Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226803.0972 | 54844.9743 | 171958.123 | 46745.7518 | -109849.9289 | 156595.6807 |
Total P&L (%) | 226.8031 | 54.845 | 171.9581 | 46.7458 | -109.8499 | 156.5957 |
Avg Daily Profit (%) | 0.1741 | 0.0421 | 0.132 | 0.0294 | 0 | 0.0723 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100548 | -113701 | -49298 | -224074 | -249228 | -125153 |
Profit Factor | 1.2403 | 1.0944 | 1.4737 | 1.0312 | 0.8803 | 1.27 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 129 | 59 | 70 | 129 | 59 | 70 |
Losing Trades | 113 | 62 | 51 | 113 | 62 | 51 |
Profitability (%) | 53.3058 | 48.7603 | 57.8512 | 53.3058 | 48.7603 | 57.8512 |
Ratio Avg Win / Avg Loss | 1.0864 | 1.1501 | 1.0737 | 0.9033 | 0.925 | 0.9253 |
Largest Winning Trade | 104009 | 104009 | 43927 | 107248 | 107248 | 65495 |
Largest Losing Trade | -38858 | -38858 | -33198 | -95556 | -95556 | -73622 |
Avg Bars in Trades | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Winners | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 5122 | 2555 | 2567 | 5122 | 2555 | 2567 |
Profit Streak | 16.1159 | 16.1159 | 31.8659 | 16.1159 | 16.1159 | 31.8659 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365774 | -254237 | -13638 | -339992 | -580638 | -96050 |
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{ "first_band": { "type": "ssf", "factors": { "length": 124, "offset": 0, "poles": 2 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.04412, "nb": 0.42378, "nc": 0.1 } } }
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{ "trading_pair": "APE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5212, "evaluation_days": 1303, "actual_first_datapoint_time": 1647518400000, "first_datapoint_time": 1647518400000, "last_datapoint_time": 1760076000000, "evaluation_time": 1760086009613, "expiration_time": 1763453376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 124, "offset": 0, "poles": 2 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.04412, "nb": 0.42378, "nc": 0.1 } } }
# | 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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