Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 839577.9293 | 789785.1616 | 49792.7677 | 1341206.0359 | 380262.4114 | 960943.6245 |
Total P&L (%) | 839.5779 | 789.7852 | 49.7928 | 1341.206 | 380.2624 | 960.9436 |
Avg Daily Profit (%) | 0.335 | 0.3152 | 0.0199 | 0.1065 | 0.0626 | 0.0943 |
Buy And Hold Return (%) | 348.9524 | 348.9524 | 348.9524 | 348.9524 | 348.9524 | 348.9524 |
Max Trade Drawdown | -152406 | -72616 | -102053 | -9680538 | -6408321 | -5731765 |
Profit Factor | 2.3834 | 3.4545 | 1.1746 | 1.0546 | 1.0246 | 1.1054 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 50 | 47.7273 | 52.2727 | 50 | 47.7273 | 52.2727 |
Ratio Avg Win / Avg Loss | 2.3834 | 3.7835 | 1.0725 | 1.0546 | 1.1222 | 1.0092 |
Largest Winning Trade | 434084 | 434084 | 58397 | 4403928 | 4403928 | 1748622 |
Largest Losing Trade | -42041 | -32505 | -42041 | -3630332 | -3312425 | -3630332 |
Avg Bars in Trades | 54 | 73 | 35 | 54 | 73 | 35 |
Avg Bars in Winners | 72 | 98 | 48 | 72 | 98 | 48 |
Avg Bars in Losers | 36 | 50 | 20 | 36 | 50 | 20 |
Bars Traded | 4787 | 3240 | 1547 | 4787 | 3240 | 1547 |
Profit Streak | 0 | 108.9868 | 0 | 0 | 108.9868 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352249 | 368364 | -360161 | -212961 | -440868 | -174271 |
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{ "first_band": { "type": "ssf", "factors": { "length": 119, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 105, "offset": 0 } } }
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{ "trading_pair": "ETC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5012, "evaluation_days": 2506, "actual_first_datapoint_time": 1543492800000, "first_datapoint_time": 1547985600000, "last_datapoint_time": 1759968000000, "evaluation_time": 1760010055345, "expiration_time": 1766463552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 119, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 105, "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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