Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366223.3568 | 484250.2868 | -118026.9299 | -95344.256 | 78231.1776 | -173575.4336 |
Total P&L (%) | 366.2234 | 484.2503 | -118.0269 | -95.3443 | 78.2312 | -173.5754 |
Avg Daily Profit (%) | 0.195 | 0.2578 | -0.0628 | -0.1632 | 0.0308 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -359826 | -197724 | -167107 | -1106403 | -689828 | -508175 |
Profit Factor | 1.4958 | 2.2565 | 0.6658 | 0.9461 | 1.076 | 0.7652 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 109 | 53 | 56 | 109 | 53 | 56 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 68.125 | 66.25 | 70 | 68.125 | 66.25 | 70 |
Ratio Avg Win / Avg Loss | 0.6999 | 1.1495 | 0.2854 | 0.4427 | 0.5482 | 0.328 |
Largest Winning Trade | 649499 | 649499 | 18312 | 649499 | 649499 | 137249 |
Largest Losing Trade | -66946 | -64521 | -66946 | -423230 | -423230 | -278195 |
Avg Bars in Trades | 35 | 43 | 27 | 35 | 43 | 27 |
Avg Bars in Winners | 13 | 16 | 11 | 13 | 16 | 11 |
Avg Bars in Losers | 80 | 95 | 64 | 80 | 95 | 64 |
Bars Traded | 5626 | 3462 | 2164 | 5626 | 3462 | 2164 |
Profit Streak | 47.8884 | 84.8884 | 47.8884 | 47.8884 | 84.8884 | 47.8884 |
Trades During Streak | 12 | 7 | 6 | 12 | 7 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435675 | -4231 | -595513 | -575868 | -305866 | -595513 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 208, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "YFI_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5635, "evaluation_days": 1878.33, "actual_first_datapoint_time": 1597046400000, "first_datapoint_time": 1597046400000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759324757721, "expiration_time": 1764174240000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 208, "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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