Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1837894.3225 | -111399.373 | -1726494.9494 | -12856.9679 | 7741409.8612 | -7754266.8291 |
Total P&L (%) | -1837.8943 | -111.3994 | -1726.4949 | -12.857 | 7741.4099 | -7754.2668 |
Avg Daily Profit (%) | -0.9807 | -0.0594 | -0.9213 | -0.0073 | 0.233 | 0 |
Buy And Hold Return (%) | 293.777 | 293.777 | 293.777 | 293.777 | 293.777 | 293.777 |
Max Trade Drawdown | -1986624 | -193657 | -1823763 | -7108809 | -524342 | -9525804 |
Profit Factor | 0.2279 | 0.6874 | 0.147 | 0.9991 | 6.0923 | 0.4116 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 73 | 32 | 41 | 51 | 30 | 21 |
Losing Trades | 25 | 17 | 8 | 47 | 19 | 28 |
Profitability (%) | 74.4898 | 65.3061 | 83.6735 | 52.0408 | 61.2245 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.078 | 0.3652 | 0.0287 | 0.9208 | 3.8584 | 0.5487 |
Largest Winning Trade | 25082 | 25082 | 23484 | 3218364 | 3218364 | 2476173 |
Largest Losing Trade | -1132953 | -59769 | -1132953 | -6793359 | -293082 | -6793359 |
Avg Bars in Trades | 112 | 135 | 90 | 112 | 135 | 90 |
Avg Bars in Winners | 45 | 48 | 42 | 141 | 163 | 110 |
Avg Bars in Losers | 310 | 297 | 336 | 81 | 90 | 76 |
Bars Traded | 11070 | 6621 | 4449 | 11070 | 6621 | 4449 |
Profit Streak | 61.8728 | 83.0395 | 61.8728 | 61.8728 | 83.0395 | 61.8728 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575503 | -577331 | -575045 | -578691 | 711552 | -582069 |
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{ "first_band": { "type": "ema", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 106, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11244, "evaluation_days": 1874, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598918400000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759309010559, "expiration_time": 1764163008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 106, "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) |
---|