Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 440573.7062 | 257205.5312 | 183368.175 | 497286.5968 | -106961.2085 | 604247.8053 |
Total P&L (%) | 440.5737 | 257.2055 | 183.3682 | 497.2866 | -106.9612 | 604.2478 |
Avg Daily Profit (%) | 0.2301 | 0.1343 | 0.0958 | 0.0934 | 0 | 0.102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142573 | -94214 | -127454 | -1014690 | -1043189 | -791274 |
Profit Factor | 1.611 | 1.6127 | 1.6085 | 1.1289 | 0.9539 | 1.3935 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 76 | 32 | 44 | 76 | 32 | 44 |
Losing Trades | 47 | 29 | 18 | 47 | 29 | 18 |
Profitability (%) | 61.7886 | 52.459 | 70.9677 | 61.7886 | 52.459 | 70.9677 |
Ratio Avg Win / Avg Loss | 0.9962 | 1.4615 | 0.658 | 0.6981 | 0.8645 | 0.5701 |
Largest Winning Trade | 94568 | 94568 | 43755 | 437485 | 384459 | 437485 |
Largest Losing Trade | -51526 | -42329 | -51526 | -634912 | -503693 | -634912 |
Avg Bars in Trades | 60 | 75 | 46 | 60 | 75 | 46 |
Avg Bars in Winners | 49 | 51 | 47 | 49 | 51 | 47 |
Avg Bars in Losers | 78 | 101 | 42 | 78 | 101 | 42 |
Bars Traded | 7439 | 4585 | 2854 | 7439 | 4585 | 2854 |
Profit Streak | 0 | 61.6408 | 0 | 0 | 61.6408 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360159 | -171730 | -216313 | -146821 | -740749 | -208869 |
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{ "first_band": { "type": "dema", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 81, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "SNX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7659, "evaluation_days": 1914.75, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1597514400000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759720968899, "expiration_time": 1764671832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 81, "offset": 0, "poles": 3 } } }
# | 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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