Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391568.8973 | 346288.1296 | 45280.7678 | 1890478.4784 | 1451664.1743 | 438814.3041 |
Total P&L (%) | 391.5689 | 346.2881 | 45.2808 | 1890.4785 | 1451.6642 | 438.8143 |
Avg Daily Profit (%) | 0.472 | 0.4174 | 0.0546 | 0.3612 | 0.331 | 0.2032 |
Buy And Hold Return (%) | 462.7597 | 462.7597 | 462.7597 | 462.7597 | 462.7597 | 462.7597 |
Max Trade Drawdown | -68264 | -58499 | -22115 | -1085564 | -1044081 | -148230 |
Profit Factor | 2.8394 | 3.5343 | 1.5939 | 1.6748 | 1.6741 | 1.6769 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 87 | 50 | 37 | 87 | 50 | 37 |
Losing Trades | 24 | 5 | 19 | 24 | 5 | 19 |
Profitability (%) | 78.3784 | 90.9091 | 66.0714 | 78.3784 | 90.9091 | 66.0714 |
Ratio Avg Win / Avg Loss | 0.7833 | 0.3534 | 0.8185 | 0.462 | 0.1674 | 0.8611 |
Largest Winning Trade | 27423 | 27423 | 12741 | 303111 | 303111 | 131822 |
Largest Losing Trade | -58499 | -58499 | -22115 | -1044081 | -1044081 | -108464 |
Avg Bars in Trades | 37 | 69 | 5 | 37 | 69 | 5 |
Avg Bars in Winners | 23 | 38 | 3 | 23 | 38 | 3 |
Avg Bars in Losers | 87 | 381 | 9 | 87 | 381 | 9 |
Bars Traded | 4137 | 3826 | 311 | 4137 | 3826 | 311 |
Profit Streak | 0 | 92.2458 | 0 | 0 | 92.2458 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148938 | -326018 | -463295 | 428935 | -167100 | -335424 |
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{ "first_band": { "type": "ssf", "factors": { "length": 5, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 110, "offset": 0, "std": 2.14893 } } }
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{ "trading_pair": "PENDLE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 4978, "evaluation_days": 829.67, "actual_first_datapoint_time": 1688371200000, "first_datapoint_time": 1689940800000, "last_datapoint_time": 1760040000000, "evaluation_time": 1760046834695, "expiration_time": 1762632000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 5, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 110, "offset": 0, "std": 2.14893 } } }
# | 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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