Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2263087.5757 | -43074.1824 | -2220013.3933 | 5916227.2244 | 2009434.0255 | 3906793.1989 |
Total P&L (%) | -2263.0876 | -43.0742 | -2220.0134 | 5916.2272 | 2009.434 | 3906.7932 |
Avg Daily Profit (%) | -1.2009 | -0.0229 | -1.178 | 0.2176 | 0.1619 | 0.196 |
Buy And Hold Return (%) | 248.3929 | 248.3929 | 248.3929 | 248.3929 | 248.3929 | 248.3929 |
Max Trade Drawdown | -2399805 | -78376 | -2345841 | -7015257 | -1069191 | -8104519 |
Profit Factor | 0.3111 | 0.8286 | 0.2682 | 1.2203 | 1.4232 | 1.1768 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 134 | 63 | 71 | 108 | 59 | 49 |
Losing Trades | 95 | 51 | 44 | 121 | 55 | 66 |
Profitability (%) | 58.5153 | 55.2632 | 61.7391 | 47.1616 | 51.7544 | 42.6087 |
Ratio Avg Win / Avg Loss | 0.2206 | 0.6708 | 0.1662 | 1.3672 | 1.3268 | 1.585 |
Largest Winning Trade | 44368 | 16564 | 44368 | 4715489 | 682047 | 4715489 |
Largest Losing Trade | -1486323 | -21680 | -1486323 | -2560831 | -393991 | -2560831 |
Avg Bars in Trades | 49 | 6 | 91 | 49 | 6 | 91 |
Avg Bars in Winners | 45 | 5 | 81 | 42 | 6 | 85 |
Avg Bars in Losers | 53 | 7 | 107 | 55 | 6 | 95 |
Bars Traded | 11255 | 748 | 10507 | 11255 | 748 | 10507 |
Profit Streak | 50.4668 | 66.9668 | 50.4668 | 50.4668 | 66.9668 | 50.4668 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577485 | -579510 | -578940 | 319327 | 337033 | -19529 |
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11307, "evaluation_days": 1884.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1597910400000, "last_datapoint_time": 1760212800000, "evaluation_time": 1760224331149, "expiration_time": 1765097424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 31, "offset": 0, "multiplier": 2.27651 } }, "second_band": { "type": "kcl", "factors": { "length": 36, "offset": 0, "scalar": 2 } } }
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{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11307, "evaluation_days": 1884.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1597910400000, "last_datapoint_time": 1760212800000, "evaluation_time": 1760224331149, "expiration_time": 1765097424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 31, "offset": 0, "multiplier": 2.27651 } }, "second_band": { "type": "kcl", "factors": { "length": 36, "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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