Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1757404.6105 | 1751531.6893 | 5872.9212 | 597966.5304 | -61975.4796 | 659942.0099 |
Total P&L (%) | 1757.4046 | 1751.5317 | 5.8729 | 597.9665 | -61.9755 | 659.942 |
Avg Daily Profit (%) | 0.9324 | 0.9293 | 0.0031 | 0.1031 | -0.0513 | 0.1077 |
Buy And Hold Return (%) | 299.2113 | 299.2113 | 299.2113 | 299.2113 | 299.2113 | 299.2113 |
Max Trade Drawdown | -216202 | -188074 | -76814 | -4797587 | -4327782 | -1958111 |
Profit Factor | 3.8027 | 5.7512 | 1.0227 | 1.0637 | 0.9885 | 1.1644 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 47.0588 | 44.1176 | 50 | 47.0588 | 44.1176 | 50 |
Ratio Avg Win / Avg Loss | 4.2781 | 7.2848 | 1.0227 | 1.1966 | 1.2521 | 1.1644 |
Largest Winning Trade | 1313964 | 1313964 | 39271 | 2747318 | 2747318 | 1181652 |
Largest Losing Trade | -52432 | -52432 | -35852 | -1506514 | -1179983 | -1506514 |
Avg Bars in Trades | 102 | 145 | 58 | 102 | 145 | 58 |
Avg Bars in Winners | 132 | 202 | 69 | 132 | 202 | 69 |
Avg Bars in Losers | 75 | 100 | 47 | 75 | 100 | 47 |
Bars Traded | 6946 | 4953 | 1993 | 6946 | 4953 | 1993 |
Profit Streak | 0 | 184.1833 | 0 | 0 | 184.1833 | 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 | -95474 | 702972 | -549970 | -327185 | -580444 | -94055 |
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{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7539, "evaluation_days": 1884.75, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600905600000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760243035039, "expiration_time": 1765112472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 240, "offset": 0, "std": 1.88994 } } }
# | 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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