Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1259336.8882 | 1156943.574 | 102393.3142 | 2807402.4965 | 1679147.69 | 1128254.8065 |
Total P&L (%) | 1259.3369 | 1156.9436 | 102.3933 | 2807.4025 | 1679.1477 | 1128.2548 |
Avg Daily Profit (%) | 0.6688 | 0.6144 | 0.0544 | 0.1791 | 0.153 | 0.1333 |
Buy And Hold Return (%) | 304.1592 | 304.1592 | 304.1592 | 304.1592 | 304.1592 | 304.1592 |
Max Trade Drawdown | -129359 | -69728 | -154025 | -4794126 | -4341068 | -1989720 |
Profit Factor | 2.5813 | 3.8475 | 1.2625 | 1.1594 | 1.1629 | 1.1545 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 50 | 45.9459 | 54.0541 | 50 | 45.9459 | 54.0541 |
Ratio Avg Win / Avg Loss | 2.5813 | 4.5265 | 1.0731 | 1.1594 | 1.3682 | 0.9813 |
Largest Winning Trade | 520997 | 520997 | 49795 | 4402896 | 4402896 | 1669699 |
Largest Losing Trade | -85217 | -29987 | -85217 | -2155292 | -2155292 | -1017284 |
Avg Bars in Trades | 74 | 70 | 78 | 74 | 70 | 78 |
Avg Bars in Winners | 95 | 89 | 101 | 95 | 89 | 101 |
Avg Bars in Losers | 53 | 54 | 52 | 53 | 54 | 52 |
Bars Traded | 11043 | 5215 | 5828 | 11043 | 5215 | 5828 |
Profit Streak | 31.5881 | 33.2547 | 0 | 31.5881 | 33.2547 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 568839 | -49360 | -349880 | -36370 | -100133 | -133095 |
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{ "first_band": { "type": "ssf", "factors": { "length": 93, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 95, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11298, "evaluation_days": 1883, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598760000000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760090809453, "expiration_time": 1764963936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 93, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 95, "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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