Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 666653.5001 | 404417.1312 | 262236.3689 | 1964034.4447 | 150.4264 | 1963884.0183 |
Total P&L (%) | 666.6535 | 404.4171 | 262.2364 | 1964.0344 | 0.1504 | 1963.884 |
Avg Daily Profit (%) | 0.3672 | 0.2228 | 0.1444 | 0.1669 | 0.0001 | 0.1669 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109426 | -66197 | -62408 | -2821952 | -1831845 | -2142021 |
Profit Factor | 2.1461 | 2.2006 | 2.0712 | 1.1716 | 1 | 1.3746 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 42 | 15 | 27 | 42 | 15 | 27 |
Losing Trades | 66 | 39 | 27 | 66 | 39 | 27 |
Profitability (%) | 38.8889 | 27.7778 | 50 | 38.8889 | 27.7778 | 50 |
Ratio Avg Win / Avg Loss | 3.3725 | 5.7216 | 2.0712 | 1.841 | 2.6001 | 1.3746 |
Largest Winning Trade | 315467 | 315467 | 64373 | 1482308 | 1482308 | 933388 |
Largest Losing Trade | -48492 | -21425 | -48492 | -1872556 | -412867 | -1872556 |
Avg Bars in Trades | 33 | 29 | 36 | 33 | 29 | 36 |
Avg Bars in Winners | 54 | 52 | 54 | 54 | 52 | 54 |
Avg Bars in Losers | 19 | 21 | 17 | 19 | 21 | 17 |
Bars Traded | 3571 | 1607 | 1964 | 3571 | 1607 | 1964 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342548 | -185624 | -176333 | -26971 | -775490 | -171760 |
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{ "first_band": { "type": "ssf", "factors": { "length": 68, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcb", "factors": { "length": 24, "offset": 0, "scalar": 5 } } }
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{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3631, "evaluation_days": 1815.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1603756800000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759612681439, "expiration_time": 1764284976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 68, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcb", "factors": { "length": 24, "offset": 0, "scalar": 5 } } }
# | 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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