Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2040030.1668 | 2060898.0359 | -20867.8691 | 240907.7808 | -160314.6167 | 401222.3975 |
Total P&L (%) | 2040.0302 | 2060.898 | -20.8679 | 240.9078 | -160.3146 | 401.2224 |
Avg Daily Profit (%) | 1.0915 | 1.1027 | -0.0112 | 0.0656 | 0 | 0.0863 |
Buy And Hold Return (%) | 527.0388 | 527.0388 | 527.0388 | 527.0388 | 527.0388 | 527.0388 |
Max Trade Drawdown | -167448 | -155987 | -95847 | -5017399 | -4342639 | -841971 |
Profit Factor | 3.0897 | 4.246 | 0.9389 | 1.0172 | 0.9842 | 1.103 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Profitability (%) | 42.8571 | 36.3636 | 49.2537 | 42.8571 | 36.3636 | 49.2537 |
Ratio Avg Win / Avg Loss | 4.1195 | 7.4305 | 0.9673 | 1.3562 | 1.7223 | 1.1365 |
Largest Winning Trade | 1466525 | 1466525 | 43830 | 1809941 | 1809941 | 1242038 |
Largest Losing Trade | -53336 | -47744 | -53336 | -2268084 | -2268084 | -557252 |
Avg Bars in Trades | 40 | 61 | 19 | 40 | 61 | 19 |
Avg Bars in Winners | 52 | 95 | 21 | 52 | 95 | 21 |
Avg Bars in Losers | 31 | 41 | 18 | 31 | 41 | 18 |
Bars Traded | 5374 | 4038 | 1336 | 5374 | 4038 | 1336 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524144 | -111392 | -697470 | -475128 | -707761 | -467425 |
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{ "first_band": { "type": "wma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 107, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5607, "evaluation_days": 1869, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1601625600000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758866109919, "expiration_time": 1763689248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 107, "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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