Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 537451.4867 | 461699.473 | 75752.0137 | 442605.8714 | 221292.0387 | 221313.8327 |
Total P&L (%) | 537.4515 | 461.6995 | 75.752 | 442.6059 | 221.292 | 221.3138 |
Avg Daily Profit (%) | 0.2876 | 0.247 | 0.0405 | 0.0905 | 0.0625 | 0.0625 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120643 | -61523 | -98395 | -487990 | -440232 | -249312 |
Profit Factor | 2.3028 | 3.2512 | 1.3651 | 1.2215 | 1.2087 | 1.2359 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 45.4545 | 42.4242 | 48.4848 | 45.4545 | 42.4242 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.7633 | 4.4124 | 1.4505 | 1.4657 | 1.6404 | 1.3131 |
Largest Winning Trade | 387914 | 387914 | 62720 | 339190 | 339190 | 303370 |
Largest Losing Trade | -45454 | -45454 | -34861 | -211991 | -127329 | -211991 |
Avg Bars in Trades | 55 | 42 | 68 | 55 | 42 | 68 |
Avg Bars in Winners | 82 | 61 | 101 | 82 | 61 | 101 |
Avg Bars in Losers | 32 | 28 | 37 | 32 | 28 | 37 |
Bars Traded | 3649 | 1398 | 2251 | 3649 | 1398 | 2251 |
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 | -117374 | 405608 | -138897 | -203042 | -111848 | -110431 |
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{ "first_band": { "type": "ssf", "factors": { "length": 206, "offset": 0, "poles": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3738, "evaluation_days": 1869, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1598616000000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759232300139, "expiration_time": 1764034848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 206, "offset": 0, "poles": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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