Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1145320.5835 | 1045412.4771 | 99908.1064 | 5147777.2087 | 1310716.2406 | 3837060.968 |
Total P&L (%) | 1145.3206 | 1045.4125 | 99.9081 | 5147.7772 | 1310.7162 | 3837.061 |
Avg Daily Profit (%) | 0.6092 | 0.5561 | 0.0531 | 0.2109 | 0.1409 | 0.1956 |
Buy And Hold Return (%) | 670.3528 | 670.3528 | 670.3528 | 670.3528 | 670.3528 | 670.3528 |
Max Trade Drawdown | -108187 | -91712 | -215672 | -7888566 | -7398738 | -2246937 |
Profit Factor | 2.0598 | 2.7642 | 1.2047 | 1.2733 | 1.1008 | 1.6585 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 117 | 57 | 60 | 117 | 57 | 60 |
Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Profitability (%) | 59.0909 | 57.5758 | 60.6061 | 59.0909 | 57.5758 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.426 | 2.0368 | 0.783 | 0.8815 | 0.8111 | 1.078 |
Largest Winning Trade | 277829 | 277829 | 40136 | 4794550 | 4794550 | 1750859 |
Largest Losing Trade | -50462 | -46106 | -50462 | -2983008 | -2983008 | -931165 |
Avg Bars in Trades | 27 | 36 | 19 | 27 | 36 | 19 |
Avg Bars in Winners | 29 | 35 | 22 | 29 | 35 | 22 |
Avg Bars in Losers | 25 | 36 | 14 | 25 | 36 | 14 |
Bars Traded | 5494 | 3570 | 1924 | 5494 | 3570 | 1924 |
Profit Streak | 0 | 107.2727 | 0 | 0 | 107.2727 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 288024 | 311478 | -288529 | 319593 | -120978 | 379499 |
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{ "first_band": { "type": "ema", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 72, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5640, "evaluation_days": 1880, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1599436800000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759818762153, "expiration_time": 1764668160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 72, "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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