Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 839014.0496 | 671064.3351 | 167949.7145 | 1684358.8375 | -251213.7036 | 1935572.5411 |
Total P&L (%) | 839.0141 | 671.0643 | 167.9497 | 1684.3588 | -251.2137 | 1935.5725 |
Avg Daily Profit (%) | 0.4519 | 0.3615 | 0.0905 | 0.1553 | 0 | 0.1624 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69351 | -107300 | -45634 | -2021035 | -1684289 | -788615 |
Profit Factor | 2.3187 | 2.7973 | 1.6389 | 1.1737 | 0.9573 | 1.5073 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 50 | 18 | 32 | 50 | 18 | 32 |
Losing Trades | 97 | 55 | 42 | 97 | 55 | 42 |
Profitability (%) | 34.0136 | 24.6575 | 43.2432 | 34.0136 | 24.6575 | 43.2432 |
Ratio Avg Win / Avg Loss | 4.4983 | 8.5473 | 2.1511 | 2.277 | 2.925 | 1.9783 |
Largest Winning Trade | 555648 | 555648 | 55179 | 1714091 | 1714091 | 1050685 |
Largest Losing Trade | -20238 | -20023 | -20238 | -474818 | -424378 | -474818 |
Avg Bars in Trades | 49 | 43 | 56 | 49 | 43 | 56 |
Avg Bars in Winners | 103 | 115 | 96 | 103 | 115 | 96 |
Avg Bars in Losers | 22 | 20 | 25 | 22 | 20 | 25 |
Bars Traded | 7344 | 3179 | 4165 | 7344 | 3179 | 4165 |
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 | 316018 | -88525 | -136167 | -26489 | -681282 | -56907 |
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{ "first_band": { "type": "ssf", "factors": { "length": 214, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 9, "offset": 0 } } }
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{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7426, "evaluation_days": 1856.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1599372000000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759589290920, "expiration_time": 1764391248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 214, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 9, "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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