Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1157309.6882 | -344426.1252 | -812883.563 | -99855.4105 | 846222.0888 | -946077.4994 |
Total P&L (%) | -1157.3097 | -344.4261 | -812.8836 | -99.8554 | 846.2221 | -946.0775 |
Avg Daily Profit (%) | -0.7834 | -0.2332 | -0.5503 | -0.4417 | 0.1522 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1269160 | -409818 | -876811 | -1333414 | -174167 | -1325576 |
Profit Factor | 0.5735 | 0.6874 | 0.4958 | 0.9696 | 1.7966 | 0.5745 |
Total Trades | 1289 | 645 | 644 | 1289 | 645 | 644 |
Winning Trades | 1001 | 479 | 522 | 787 | 390 | 397 |
Losing Trades | 288 | 166 | 122 | 502 | 255 | 247 |
Profitability (%) | 77.6571 | 74.2636 | 81.0559 | 61.0551 | 60.4651 | 61.646 |
Ratio Avg Win / Avg Loss | 0.165 | 0.2382 | 0.1159 | 0.6185 | 1.1747 | 0.3574 |
Largest Winning Trade | 13757 | 11919 | 13757 | 353274 | 294534 | 353274 |
Largest Losing Trade | -528480 | -39606 | -528480 | -1229127 | -104286 | -1229127 |
Avg Bars in Trades | 13 | 15 | 11 | 13 | 15 | 11 |
Avg Bars in Winners | 5 | 5 | 5 | 9 | 10 | 7 |
Avg Bars in Losers | 43 | 43 | 41 | 20 | 22 | 19 |
Bars Traded | 17636 | 9910 | 7725 | 17636 | 9910 | 7725 |
Profit Streak | 0 | 0 | 9.7855 | 0 | 0 | 9.7855 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -570408 | -574124 | -571658 | -572561 | 517482 | -574556 |
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{ "first_band": { "type": "ssf", "factors": { "length": 2, "offset": 0, "poles": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 131, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "GALA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17727, "evaluation_days": 1477.25, "actual_first_datapoint_time": 1631512800000, "first_datapoint_time": 1631512800000, "last_datapoint_time": 1759140000000, "evaluation_time": 1759143067343, "expiration_time": 1763734838400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 2, "offset": 0, "poles": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 131, "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) |
---|