Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1890879.9613 | -127290.3466 | -1763589.6147 | -26181.164 | 9112894.2104 | -9139075.3744 |
Total P&L (%) | -1890.88 | -127.2903 | -1763.5896 | -26.1812 | 9112.8942 | -9139.0754 |
Avg Daily Profit (%) | -1.0047 | -0.0676 | -0.9371 | -0.0161 | 0.2406 | 0 |
Buy And Hold Return (%) | 475.682 | 475.682 | 475.682 | 475.682 | 475.682 | 475.682 |
Max Trade Drawdown | -2087319 | -249054 | -1868969 | -7626660 | -841411 | -10843388 |
Profit Factor | 0.2106 | 0.6456 | 0.1338 | 0.9983 | 7.5895 | 0.3577 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 53 | 22 | 31 | 47 | 28 | 19 |
Losing Trades | 26 | 17 | 9 | 32 | 11 | 21 |
Profitability (%) | 67.0886 | 56.4103 | 77.5 | 59.4937 | 71.7949 | 47.5 |
Ratio Avg Win / Avg Loss | 0.1033 | 0.4989 | 0.0388 | 0.6797 | 2.9816 | 0.3954 |
Largest Winning Trade | 32048 | 32048 | 23915 | 3154778 | 3154778 | 2639089 |
Largest Losing Trade | -1022120 | -58198 | -1022120 | -7626660 | -517487 | -7626660 |
Avg Bars in Trades | 69 | 83 | 55 | 69 | 83 | 55 |
Avg Bars in Winners | 27 | 34 | 22 | 82 | 89 | 70 |
Avg Bars in Losers | 154 | 146 | 168 | 50 | 67 | 41 |
Bars Traded | 5477 | 3253 | 2224 | 5477 | 3253 | 2224 |
Profit Streak | 156.5065 | 170.5065 | 156.5065 | 156.5065 | 170.5065 | 156.5065 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -607954 | -578487 | -575743 | -608938 | 763142 | -580280 |
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{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5646, "evaluation_days": 1882, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1601510400000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759982962538, "expiration_time": 1764846144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 160, "offset": 0, "std": 3.08894 } } }
# | 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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