Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327006.4142 | 215909.0611 | 111097.3531 | 97663.3635 | 144421.7233 | -46758.3599 |
Total P&L (%) | 327.0064 | 215.9091 | 111.0974 | 97.6634 | 144.4217 | -46.7584 |
Avg Daily Profit (%) | 0.2048 | 0.1353 | 0.0696 | 0.0427 | 0.056 | -0.0395 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117638 | -77832 | -58553 | -350559 | -212089 | -243994 |
Profit Factor | 1.5032 | 1.5997 | 1.3833 | 1.0703 | 1.2025 | 0.9309 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 48.2143 | 41.0714 | 55.3571 | 48.2143 | 41.0714 | 55.3571 |
Ratio Avg Win / Avg Loss | 1.6145 | 2.2952 | 1.1156 | 1.1495 | 1.7253 | 0.7507 |
Largest Winning Trade | 190843 | 190843 | 47515 | 149546 | 149546 | 85433 |
Largest Losing Trade | -40752 | -40342 | -40752 | -124468 | -86643 | -124468 |
Avg Bars in Trades | 80 | 115 | 44 | 80 | 115 | 44 |
Avg Bars in Winners | 97 | 151 | 57 | 97 | 151 | 57 |
Avg Bars in Losers | 64 | 91 | 28 | 64 | 91 | 28 |
Bars Traded | 8983 | 6491 | 2492 | 8983 | 6491 | 2492 |
Profit Streak | 38.7962 | 42.6296 | 38.7962 | 38.7962 | 42.6296 | 38.7962 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400772 | -191982 | -278234 | -278082 | -300078 | -759592 |
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{ "first_band": { "type": "ssf", "factors": { "length": 175, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 129, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9578, "evaluation_days": 1596.33, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1623758400000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759835193525, "expiration_time": 1763961696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 175, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 129, "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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