Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 814343.1085 | 557580.6561 | 256762.4524 | 3188836.941 | -1505216.6818 | 4694053.6228 |
Total P&L (%) | 814.3431 | 557.5807 | 256.7625 | 3188.8369 | -1505.2167 | 4694.0536 |
Avg Daily Profit (%) | 0.4474 | 0.3064 | 0.1411 | 0.1921 | 0 | 0.2129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101254 | -93240 | -28423 | -6912598 | -6669039 | -1621021 |
Profit Factor | 3.2362 | 3.5329 | 2.7827 | 1.1837 | 0.8612 | 1.7204 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 27 | 7 | 20 | 27 | 7 | 20 |
Losing Trades | 67 | 40 | 27 | 67 | 40 | 27 |
Profitability (%) | 28.7234 | 14.8936 | 42.5532 | 28.7234 | 14.8936 | 42.5532 |
Ratio Avg Win / Avg Loss | 8.0305 | 20.1877 | 3.7566 | 2.9374 | 4.9209 | 2.3225 |
Largest Winning Trade | 518233 | 518233 | 69181 | 2643145 | 2643145 | 2263402 |
Largest Losing Trade | -18568 | -17286 | -18568 | -870419 | -801105 | -870419 |
Avg Bars in Trades | 37 | 27 | 47 | 37 | 27 | 47 |
Avg Bars in Winners | 102 | 116 | 98 | 102 | 116 | 98 |
Avg Bars in Losers | 10 | 11 | 10 | 10 | 11 | 10 |
Bars Traded | 3516 | 1273 | 2243 | 3516 | 1273 | 2243 |
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 | 114652 | -58610 | -2206 | -22506 | -652276 | 309362 |
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{ "first_band": { "type": "ssf", "factors": { "length": 161, "offset": 0, "poles": 3 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3640, "evaluation_days": 1820, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1602763200000, "last_datapoint_time": 1759968000000, "evaluation_time": 1760011586154, "expiration_time": 1764685440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 161, "offset": 0, "poles": 3 } }, "second_band": { "type": "ohlc4", "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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