Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512313.7138 | 337041.7005 | 175272.0133 | 1481875.1949 | 186618.1438 | 1295257.051 |
Total P&L (%) | 512.3137 | 337.0417 | 175.272 | 1481.8752 | 186.6181 | 1295.2571 |
Avg Daily Profit (%) | 0.2723 | 0.1792 | 0.0932 | 0.1469 | 0.056 | 0.1402 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101625 | -122438 | -71196 | -605339 | -693965 | -322376 |
Profit Factor | 1.3834 | 1.4118 | 1.3386 | 1.2197 | 1.0442 | 1.5135 |
Total Trades | 514 | 257 | 257 | 514 | 257 | 257 |
Winning Trades | 268 | 117 | 151 | 268 | 117 | 151 |
Losing Trades | 246 | 140 | 106 | 246 | 140 | 106 |
Profitability (%) | 52.1401 | 45.5253 | 58.7549 | 52.1401 | 45.5253 | 58.7549 |
Ratio Avg Win / Avg Loss | 1.2699 | 1.6894 | 0.9397 | 1.1195 | 1.2495 | 1.0624 |
Largest Winning Trade | 72268 | 72268 | 28641 | 352202 | 242657 | 352202 |
Largest Losing Trade | -43644 | -29162 | -43644 | -235552 | -194505 | -235552 |
Avg Bars in Trades | 10 | 15 | 6 | 10 | 15 | 6 |
Avg Bars in Winners | 10 | 16 | 5 | 10 | 16 | 5 |
Avg Bars in Losers | 11 | 14 | 7 | 11 | 14 | 7 |
Bars Traded | 5604 | 3960 | 1644 | 5604 | 3960 | 1644 |
Profit Streak | 4.6502 | 0 | 11.6502 | 4.6502 | 0 | 11.6502 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463633 | 311326 | -66644 | 240012 | -290755 | -785 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 44, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5644, "evaluation_days": 1881.33, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1598342400000, "last_datapoint_time": 1760284800000, "evaluation_time": 1760312178967, "expiration_time": 1765161216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 44, "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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