Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426167.3114 | 377751.4444 | 48415.8669 | -78560.6563 | 125961.9732 | -204522.6295 |
Total P&L (%) | 426.1673 | 377.7514 | 48.4159 | -78.5607 | 125.962 | -204.5226 |
Avg Daily Profit (%) | 0.224 | 0.1986 | 0.0254 | -0.0809 | 0.0429 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161360 | -108377 | -167033 | -151175 | -45662 | -222782 |
Profit Factor | 1.4777 | 1.8089 | 1.1139 | 0.8448 | 1.7929 | 0.4109 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 51.6129 | 53.2258 | 50 | 51.6129 | 53.2258 | 50 |
Ratio Avg Win / Avg Loss | 1.3853 | 1.5896 | 1.1139 | 0.792 | 1.5756 | 0.4109 |
Largest Winning Trade | 245709 | 245709 | 54026 | 68666 | 68666 | 17139 |
Largest Losing Trade | -91216 | -56309 | -91216 | -118025 | -23411 | -118025 |
Avg Bars in Trades | 29 | 26 | 32 | 29 | 26 | 32 |
Avg Bars in Winners | 40 | 33 | 48 | 40 | 33 | 48 |
Avg Bars in Losers | 18 | 19 | 16 | 18 | 19 | 16 |
Bars Traded | 3674 | 1653 | 2020 | 3674 | 1653 | 2020 |
Profit Streak | 0 | 0 | 591.0765 | 0 | 0 | 591.0765 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353214 | -142444 | -408841 | -579962 | -285746 | -733999 |
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{ "first_band": { "type": "ssf", "factors": { "length": 142, "offset": 0, "poles": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } } }
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{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1554249600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759369806694, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 142, "offset": 0, "poles": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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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