Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1617497.2419 | 1482904.2459 | 134592.996 | 10794125.0759 | 4213912.5388 | 6580212.5371 |
Total P&L (%) | 1617.4972 | 1482.9042 | 134.593 | 10794.1251 | 4213.9125 | 6580.2125 |
Avg Daily Profit (%) | 0.8661 | 0.7941 | 0.0721 | 0.2515 | 0.2018 | 0.2252 |
Buy And Hold Return (%) | 669.5738 | 669.5738 | 669.5738 | 669.5738 | 669.5738 | 669.5738 |
Max Trade Drawdown | -126510 | -60533 | -107370 | -2587706 | -3319255 | -3372414 |
Profit Factor | 5.0446 | 8.9009 | 1.6342 | 1.5115 | 1.3719 | 1.6733 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 58.4416 | 52.6316 | 64.1026 | 58.4416 | 52.6316 | 64.1026 |
Ratio Avg Win / Avg Loss | 3.5873 | 8.0108 | 0.9152 | 1.0748 | 1.2347 | 0.9371 |
Largest Winning Trade | 770764 | 770764 | 43026 | 2948847 | 2948847 | 2458396 |
Largest Losing Trade | -63353 | -32418 | -63353 | -2028485 | -2028485 | -1574270 |
Avg Bars in Trades | 45 | 47 | 43 | 45 | 47 | 43 |
Avg Bars in Winners | 55 | 64 | 48 | 55 | 64 | 48 |
Avg Bars in Losers | 31 | 28 | 35 | 31 | 28 | 35 |
Bars Traded | 3495 | 1792 | 1703 | 3495 | 1792 | 1703 |
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 | -27971 | 595442 | -260324 | -35051 | 304531 | 377793 |
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{ "first_band": { "type": "dcl", "factors": { "length": 5, "offset": 151 } }, "second_band": { "type": "swma", "factors": { "length": 152, "offset": 0 } } }
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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": 1604102400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759019601418, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 5, "offset": 151 } }, "second_band": { "type": "swma", "factors": { "length": 152, "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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