Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1216041.8846 | -21435.0296 | -1194606.855 | 141261.7053 | 2100053.8209 | -1958792.1156 |
Total P&L (%) | -1216.0419 | -21.435 | -1194.6069 | 141.2617 | 2100.0538 | -1958.7921 |
Avg Daily Profit (%) | -0.6513 | -0.0115 | -0.6398 | 0.0472 | 0.1657 | 0 |
Buy And Hold Return (%) | 552.1945 | 552.1945 | 552.1945 | 552.1945 | 552.1945 | 552.1945 |
Max Trade Drawdown | -1426657 | -213938 | -1323028 | -3311335 | -503025 | -3472511 |
Profit Factor | 0.449 | 0.9584 | 0.2938 | 1.0187 | 2.1592 | 0.6584 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 188 | 91 | 97 | 112 | 58 | 54 |
Losing Trades | 53 | 29 | 24 | 129 | 62 | 67 |
Profitability (%) | 78.0083 | 75.8333 | 80.1653 | 46.473 | 48.3333 | 44.6281 |
Ratio Avg Win / Avg Loss | 0.1266 | 0.3054 | 0.0727 | 1.1734 | 2.3082 | 0.8168 |
Largest Winning Trade | 29824 | 24079 | 29824 | 1791998 | 883168 | 1791998 |
Largest Losing Trade | -584951 | -57923 | -584951 | -2584748 | -305568 | -2584748 |
Avg Bars in Trades | 45 | 49 | 42 | 45 | 49 | 42 |
Avg Bars in Winners | 19 | 16 | 21 | 54 | 61 | 48 |
Avg Bars in Losers | 139 | 151 | 125 | 37 | 38 | 37 |
Bars Traded | 11036 | 5914 | 5122 | 11036 | 5914 | 5122 |
Profit Streak | 63.1979 | 85.5312 | 63.1979 | 63.1979 | 85.5312 | 63.1979 |
Trades During Streak | 16 | 10 | 8 | 16 | 10 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574123 | -575747 | -575216 | -493958 | 367578 | -581487 |
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{ "first_band": { "type": "fwma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 206, "offset": 0, "poles": 3 } } }
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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": 1599192000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758905097939, "expiration_time": 1763554896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 206, "offset": 0, "poles": 3 } } }
# | 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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