Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1036403.2059 | 883629.5934 | 152773.6125 | 1997475.7196 | 1221927.8221 | 775547.8975 |
Total P&L (%) | 1036.4032 | 883.6296 | 152.7736 | 1997.4757 | 1221.9278 | 775.5479 |
Avg Daily Profit (%) | 0.448 | 0.382 | 0.066 | 0.1316 | 0.1117 | 0.0938 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89131 | -89458 | -188564 | -1364458 | -877040 | -1056279 |
Profit Factor | 2.0094 | 2.7849 | 1.2873 | 1.2959 | 1.4038 | 1.2083 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Profitability (%) | 37.8378 | 32.4324 | 43.2432 | 37.8378 | 32.4324 | 43.2432 |
Ratio Avg Win / Avg Loss | 3.3011 | 5.8018 | 1.6896 | 2.129 | 2.9246 | 1.5858 |
Largest Winning Trade | 412874 | 412874 | 68585 | 1196322 | 1196322 | 574286 |
Largest Losing Trade | -44421 | -44421 | -40771 | -1039144 | -489286 | -1039144 |
Avg Bars in Trades | 92 | 87 | 98 | 92 | 87 | 98 |
Avg Bars in Winners | 160 | 160 | 160 | 160 | 160 | 160 |
Avg Bars in Losers | 51 | 52 | 51 | 51 | 52 | 51 |
Bars Traded | 13743 | 6470 | 7273 | 13743 | 6470 | 7273 |
Profit Streak | 0 | 0 | 38.3543 | 0 | 0 | 38.3543 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346956 | -56382 | -170174 | -20035 | -112967 | -133183 |
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{ "first_band": { "type": "ssf", "factors": { "length": 205, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 46, "offset": 0, "std": 2.93492 } } }
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{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13880, "evaluation_days": 2313.33, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1560009600000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759264208405, "expiration_time": 1765244160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 205, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 46, "offset": 0, "std": 2.93492 } } }
# | 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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