Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275145.0308 | 203866.0655 | 71278.9652 | -195493.8422 | 45056.8604 | -240550.7026 |
Total P&L (%) | 275.145 | 203.8661 | 71.279 | -195.4938 | 45.0569 | -240.5507 |
Avg Daily Profit (%) | 0.1728 | 0.128 | 0.0448 | 0 | 0.0234 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123294 | -125061 | -117069 | -324190 | -103393 | -289948 |
Profit Factor | 1.4506 | 1.6739 | 1.2314 | 0.7325 | 1.155 | 0.4536 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 57 | 27 | 30 | 31 | 17 | 14 |
Losing Trades | 30 | 16 | 14 | 56 | 26 | 30 |
Profitability (%) | 65.5172 | 62.7907 | 68.1818 | 35.6322 | 39.5349 | 31.8182 |
Ratio Avg Win / Avg Loss | 0.7635 | 0.992 | 0.5746 | 1.3233 | 1.7665 | 0.9719 |
Largest Winning Trade | 80928 | 80928 | 46474 | 59647 | 59647 | 45818 |
Largest Losing Trade | -117069 | -65534 | -117069 | -177355 | -42858 | -177355 |
Avg Bars in Trades | 105 | 125 | 86 | 105 | 125 | 86 |
Avg Bars in Winners | 67 | 85 | 51 | 166 | 184 | 144 |
Avg Bars in Losers | 178 | 193 | 160 | 71 | 87 | 58 |
Bars Traded | 9189 | 5402 | 3787 | 9189 | 5402 | 3787 |
Profit Streak | 66.0472 | 80.7139 | 66.0472 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384667 | -19070 | -131749 | -584466 | -216363 | -587790 |
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{ "first_band": { "type": "ssf", "factors": { "length": 66, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcb", "factors": { "length": 137, "offset": 0, "scalar": 3 } } }
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{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9556, "evaluation_days": 1592.67, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1623873600000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759511281943, "expiration_time": 1763635392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 66, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcb", "factors": { "length": 137, "offset": 0, "scalar": 3 } } }
# | 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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