Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472491.9865 | 260808.1387 | 211683.8478 | 583580.2625 | 34917.7111 | 548662.5515 |
Total P&L (%) | 472.492 | 260.8081 | 211.6838 | 583.5803 | 34.9177 | 548.6626 |
Avg Daily Profit (%) | 0.2606 | 0.1438 | 0.1167 | 0.1061 | 0.0165 | 0.1032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117332 | -95742 | -67737 | -1747758 | -1525542 | -1273027 |
Profit Factor | 1.3193 | 1.3629 | 1.2781 | 1.0329 | 1.0042 | 1.0582 |
Total Trades | 603 | 301 | 302 | 603 | 301 | 302 |
Winning Trades | 254 | 118 | 136 | 254 | 118 | 136 |
Losing Trades | 349 | 183 | 166 | 349 | 183 | 166 |
Profitability (%) | 42.1227 | 39.2027 | 45.0331 | 42.1227 | 39.2027 | 45.0331 |
Ratio Avg Win / Avg Loss | 1.8127 | 2.1136 | 1.56 | 1.4192 | 1.5574 | 1.2916 |
Largest Winning Trade | 102141 | 102141 | 55341 | 691832 | 691832 | 436042 |
Largest Losing Trade | -24799 | -16713 | -24799 | -516999 | -284866 | -516999 |
Avg Bars in Trades | 35 | 31 | 40 | 35 | 31 | 40 |
Avg Bars in Winners | 48 | 45 | 50 | 48 | 45 | 50 |
Avg Bars in Losers | 26 | 22 | 31 | 26 | 22 | 31 |
Bars Traded | 21667 | 9526 | 12141 | 21667 | 9526 | 12141 |
Profit Streak | 0 | 4.8366 | 0 | 0 | 4.8366 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343389 | -1589 | -36988 | -235210 | -390396 | -212258 |
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{ "first_band": { "type": "ssf", "factors": { "length": 110, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21758, "evaluation_days": 1813.17, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1602928800000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759478683127, "expiration_time": 1765110873600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 110, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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