Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1823348.782 | 1909523.437 | -86174.655 | 38996.5219 | 354211.8355 | -315215.3136 |
Total P&L (%) | 1823.3488 | 1909.5234 | -86.1747 | 38.9965 | 354.2118 | -315.2153 |
Avg Daily Profit (%) | 0.9765 | 1.0227 | -0.0462 | 0.0176 | 0.0811 | 0 |
Buy And Hold Return (%) | 457.9243 | 457.9243 | 457.9243 | 457.9243 | 457.9243 | 457.9243 |
Max Trade Drawdown | -190704 | -197029 | -143831 | -1061641 | -886755 | -683514 |
Profit Factor | 3.2032 | 5.0844 | 0.7607 | 1.0135 | 1.2029 | 0.7222 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Profitability (%) | 31.1927 | 29.6296 | 32.7273 | 31.1927 | 29.6296 | 32.7273 |
Ratio Avg Win / Avg Loss | 7.0659 | 12.0755 | 1.5636 | 2.2357 | 2.8569 | 1.4845 |
Largest Winning Trade | 1455091 | 1455091 | 52785 | 978465 | 978465 | 207013 |
Largest Losing Trade | -39425 | -39425 | -32792 | -391818 | -391818 | -333598 |
Avg Bars in Trades | 100 | 100 | 99 | 100 | 100 | 99 |
Avg Bars in Winners | 176 | 188 | 165 | 176 | 188 | 165 |
Avg Bars in Losers | 65 | 63 | 67 | 65 | 63 | 67 |
Bars Traded | 10909 | 5417 | 5492 | 10909 | 5417 | 5492 |
Profit Streak | 0 | 118.1536 | 0 | 0 | 118.1536 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366437 | -169640 | -765050 | -546615 | -438652 | -766161 |
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{ "first_band": { "type": "sma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 97, "offset": 0 } } }
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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": 1599768000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758843667586, "expiration_time": 1763554896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 97, "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) |
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