Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 779083.7543 | 807961.4756 | -28877.7213 | 250535.1726 | -57099.057 | 307634.2296 |
Total P&L (%) | 779.0838 | 807.9615 | -28.8777 | 250.5352 | -57.0991 | 307.6342 |
Avg Daily Profit (%) | 0.4163 | 0.4317 | -0.0154 | 0.067 | -0.0452 | 0.0751 |
Buy And Hold Return (%) | 282.574 | 282.574 | 282.574 | 282.574 | 282.574 | 282.574 |
Max Trade Drawdown | -155308 | -120217 | -131546 | -1961375 | -1050990 | -914052 |
Profit Factor | 1.6137 | 2.2106 | 0.952 | 1.0387 | 0.9845 | 1.1098 |
Total Trades | 309 | 154 | 155 | 309 | 154 | 155 |
Winning Trades | 135 | 61 | 74 | 135 | 61 | 74 |
Losing Trades | 174 | 93 | 81 | 174 | 93 | 81 |
Profitability (%) | 43.6893 | 39.6104 | 47.7419 | 43.6893 | 39.6104 | 47.7419 |
Ratio Avg Win / Avg Loss | 2.0799 | 3.3702 | 1.0421 | 1.3387 | 1.5009 | 1.2148 |
Largest Winning Trade | 360254 | 360254 | 33313 | 431239 | 431239 | 349238 |
Largest Losing Trade | -58402 | -33212 | -58402 | -374846 | -214520 | -374846 |
Avg Bars in Trades | 35 | 41 | 30 | 35 | 41 | 30 |
Avg Bars in Winners | 47 | 59 | 37 | 47 | 59 | 37 |
Avg Bars in Losers | 27 | 29 | 23 | 27 | 29 | 23 |
Bars Traded | 11093 | 6398 | 4695 | 11093 | 6398 | 4695 |
Profit Streak | 6.8286 | 0 | 51.662 | 6.8286 | 0 | 51.662 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340628 | 259188 | -578320 | -447319 | -581789 | -329802 |
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{ "first_band": { "type": "swma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 90, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11229, "evaluation_days": 1871.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598889600000, "last_datapoint_time": 1759089600000, "evaluation_time": 1759103593520, "expiration_time": 1763940528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 90, "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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