Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1942151.179 | 28807.3718 | -1970958.5508 | 73922075.0569 | 304874834.0537 | -230952758.9968 |
Total P&L (%) | -1942.1512 | 28.8074 | -1970.9586 | 73922.0751 | 304874.8341 | -230952.759 |
Avg Daily Profit (%) | -1.0402 | 0.0154 | -1.0556 | 0.3545 | 0.4306 | 0 |
Buy And Hold Return (%) | 310.6614 | 310.6614 | 310.6614 | 310.6614 | 310.6614 | 310.6614 |
Max Trade Drawdown | -2154682 | -150018 | -2111120 | -362930338 | -52331301 | -475844752 |
Profit Factor | 0.3302 | 1.101 | 0.2461 | 1.0898 | 2.7857 | 0.6462 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 181 | 84 | 97 | 107 | 62 | 45 |
Losing Trades | 61 | 37 | 24 | 135 | 59 | 76 |
Profitability (%) | 74.7934 | 69.4215 | 80.1653 | 44.2149 | 51.2397 | 37.1901 |
Ratio Avg Win / Avg Loss | 0.1113 | 0.485 | 0.0609 | 1.3749 | 2.6509 | 1.0914 |
Largest Winning Trade | 39266 | 39266 | 32632 | 118960427 | 118960427 | 107927925 |
Largest Losing Trade | -1286214 | -35704 | -1286214 | -203090314 | -21592629 | -203090314 |
Avg Bars in Trades | 45 | 13 | 77 | 45 | 13 | 77 |
Avg Bars in Winners | 20 | 5 | 32 | 52 | 20 | 96 |
Avg Bars in Losers | 121 | 32 | 260 | 40 | 7 | 66 |
Bars Traded | 11055 | 1685 | 9370 | 11055 | 1685 | 9370 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576297 | -446517 | -576828 | -113413 | 559113 | -584325 |
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{ "first_band": { "type": "swma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 92, "offset": 0, "scalar": 3 } } }
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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": 1598716800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759017681314, "expiration_time": 1763554896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 92, "offset": 0, "scalar": 3 } } }
# | 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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