Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1820340.7364 | 1684231.2522 | 136109.4842 | 5983742.4794 | 1444995.1904 | 4538747.2889 |
Total P&L (%) | 1820.3407 | 1684.2313 | 136.1095 | 5983.7425 | 1444.9952 | 4538.7473 |
Avg Daily Profit (%) | 0.8009 | 0.741 | 0.0599 | 0.1809 | 0.1205 | 0.169 |
Buy And Hold Return (%) | 70.5387 | 70.5387 | 70.5387 | 70.5387 | 70.5387 | 70.5387 |
Max Trade Drawdown | -145386 | -108963 | -60113 | -19967548 | -16544572 | -5541226 |
Profit Factor | 4.2354 | 5.9531 | 1.6114 | 1.1174 | 1.0453 | 1.2379 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 50 | 42.5 | 57.5 | 50 | 42.5 | 57.5 |
Ratio Avg Win / Avg Loss | 4.2354 | 8.0543 | 1.1911 | 1.1174 | 1.4143 | 0.915 |
Largest Winning Trade | 1142086 | 1142086 | 52703 | 12372702 | 12372702 | 3689052 |
Largest Losing Trade | -36985 | -36985 | -23672 | -7916457 | -7916457 | -2289003 |
Avg Bars in Trades | 83 | 115 | 50 | 83 | 115 | 50 |
Avg Bars in Winners | 111 | 176 | 62 | 111 | 176 | 62 |
Avg Bars in Losers | 55 | 70 | 34 | 55 | 70 | 34 |
Bars Traded | 6656 | 4619 | 2037 | 6656 | 4619 | 2037 |
Profit Streak | 11.0222 | 0 | 29.3555 | 11.0222 | 0 | 29.3555 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2735 | 657607 | -116843 | -106608 | -205251 | 264618 |
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{ "first_band": { "type": "ssf", "factors": { "length": 202, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 204, "offset": 0, "std": 1.88549 } } }
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{ "trading_pair": "ANKR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6819, "evaluation_days": 2273, "actual_first_datapoint_time": 1563868800000, "first_datapoint_time": 1564819200000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760229114844, "expiration_time": 1766118816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 202, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 204, "offset": 0, "std": 1.88549 } } }
# | 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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