Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2319021.6155 | -64405.9652 | -2254615.6503 | 4196439.3686 | 108991701.3646 | -104795261.996 |
Total P&L (%) | -2319.0216 | -64.406 | -2254.6157 | 4196.4394 | 108991.7014 | -104795.262 |
Avg Daily Profit (%) | -1.2381 | -0.0344 | -1.2037 | 0.201 | 0.3742 | 0 |
Buy And Hold Return (%) | 575.496 | 575.496 | 575.496 | 575.496 | 575.496 | 575.496 |
Max Trade Drawdown | -2453066 | -261903 | -2321159 | -155065257 | -31917850 | -177882600 |
Profit Factor | 0.2757 | 0.8542 | 0.183 | 1.0149 | 2.7791 | 0.5241 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 154 | 69 | 85 | 118 | 66 | 52 |
Losing Trades | 70 | 43 | 27 | 106 | 46 | 60 |
Profitability (%) | 68.75 | 61.6071 | 75.8929 | 52.6786 | 58.9286 | 46.4286 |
Ratio Avg Win / Avg Loss | 0.1253 | 0.5323 | 0.0581 | 0.9117 | 1.9369 | 0.6048 |
Largest Winning Trade | 38119 | 24459 | 38119 | 49712143 | 39552979 | 49712143 |
Largest Losing Trade | -1569115 | -39071 | -1569115 | -110527599 | -22246111 | -110527599 |
Avg Bars in Trades | 23 | 19 | 28 | 23 | 19 | 28 |
Avg Bars in Winners | 12 | 8 | 16 | 23 | 23 | 23 |
Avg Bars in Losers | 48 | 36 | 68 | 24 | 13 | 32 |
Bars Traded | 5369 | 2152 | 3217 | 5369 | 2152 | 3217 |
Profit Streak | 49.8278 | 49.8278 | 61.4945 | 49.8278 | 49.8278 | 61.4945 |
Trades During Streak | 17 | 8 | 11 | 17 | 8 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575091 | -577623 | -575444 | -194144 | 634956 | -580467 |
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{ "first_band": { "type": "bbu", "factors": { "length": 3, "offset": 0, "std": 1.92095 } }, "second_band": { "type": "zlma", "factors": { "length": 217, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5619, "evaluation_days": 1873, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1603612800000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759204323799, "expiration_time": 1764045216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 3, "offset": 0, "std": 1.92095 } }, "second_band": { "type": "zlma", "factors": { "length": 217, "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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