Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 947930.6921 | 918281.8549 | 29648.8371 | 17329124.0466 | 22510779.1931 | -5181655.1465 |
Total P&L (%) | 947.9307 | 918.2819 | 29.6488 | 17329.124 | 22510.7792 | -5181.6551 |
Avg Daily Profit (%) | 0.5083 | 0.4924 | 0.0159 | 0.2771 | 0.2911 | 0 |
Buy And Hold Return (%) | 8157.1429 | 8157.1429 | 8157.1429 | 8157.1429 | 8157.1429 | 8157.1429 |
Max Trade Drawdown | -106236 | -93344 | -158945 | -4224999 | -3512134 | -11252816 |
Profit Factor | 1.914 | 3.2452 | 1.0472 | 1.3606 | 2.3117 | 0.8323 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 102 | 57 | 45 | 102 | 57 | 45 |
Losing Trades | 119 | 54 | 65 | 119 | 54 | 65 |
Profitability (%) | 46.1538 | 51.3514 | 40.9091 | 46.1538 | 51.3514 | 40.9091 |
Ratio Avg Win / Avg Loss | 2.233 | 3.0744 | 1.5126 | 1.5873 | 2.19 | 1.2022 |
Largest Winning Trade | 168943 | 168943 | 56125 | 3429150 | 3429150 | 2237231 |
Largest Losing Trade | -30577 | -23020 | -30577 | -2271221 | -1371380 | -2271221 |
Avg Bars in Trades | 50 | 51 | 48 | 50 | 51 | 48 |
Avg Bars in Winners | 67 | 68 | 67 | 67 | 68 | 67 |
Avg Bars in Losers | 35 | 34 | 36 | 35 | 34 | 36 |
Bars Traded | 11124 | 5747 | 5377 | 11124 | 5747 | 5377 |
Profit Streak | 10.2026 | 96.5359 | 0 | 10.2026 | 96.5359 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151150 | -147682 | -508676 | 162799 | 404965 | -582908 |
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{ "first_band": { "type": "ssf", "factors": { "length": 92, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcb", "factors": { "length": 50, "offset": 0, "scalar": 2 } } }
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{ "trading_pair": "SOL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11189, "evaluation_days": 1864.83, "actual_first_datapoint_time": 1597118400000, "first_datapoint_time": 1597824000000, "last_datapoint_time": 1758225600000, "evaluation_time": 1758228702833, "expiration_time": 1763059248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 92, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcb", "factors": { "length": 50, "offset": 0, "scalar": 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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