Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2123097.3992 | 2011347.1593 | 111750.2399 | 7065540.4329 | -5037004.6023 | 12102545.0351 |
Total P&L (%) | 2123.0974 | 2011.3472 | 111.7502 | 7065.5404 | -5037.0046 | 12102.545 |
Avg Daily Profit (%) | 1.1371 | 1.0772 | 0.0599 | 0.2291 | 0 | 0.2576 |
Buy And Hold Return (%) | 286.6893 | 286.6893 | 286.6893 | 286.6893 | 286.6893 | 286.6893 |
Max Trade Drawdown | -103021 | -81573 | -48636 | -34120075 | -25132948 | -18231337 |
Profit Factor | 3.4237 | 4.2875 | 1.423 | 1.0499 | 0.9503 | 1.3002 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 73 | 32 | 41 | 73 | 32 | 41 |
Losing Trades | 117 | 63 | 54 | 117 | 63 | 54 |
Profitability (%) | 38.4211 | 33.6842 | 43.1579 | 38.4211 | 33.6842 | 43.1579 |
Ratio Avg Win / Avg Loss | 5.4873 | 8.4411 | 1.8742 | 1.6827 | 1.8709 | 1.7125 |
Largest Winning Trade | 1247567 | 1247567 | 32401 | 18652573 | 18652573 | 6294440 |
Largest Losing Trade | -32725 | -30942 | -32725 | -9538727 | -9200670 | -9538727 |
Avg Bars in Trades | 57 | 102 | 12 | 57 | 102 | 12 |
Avg Bars in Winners | 87 | 174 | 20 | 87 | 174 | 20 |
Avg Bars in Losers | 38 | 66 | 6 | 38 | 66 | 6 |
Bars Traded | 10956 | 9752 | 1204 | 10956 | 9752 | 1204 |
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 | 593936 | 505203 | -279520 | -159764 | -584645 | 253542 |
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{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11203, "evaluation_days": 1867.17, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598659200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758929020901, "expiration_time": 1763554896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 249, "offset": 0, "std": 2.35389 } }, "second_band": { "type": "kcl", "factors": { "length": 13, "offset": 0, "scalar": 2 } } }
# | 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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