Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1192824.7291 | 1200031.4233 | -7206.6942 | -67810.2464 | 181850.8777 | -249661.1241 |
Total P&L (%) | 1192.8247 | 1200.0314 | -7.2067 | -67.8102 | 181.8509 | -249.6611 |
Avg Daily Profit (%) | 0.5053 | 0.5083 | -0.0031 | -0.048 | 0.0439 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227572 | -221954 | -42494 | -1459689 | -1238719 | -275739 |
Profit Factor | 2.7965 | 3.0286 | 0.9005 | 0.9625 | 1.1202 | 0.1543 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 43.3735 | 41.4634 | 45.2381 | 43.3735 | 41.4634 | 45.2381 |
Ratio Avg Win / Avg Loss | 3.651 | 4.2757 | 1.0901 | 1.2566 | 1.5815 | 0.1868 |
Largest Winning Trade | 1237880 | 1237880 | 12189 | 924428 | 924428 | 9518 |
Largest Losing Trade | -58133 | -58133 | -10470 | -657376 | -657376 | -137693 |
Avg Bars in Trades | 112 | 225 | 3 | 112 | 225 | 3 |
Avg Bars in Winners | 148 | 311 | 3 | 148 | 311 | 3 |
Avg Bars in Losers | 85 | 164 | 3 | 85 | 164 | 3 |
Bars Traded | 9366 | 9238 | 128 | 9366 | 9238 | 128 |
Profit Streak | 8.7443 | 0 | 68.4943 | 8.7443 | 0 | 68.4943 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460778 | 474272 | -580083 | -582296 | -224746 | -581750 |
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{ "first_band": { "type": "ssf", "factors": { "length": 64, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 207, "offset": 0, "std": 3.38512 } } }
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{ "trading_pair": "ENJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9443, "evaluation_days": 2360.75, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1555826400000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759535509377, "expiration_time": 1765633464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 64, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 207, "offset": 0, "std": 3.38512 } } }
# | 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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