Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 707385.2786 | 495453.7952 | 211931.4834 | 2745255.66 | 958415.8148 | 1786839.8453 |
Total P&L (%) | 707.3853 | 495.4538 | 211.9315 | 2745.2557 | 958.4158 | 1786.8398 |
Avg Daily Profit (%) | 0.406 | 0.2843 | 0.1216 | 0.1923 | 0.1355 | 0.1687 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64169 | -106833 | -39642 | -1116098 | -823138 | -445586 |
Profit Factor | 2.3644 | 2.6741 | 1.9524 | 1.6416 | 1.3766 | 2.0305 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 39.8058 | 34.6154 | 45.098 | 39.8058 | 34.6154 | 45.098 |
Ratio Avg Win / Avg Loss | 3.5754 | 5.0512 | 2.3768 | 2.4824 | 2.6003 | 2.4719 |
Largest Winning Trade | 270532 | 270532 | 73754 | 851728 | 851728 | 822647 |
Largest Losing Trade | -25038 | -19787 | -25038 | -323599 | -323599 | -230080 |
Avg Bars in Trades | 33 | 25 | 41 | 33 | 25 | 41 |
Avg Bars in Winners | 61 | 49 | 69 | 61 | 49 | 69 |
Avg Bars in Losers | 14 | 12 | 17 | 14 | 12 | 17 |
Bars Traded | 3415 | 1315 | 2100 | 3415 | 1315 | 2100 |
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 | 382002 | -172317 | -208892 | 266058 | -195830 | -170332 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 14, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "GRT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3485, "evaluation_days": 1742.5, "actual_first_datapoint_time": 1608206400000, "first_datapoint_time": 1610193600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758892381331, "expiration_time": 1763231760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 14, "offset": 0, "poles": 2 } } }
# | 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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