Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297259.0749 | 223718.2615 | 73540.8134 | -2932826.1094 | -1080313.5677 | -1852512.5418 |
Total P&L (%) | 297.2591 | 223.7183 | 73.5408 | -2932.8261 | -1080.3136 | -1852.5125 |
Avg Daily Profit (%) | 0.1562 | 0.1175 | 0.0386 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -269534 | -57732 | -272108 | -3406477 | -1882683 | -2552089 |
Profit Factor | 1.3578 | 1.7916 | 1.1341 | 0.7591 | 0.7784 | 0.7462 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 89 | 42 | 47 | 42 | 26 | 16 |
Losing Trades | 34 | 20 | 14 | 81 | 36 | 45 |
Profitability (%) | 72.3577 | 67.7419 | 77.0492 | 34.1463 | 41.9355 | 26.2295 |
Ratio Avg Win / Avg Loss | 0.5187 | 0.8531 | 0.3378 | 1.464 | 1.0778 | 2.0987 |
Largest Winning Trade | 51651 | 51651 | 39852 | 1454752 | 563397 | 1454752 |
Largest Losing Trade | -243577 | -44405 | -243577 | -589491 | -432686 | -589491 |
Avg Bars in Trades | 59 | 39 | 79 | 59 | 39 | 79 |
Avg Bars in Winners | 44 | 26 | 59 | 75 | 55 | 108 |
Avg Bars in Losers | 99 | 66 | 147 | 50 | 27 | 69 |
Bars Traded | 7307 | 2445 | 4862 | 7307 | 2445 | 4862 |
Profit Streak | 89.7856 | 89.7856 | 115.2856 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393232 | -186379 | -372753 | -584950 | -736705 | -764354 |
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{ "first_band": { "type": "bbu", "factors": { "length": 24, "offset": 0, "std": 1.46857 } }, "second_band": { "type": "ssf", "factors": { "length": 195, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "SNX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7613, "evaluation_days": 1903.25, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1594792800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758804677782, "expiration_time": 1763648424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 24, "offset": 0, "std": 1.46857 } }, "second_band": { "type": "ssf", "factors": { "length": 195, "offset": 0, "poles": 2 } } }
# | 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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