Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468130.2286 | 346222.4793 | 121907.7493 | 725634.0747 | -138201.3532 | 863835.4279 |
Total P&L (%) | 468.1302 | 346.2225 | 121.9077 | 725.6341 | -138.2014 | 863.8354 |
Avg Daily Profit (%) | 0.2495 | 0.1845 | 0.065 | 0.1126 | 0 | 0.1208 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158931 | -147763 | -101006 | -1225937 | -1163969 | -358327 |
Profit Factor | 1.3508 | 1.4217 | 1.2375 | 1.0982 | 0.9715 | 1.3415 |
Total Trades | 453 | 226 | 227 | 453 | 226 | 227 |
Winning Trades | 227 | 101 | 126 | 227 | 101 | 126 |
Losing Trades | 226 | 125 | 101 | 226 | 125 | 101 |
Profitability (%) | 50.1104 | 44.6903 | 55.5066 | 50.1104 | 44.6903 | 55.5066 |
Ratio Avg Win / Avg Loss | 1.3449 | 1.7595 | 0.9919 | 1.0934 | 1.2024 | 1.0753 |
Largest Winning Trade | 113847 | 113847 | 26767 | 300116 | 300116 | 229009 |
Largest Losing Trade | -44090 | -44090 | -38269 | -390539 | -390539 | -179792 |
Avg Bars in Trades | 12 | 17 | 7 | 12 | 17 | 7 |
Avg Bars in Winners | 11 | 17 | 6 | 11 | 17 | 6 |
Avg Bars in Losers | 13 | 17 | 8 | 13 | 17 | 8 |
Bars Traded | 5600 | 3935 | 1664 | 5600 | 3935 | 1664 |
Profit Streak | 16.119 | 16.119 | 20.119 | 16.119 | 16.119 | 20.119 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456725 | 336136 | -105049 | -150520 | -579201 | -27855 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 65, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5629, "evaluation_days": 1876.33, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1598342400000, "last_datapoint_time": 1759852800000, "evaluation_time": 1759863079633, "expiration_time": 1764716256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 65, "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) |
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