Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366292.4841 | 411530.0647 | -45237.5806 | -94952.1384 | 160415.0142 | -255367.1525 |
Total P&L (%) | 366.2925 | 411.5301 | -45.2376 | -94.9521 | 160.415 | -255.3672 |
Avg Daily Profit (%) | 0.1966 | 0.2208 | -0.0243 | -0.1601 | 0.0514 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206037 | -119381 | -121488 | -582245 | -268902 | -515626 |
Profit Factor | 1.5054 | 2.4319 | 0.8966 | 0.9454 | 1.2491 | 0.7667 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 51.9608 | 49.0196 | 54.902 | 51.9608 | 49.0196 | 54.902 |
Ratio Avg Win / Avg Loss | 1.3918 | 2.5292 | 0.7365 | 0.874 | 1.299 | 0.6298 |
Largest Winning Trade | 421327 | 421327 | 60802 | 210194 | 210194 | 141678 |
Largest Losing Trade | -96364 | -25281 | -96364 | -322153 | -90784 | -322153 |
Avg Bars in Trades | 36 | 32 | 40 | 36 | 32 | 40 |
Avg Bars in Winners | 39 | 31 | 46 | 39 | 31 | 46 |
Avg Bars in Losers | 32 | 32 | 32 | 32 | 32 | 32 |
Bars Traded | 3682 | 1632 | 2050 | 3682 | 1632 | 2050 |
Profit Streak | 20.4077 | 25.4077 | 20.4077 | 20.4077 | 25.4077 | 20.4077 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378619 | -167461 | -759643 | -579191 | -304428 | -759643 |
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{ "first_band": { "type": "ssf", "factors": { "length": 179, "offset": 0, "poles": 2 } }, "second_band": { "type": "alma", "factors": { "length": 38, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3727, "evaluation_days": 1863.5, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1599350400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758966425555, "expiration_time": 1763545392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 179, "offset": 0, "poles": 2 } }, "second_band": { "type": "alma", "factors": { "length": 38, "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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