Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 802200.7846 | 673672.5602 | 128528.2244 | 5598335.811 | 8068513.471 | -2470177.66 |
Total P&L (%) | 802.2008 | 673.6726 | 128.5282 | 5598.3358 | 8068.5135 | -2470.1777 |
Avg Daily Profit (%) | 0.3202 | 0.2689 | 0.0513 | 0.1615 | 0.1759 | 0 |
Buy And Hold Return (%) | 256.546 | 256.546 | 256.546 | 256.546 | 256.546 | 256.546 |
Max Trade Drawdown | -129312 | -47766 | -128897 | -18809662 | -3571745 | -16371149 |
Profit Factor | 2.7831 | 4.9484 | 1.4602 | 1.1962 | 1.8064 | 0.8667 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 52.9412 | 52.9412 | 52.9412 | 52.9412 | 52.9412 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.4739 | 4.3986 | 1.298 | 1.0633 | 1.6057 | 0.7704 |
Largest Winning Trade | 198855 | 198855 | 57057 | 5131086 | 5131086 | 4338435 |
Largest Losing Trade | -59626 | -24944 | -59626 | -13406973 | -2700262 | -13406973 |
Avg Bars in Trades | 72 | 82 | 62 | 72 | 82 | 62 |
Avg Bars in Winners | 79 | 77 | 82 | 79 | 77 | 82 |
Avg Bars in Losers | 63 | 87 | 40 | 63 | 87 | 40 |
Bars Traded | 4923 | 2791 | 2132 | 4923 | 2791 | 2132 |
Profit Streak | 134.7145 | 134.7145 | 334.2145 | 134.7145 | 134.7145 | 334.2145 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100388 | 499445 | -287380 | -108796 | 438896 | -579049 |
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{ "first_band": { "type": "ssf", "factors": { "length": 139, "offset": 0, "poles": 2 } }, "second_band": { "type": "ema", "factors": { "length": 77, "offset": 0 } } }
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{ "trading_pair": "ETC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5010, "evaluation_days": 2505, "actual_first_datapoint_time": 1543492800000, "first_datapoint_time": 1546776000000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759900136007, "expiration_time": 1766374560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 139, "offset": 0, "poles": 2 } }, "second_band": { "type": "ema", "factors": { "length": 77, "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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