Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2064051.9041 | 1998434.3573 | 65617.5468 | 3170696.3477 | 1629810.9894 | 1540885.3583 |
Total P&L (%) | 2064.0519 | 1998.4344 | 65.6175 | 3170.6963 | 1629.811 | 1540.8854 |
Avg Daily Profit (%) | 1.1052 | 1.0701 | 0.0351 | 0.1869 | 0.1528 | 0.1499 |
Buy And Hold Return (%) | 522.7866 | 522.7866 | 522.7866 | 522.7866 | 522.7866 | 522.7866 |
Max Trade Drawdown | -100764 | -86249 | -70966 | -3084811 | -2074589 | -1642217 |
Profit Factor | 4.0481 | 6.1679 | 1.2259 | 1.2171 | 1.1939 | 1.2486 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 35 | 12 | 23 | 35 | 12 | 23 |
Losing Trades | 59 | 35 | 24 | 59 | 35 | 24 |
Profitability (%) | 37.234 | 25.5319 | 48.9362 | 37.234 | 25.5319 | 48.9362 |
Ratio Avg Win / Avg Loss | 6.8239 | 17.9896 | 1.2792 | 2.0518 | 3.4823 | 1.3029 |
Largest Winning Trade | 1405271 | 1405271 | 53087 | 2445502 | 2445502 | 1556073 |
Largest Losing Trade | -34938 | -34938 | -27400 | -1029998 | -1029998 | -926731 |
Avg Bars in Trades | 39 | 35 | 42 | 39 | 35 | 42 |
Avg Bars in Winners | 67 | 72 | 64 | 67 | 72 | 64 |
Avg Bars in Losers | 22 | 23 | 22 | 22 | 23 | 22 |
Bars Traded | 3687 | 1679 | 2007 | 3687 | 1679 | 2007 |
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 | 487642 | -8118 | -312436 | 117985 | -29140 | 136627 |
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{ "first_band": { "type": "bbm", "factors": { "length": 42, "offset": 0, "std": 4.89662 } }, "second_band": { "type": "kcb", "factors": { "length": 24, "offset": 0, "scalar": 2 } } }
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{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3735, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599177600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758878076906, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 42, "offset": 0, "std": 4.89662 } }, "second_band": { "type": "kcb", "factors": { "length": 24, "offset": 0, "scalar": 2 } } }
# | 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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