Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1749607.0809 | 30122.7081 | -1779729.789 | 32292840.5763 | 75895343.7364 | -43602503.1601 |
Total P&L (%) | -1749.6071 | 30.1227 | -1779.7298 | 32292.8406 | 75895.3437 | -43602.5032 |
Avg Daily Profit (%) | -0.937 | 0.0161 | -0.9532 | 0.3101 | 0.3559 | 0 |
Buy And Hold Return (%) | 475.1844 | 475.1844 | 475.1844 | 475.1844 | 475.1844 | 475.1844 |
Max Trade Drawdown | -1982131 | -120012 | -1925494 | -84263262 | -6935042 | -132056969 |
Profit Factor | 0.3492 | 1.112 | 0.2645 | 1.1289 | 2.6364 | 0.7865 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 141 | 66 | 75 | 101 | 55 | 46 |
Losing Trades | 75 | 42 | 33 | 115 | 53 | 62 |
Profitability (%) | 65.2778 | 61.1111 | 69.4444 | 46.7593 | 50.9259 | 42.5926 |
Ratio Avg Win / Avg Loss | 0.1858 | 0.7077 | 0.1164 | 1.2853 | 2.5405 | 1.0601 |
Largest Winning Trade | 41081 | 32654 | 41081 | 31394769 | 21023433 | 31394769 |
Largest Losing Trade | -1132332 | -29757 | -1132332 | -63983927 | -6935042 | -63983927 |
Avg Bars in Trades | 51 | 18 | 84 | 51 | 18 | 84 |
Avg Bars in Winners | 29 | 9 | 46 | 57 | 25 | 95 |
Avg Bars in Losers | 92 | 31 | 169 | 45 | 9 | 75 |
Bars Traded | 11062 | 1947 | 9115 | 11062 | 1947 | 9115 |
Profit Streak | 5.8344 | 53.501 | 5.8344 | 5.8344 | 53.501 | 5.8344 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576495 | -434009 | -577546 | -68759 | 543322 | -581558 |
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{ "first_band": { "type": "midprice", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 69, "offset": 0, "scalar": 2 } } }
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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": 1598385600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759017688893, "expiration_time": 1763554896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 69, "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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