Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454650.4774 | 364094.2357 | 90556.2417 | 466682.6082 | 371907.2694 | 94775.3388 |
Total P&L (%) | 454.6505 | 364.0942 | 90.5562 | 466.6826 | 371.9073 | 94.7753 |
Avg Daily Profit (%) | 0.2567 | 0.2056 | 0.0511 | 0.098 | 0.0877 | 0.0377 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92275 | -88163 | -100005 | -407166 | -245130 | -261276 |
Profit Factor | 1.5761 | 2.0982 | 1.1978 | 1.216 | 1.3751 | 1.0811 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 46.2121 | 42.4242 | 50 | 46.2121 | 42.4242 | 50 |
Ratio Avg Win / Avg Loss | 1.8344 | 2.8476 | 1.1978 | 1.4154 | 1.8661 | 1.0811 |
Largest Winning Trade | 97856 | 97856 | 65168 | 182475 | 182475 | 170441 |
Largest Losing Trade | -50688 | -29401 | -50688 | -212293 | -92656 | -212293 |
Avg Bars in Trades | 26 | 27 | 25 | 26 | 27 | 25 |
Avg Bars in Winners | 37 | 39 | 35 | 37 | 39 | 35 |
Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
Bars Traded | 3522 | 1816 | 1706 | 3522 | 1816 | 1706 |
Profit Streak | 37.6257 | 37.6257 | 49.6257 | 37.6257 | 37.6257 | 49.6257 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400733 | -114922 | -250868 | -62433 | -200866 | -397255 |
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{ "first_band": { "type": "ssf", "factors": { "length": 39, "offset": 0, "poles": 2 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.12003, "nc": 0.1 } } }
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{ "trading_pair": "ROSE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3542, "evaluation_days": 1771, "actual_first_datapoint_time": 1605744000000, "first_datapoint_time": 1605744000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758855663525, "expiration_time": 1763305632000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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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