Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476363.642 | 332065.6018 | 144298.0402 | 154081.9088 | -134140.359 | 288222.2678 |
Total P&L (%) | 476.3636 | 332.0656 | 144.298 | 154.0819 | -134.1404 | 288.2223 |
Avg Daily Profit (%) | 0.2639 | 0.1839 | 0.0799 | 0.0517 | 0 | 0.0752 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147838 | -98302 | -96731 | -1296165 | -676027 | -974924 |
Profit Factor | 1.5309 | 1.7359 | 1.3235 | 1.0406 | 0.9239 | 1.1418 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 79 | 34 | 45 | 79 | 34 | 45 |
Losing Trades | 115 | 63 | 52 | 115 | 63 | 52 |
Profitability (%) | 40.7216 | 35.0515 | 46.3918 | 40.7216 | 35.0515 | 46.3918 |
Ratio Avg Win / Avg Loss | 2.2285 | 3.2165 | 1.5294 | 1.5148 | 1.7119 | 1.3194 |
Largest Winning Trade | 247274 | 247274 | 62419 | 444810 | 259098 | 444810 |
Largest Losing Trade | -51949 | -28324 | -51949 | -484442 | -195398 | -484442 |
Avg Bars in Trades | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Winners | 52 | 51 | 53 | 52 | 51 | 53 |
Avg Bars in Losers | 26 | 25 | 26 | 26 | 25 | 26 |
Bars Traded | 7166 | 3383 | 3781 | 7166 | 3383 | 3781 |
Profit Streak | 18.6508 | 28.1508 | 0 | 18.6508 | 28.1508 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314706 | 187422 | -86590 | -300711 | -583568 | -158870 |
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{ "first_band": { "type": "ssf", "factors": { "length": 128, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.11175, "nb": 0.1, "nc": 0.1 } } }
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{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7221, "evaluation_days": 1805.25, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1602763200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758879430212, "expiration_time": 1763394408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 128, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.11175, "nb": 0.1, "nc": 0.1 } } }
# | 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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