily Profit (%) | 0.2126 | 0.1644 | 0.0482 | 0.1043 | 0.1015 | 0.0165 |
Buy And Hold Return (%) | 38.5426 | 38.5426 | 38.5426 | 38.5426 | 38.5426 | 38.5426 |
Max Trade Drawdown | -89505 | -119151 | -90767 | -515432 | -524739 | -593114 |
Profit Factor | 1.3079 | 1.508 | 1.1313 | 1.0954 | 1.1916 | 1.0108 |
Total Trades | 462 | 231 | 231 | 462 | 231 | 231 |
Winning Trades | 184 | 87 | 97 | 184 | 87 | 97 |
Losing Trades | 278 | 144 | 134 | 278 | 144 | 134 |
Profitability (%) | 39.8268 | 37.6623 | 41.9913 | 39.8268 | 37.6623 | 41.9913 |
Ratio Avg Win / Avg Loss | 1.9761 | 2.4961 | 1.5629 | 1.655 | 1.9723 | 1.3963 |
Largest Winning Trade | 88044 | 88044 | 48030 | 211278 | 211278 | 149926 |
Largest Losing Trade | -20512 | -20512 | -15905 | -147976 | -147976 | -99071 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 26 | 27 | 26 | 26 | 27 | 26 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 7453 | 3731 | 3721 | 7453 | 3731 | 3721 |
Profit Streak | 8.7553 | 0 | 11.5053 | 8.7553 | 0 | 11.5053 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301591 | 212985 | -209705 | -168398 | -69616 | -546867 |
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{ "first_band": { "type": "ssf", "factors": { "length": 40, "offset": 0, "poles": 2 } }, "second_band": { "type": "ema", "factors": { "length": 10, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7471, "evaluation_days": 1867.75, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1597968000000, "last_datapoint_time": 1759125600000, "evaluation_time": 1759147659518, "expiration_time": 1763966808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 40, "offset": 0, "poles": 2 } }, "second_band": { "type": "ema", "factors": { "length": 10, "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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