Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2477680.9874 | 2195660.1397 | 282020.8478 | 48520266.5179 | 6939091.841 | 41581174.6769 |
Total P&L (%) | 2477.681 | 2195.6601 | 282.0208 | 48520.2665 | 6939.0918 | 41581.1747 |
Avg Daily Profit (%) | 1.067 | 0.9456 | 0.1215 | 0.2668 | 0.1834 | 0.2601 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80287 | -105383 | -46228 | -14919545 | -23218645 | -6744989 |
Profit Factor | 6.8691 | 8.8395 | 2.9849 | 1.6987 | 1.1297 | 3.6083 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 29 | 18 | 11 | 29 | 18 | 11 |
Profitability (%) | 50 | 37.931 | 62.069 | 50 | 37.931 | 62.069 |
Ratio Avg Win / Avg Loss | 6.8691 | 14.4646 | 1.8241 | 1.6987 | 1.8486 | 2.2051 |
Largest Winning Trade | 1712042 | 1712042 | 80272 | 22253106 | 20994733 | 22253106 |
Largest Losing Trade | -35933 | -35933 | -24285 | -6770432 | -6770432 | -3879912 |
Avg Bars in Trades | 156 | 147 | 164 | 156 | 147 | 164 |
Avg Bars in Winners | 206 | 233 | 190 | 206 | 233 | 190 |
Avg Bars in Losers | 105 | 95 | 122 | 105 | 95 | 122 |
Bars Traded | 9059 | 4280 | 4779 | 9059 | 4280 | 4779 |
Profit Streak | 0 | 0 | 325.5694 | 0 | 0 | 325.5694 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157573 | 614593 | -22309 | -167672 | -73602 | 654501 |
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{ "first_band": { "type": "ssf", "factors": { "length": 237, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 51, "offset": 0, "a": 0.53102 } } }
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{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9288, "evaluation_days": 2322, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1560427200000, "last_datapoint_time": 1759946400000, "evaluation_time": 1759952393202, "expiration_time": 1765965024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 237, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 51, "offset": 0, "a": 0.53102 } } }
# | 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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