Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 675880.6906 | 641018.052 | 34862.6386 | 16320.784 | 136704.7425 | -120383.9585 |
Total P&L (%) | 675.8807 | 641.0181 | 34.8626 | 16.3208 | 136.7047 | -120.384 |
Avg Daily Profit (%) | 0.2929 | 0.2778 | 0.0151 | 0.0066 | 0.0373 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124950 | -121692 | -261179 | -385497 | -295674 | -385135 |
Profit Factor | 1.4541 | 1.941 | 1.0432 | 1.0065 | 1.1167 | 0.9109 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 123 | 51 | 72 | 123 | 51 | 72 |
Losing Trades | 165 | 93 | 72 | 165 | 93 | 72 |
Profitability (%) | 42.7083 | 35.4167 | 50 | 42.7083 | 35.4167 | 50 |
Ratio Avg Win / Avg Loss | 1.9507 | 3.5394 | 1.0432 | 1.3501 | 2.0364 | 0.9109 |
Largest Winning Trade | 362314 | 362314 | 60071 | 257164 | 257164 | 70987 |
Largest Losing Trade | -48265 | -45811 | -48265 | -165801 | -81414 | -165801 |
Avg Bars in Trades | 31 | 26 | 36 | 31 | 26 | 36 |
Avg Bars in Winners | 45 | 40 | 48 | 45 | 40 | 48 |
Avg Bars in Losers | 21 | 18 | 25 | 21 | 18 | 25 |
Bars Traded | 9166 | 3842 | 5324 | 9166 | 3842 | 5324 |
Profit Streak | 0 | 0 | 15.3239 | 0 | 0 | 15.3239 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347007 | 245609 | -347944 | -408155 | -239614 | -580367 |
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{ "first_band": { "type": "ssf", "factors": { "length": 123, "offset": 0, "poles": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9231, "evaluation_days": 2307.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1559779200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758894388074, "expiration_time": 1764696888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 123, "offset": 0, "poles": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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