Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1989814.9186 | -145667.6928 | -1844147.2258 | -61464.3804 | 6082263.0148 | -6143727.3951 |
Total P&L (%) | -1989.8149 | -145.6677 | -1844.1472 | -61.4644 | 6082.263 | -6143.7274 |
Avg Daily Profit (%) | -1.0601 | -0.0776 | -0.9825 | -0.0508 | 0.22 | 0 |
Buy And Hold Return (%) | 486.3978 | 486.3978 | 486.3978 | 486.3978 | 486.3978 | 486.3978 |
Max Trade Drawdown | -2083590 | -252960 | -1906896 | -6350647 | -1240142 | -7028898 |
Profit Factor | 0.2405 | 0.6713 | 0.1528 | 0.9949 | 3.2136 | 0.347 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 207 | 99 | 108 | 105 | 57 | 48 |
Losing Trades | 44 | 26 | 18 | 146 | 68 | 78 |
Profitability (%) | 82.4701 | 79.2 | 85.7143 | 41.8327 | 45.6 | 38.0952 |
Ratio Avg Win / Avg Loss | 0.0511 | 0.1763 | 0.0255 | 1.3834 | 3.8337 | 0.5639 |
Largest Winning Trade | 22888 | 22888 | 13231 | 3254676 | 3254676 | 1716379 |
Largest Losing Trade | -1148900 | -63794 | -1148900 | -4621919 | -861161 | -4621919 |
Avg Bars in Trades | 43 | 48 | 37 | 43 | 48 | 37 |
Avg Bars in Winners | 13 | 13 | 13 | 65 | 81 | 46 |
Avg Bars in Losers | 183 | 183 | 183 | 27 | 21 | 32 |
Bars Traded | 10878 | 6100 | 4778 | 10878 | 6100 | 4778 |
Profit Streak | 64.6479 | 87.1479 | 64.6479 | 64.6479 | 87.1479 | 64.6479 |
Trades During Streak | 14 | 8 | 7 | 14 | 8 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573610 | -575355 | -574687 | -579249 | 503960 | -584039 |
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{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11262, "evaluation_days": 1877, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599753600000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759577575106, "expiration_time": 1764429984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 164, "offset": 0, "a": 0.61075 } } }
# | 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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