Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244620.9172 | 297138.2462 | -52517.329 | -101713.1234 | 34553.6428 | -136266.7662 |
Total P&L (%) | 244.6209 | 297.1382 | -52.5173 | -101.7131 | 34.5536 | -136.2668 |
Avg Daily Profit (%) | 0.1535 | 0.1865 | -0.033 | 0 | 0.0186 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194334 | -107226 | -164646 | -102139 | -4052 | -101178 |
Profit Factor | 1.2768 | 1.8175 | 0.899 | 0.3453 | 5.6929 | 0.0793 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 45 | 19 | 26 | 45 | 27 | 18 |
Losing Trades | 46 | 26 | 20 | 46 | 18 | 28 |
Profitability (%) | 49.4505 | 42.2222 | 56.5217 | 49.4505 | 60 | 39.1304 |
Ratio Avg Win / Avg Loss | 1.3052 | 2.4871 | 0.6916 | 0.353 | 3.7952 | 0.1233 |
Largest Winning Trade | 268608 | 268608 | 52085 | 35201 | 35201 | 5532 |
Largest Losing Trade | -104970 | -56021 | -104970 | -99409 | -2493 | -99409 |
Avg Bars in Trades | 101 | 119 | 82 | 101 | 119 | 82 |
Avg Bars in Winners | 111 | 135 | 93 | 92 | 107 | 70 |
Avg Bars in Losers | 91 | 108 | 69 | 109 | 138 | 90 |
Bars Traded | 9201 | 5398 | 3803 | 9201 | 5398 | 3803 |
Profit Streak | 186.7125 | 186.7125 | 282.3792 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311778 | 336707 | -578488 | -580748 | -160728 | -584931 |
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{ "first_band": { "type": "ssf", "factors": { "length": 183, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 123, "offset": 0, "scalar": 5 } } }
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{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9559, "evaluation_days": 1593.17, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1623672000000, "last_datapoint_time": 1759550400000, "evaluation_time": 1759568761181, "expiration_time": 1763679888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 183, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 123, "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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