Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303261.1366 | 212406.3815 | 90854.7551 | -43431.9696 | -119747.5525 | 76315.5829 |
Total P&L (%) | 303.2611 | 212.4064 | 90.8548 | -43.432 | -119.7476 | 76.3156 |
Avg Daily Profit (%) | 0.1675 | 0.1174 | 0.0502 | -0.0315 | 0 | 0.0313 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -261389 | -260345 | -47132 | -466190 | -441786 | -155992 |
Profit Factor | 1.3879 | 1.3802 | 1.4073 | 0.9599 | 0.8435 | 1.2395 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 47.4576 | 40.678 | 54.2373 | 47.4576 | 40.678 | 54.2373 |
Ratio Avg Win / Avg Loss | 1.5366 | 2.0128 | 1.1874 | 1.0628 | 1.2301 | 1.0458 |
Largest Winning Trade | 259239 | 259239 | 41304 | 264661 | 264661 | 141267 |
Largest Losing Trade | -43406 | -43406 | -36957 | -154855 | -154855 | -121246 |
Avg Bars in Trades | 44 | 68 | 21 | 44 | 68 | 21 |
Avg Bars in Winners | 48 | 77 | 26 | 48 | 77 | 26 |
Avg Bars in Losers | 41 | 61 | 15 | 41 | 61 | 15 |
Bars Traded | 5292 | 4028 | 1264 | 5292 | 4028 | 1264 |
Profit Streak | 30.3708 | 30.3708 | 32.0375 | 30.3708 | 30.3708 | 32.0375 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338490 | -214695 | -300451 | -578784 | -759154 | -326622 |
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{ "first_band": { "type": "ssf", "factors": { "length": 152, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 98, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5430, "evaluation_days": 1810, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1605571200000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759136036933, "expiration_time": 1763824320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 152, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 98, "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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