Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2864360.9355 | 2667270.6954 | 197090.2401 | 7129295.9533 | -316083.1702 | 7445379.1235 |
Total P&L (%) | 2864.3609 | 2667.2707 | 197.0902 | 7129.296 | -316.0832 | 7445.3791 |
Avg Daily Profit (%) | 1.2355 | 1.1505 | 0.085 | 0.1848 | 0 | 0.1867 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151944 | -92909 | -74467 | -12905710 | -10019127 | -4437265 |
Profit Factor | 4.5897 | 6.9756 | 1.5606 | 1.1768 | 0.9869 | 1.461 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 40.8333 | 35 | 46.6667 | 40.8333 | 35 | 46.6667 |
Ratio Avg Win / Avg Loss | 6.6503 | 12.9547 | 1.7835 | 1.7052 | 1.8329 | 1.6697 |
Largest Winning Trade | 2424357 | 2424357 | 82869 | 6578427 | 6253802 | 6578427 |
Largest Losing Trade | -33840 | -29087 | -33840 | -4046997 | -4046997 | -2569355 |
Avg Bars in Trades | 57 | 52 | 61 | 57 | 52 | 61 |
Avg Bars in Winners | 101 | 96 | 104 | 101 | 96 | 104 |
Avg Bars in Losers | 26 | 28 | 23 | 26 | 28 | 23 |
Bars Traded | 6843 | 3145 | 3698 | 6843 | 3145 | 3698 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 640501 | -153292 | -247143 | -20232 | -753291 | -160373 |
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{ "first_band": { "type": "ssf", "factors": { "length": 197, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 21, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6955, "evaluation_days": 2318.33, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1559923200000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759643363305, "expiration_time": 1765631520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 197, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 21, "offset": 0 } } }
# | 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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