Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1984628.6968 | -14341.6526 | -1970287.0441 | 20595993.221 | 87081606.5002 | -66485613.2792 |
Total P&L (%) | -1984.6287 | -14.3417 | -1970.287 | 20595.9932 | 87081.6065 | -66485.6133 |
Avg Daily Profit (%) | -1.0577 | -0.0076 | -1.0501 | 0.2846 | 0.3615 | 0 |
Buy And Hold Return (%) | 328.6585 | 328.6585 | 328.6585 | 328.6585 | 328.6585 | 328.6585 |
Max Trade Drawdown | -2222141 | -203007 | -2138615 | -112755146 | -21834030 | -128665934 |
Profit Factor | 0.394 | 0.9732 | 0.2809 | 1.0662 | 1.9005 | 0.6902 |
Total Trades | 525 | 263 | 262 | 525 | 263 | 262 |
Winning Trades | 383 | 177 | 206 | 239 | 131 | 108 |
Losing Trades | 142 | 86 | 56 | 286 | 132 | 154 |
Profitability (%) | 72.9524 | 67.3004 | 78.626 | 45.5238 | 49.8099 | 41.2214 |
Ratio Avg Win / Avg Loss | 0.1461 | 0.4729 | 0.0764 | 1.2758 | 1.915 | 0.9842 |
Largest Winning Trade | 32517 | 23688 | 32517 | 29612417 | 29612417 | 26078805 |
Largest Losing Trade | -1348353 | -36335 | -1348353 | -66929040 | -9209673 | -66929040 |
Avg Bars in Trades | 21 | 12 | 30 | 21 | 12 | 30 |
Avg Bars in Winners | 9 | 5 | 12 | 26 | 17 | 38 |
Avg Bars in Losers | 53 | 26 | 96 | 16 | 7 | 24 |
Bars Traded | 11121 | 3229 | 7892 | 11121 | 3229 | 7892 |
Profit Streak | 0 | 0 | 11.8529 | 0 | 0 | 11.8529 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574781 | -577437 | -575626 | -137713 | 505814 | -582750 |
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11258, "evaluation_days": 1876.33, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598716800000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759523286230, "expiration_time": 1764370656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.38497, "nb": 0.62221, "nc": 0.1 } }, "second_band": { "type": "kcl", "factors": { "length": 92, "offset": 0, "scalar": 2 } } }
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{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11258, "evaluation_days": 1876.33, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598716800000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759523286230, "expiration_time": 1764370656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.38497, "nb": 0.62221, "nc": 0.1 } }, "second_band": { "type": "kcl", "factors": { "length": 92, "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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