Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2751836.0257 | 2794486.2095 | -42650.1838 | 302970.4923 | 1580285.8198 | -1277315.3275 |
Total P&L (%) | 2751.836 | 2794.4862 | -42.6502 | 302.9705 | 1580.2858 | -1277.3153 |
Avg Daily Profit (%) | 1.4673 | 1.49 | -0.0227 | 0.0743 | 0.1506 | 0 |
Buy And Hold Return (%) | 579.3094 | 579.3094 | 579.3094 | 579.3094 | 579.3094 | 579.3094 |
Max Trade Drawdown | -187091 | -193806 | -137867 | -3032531 | -2686382 | -2411432 |
Profit Factor | 4.4713 | 6.7478 | 0.8609 | 1.0336 | 1.2858 | 0.6343 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 46.3158 | 40.4255 | 52.0833 | 46.3158 | 40.4255 | 52.0833 |
Ratio Avg Win / Avg Loss | 5.1826 | 9.9441 | 0.792 | 1.198 | 1.8949 | 0.5836 |
Largest Winning Trade | 2317428 | 2317428 | 33879 | 2663617 | 2663617 | 790045 |
Largest Losing Trade | -53492 | -47769 | -53492 | -1277723 | -1219883 | -1277723 |
Avg Bars in Trades | 74 | 115 | 34 | 74 | 115 | 34 |
Avg Bars in Winners | 90 | 149 | 44 | 90 | 149 | 44 |
Avg Bars in Losers | 61 | 92 | 23 | 61 | 92 | 23 |
Bars Traded | 7098 | 5442 | 1656 | 7098 | 5442 | 1656 |
Profit Streak | 0 | 59.6263 | 0 | 0 | 59.6263 | 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 | 663030 | 652975 | -580419 | -444235 | 97391 | -580419 |
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{ "first_band": { "type": "bbm", "factors": { "length": 154, "offset": 0, "std": 1.68528 } }, "second_band": { "type": "midprice", "factors": { "length": 180, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 1875.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1601272800000, "last_datapoint_time": 1759428000000, "evaluation_time": 1759438915962, "expiration_time": 1764289296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 154, "offset": 0, "std": 1.68528 } }, "second_band": { "type": "midprice", "factors": { "length": 180, "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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