Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 894525.1556 | 941241.5217 | -46716.3661 | 153715.9439 | 387861.2881 | -234145.3442 |
Total P&L (%) | 894.5252 | 941.2415 | -46.7164 | 153.7159 | 387.8613 | -234.1453 |
Avg Daily Profit (%) | 0.479 | 0.504 | -0.025 | 0.0499 | 0.0849 | 0 |
Buy And Hold Return (%) | 604.3727 | 604.3727 | 604.3727 | 604.3727 | 604.3727 | 604.3727 |
Max Trade Drawdown | -129958 | -92868 | -138130 | -849802 | -598003 | -694948 |
Profit Factor | 2.5889 | 4.8782 | 0.8541 | 1.0468 | 1.2687 | 0.873 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 50.5882 | 51.1628 | 50 | 50.5882 | 51.1628 | 50 |
Ratio Avg Win / Avg Loss | 2.5287 | 4.6565 | 0.8541 | 1.0224 | 1.211 | 0.873 |
Largest Winning Trade | 705725 | 705725 | 32602 | 494630 | 494630 | 247631 |
Largest Losing Trade | -52062 | -42400 | -52062 | -446963 | -279089 | -446963 |
Avg Bars in Trades | 41 | 36 | 46 | 41 | 36 | 46 |
Avg Bars in Winners | 53 | 45 | 61 | 53 | 45 | 61 |
Avg Bars in Losers | 29 | 27 | 32 | 29 | 27 | 32 |
Bars Traded | 3543 | 1573 | 1970 | 3543 | 1573 | 1970 |
Profit Streak | 54.3328 | 56.3328 | 54.3328 | 54.3328 | 56.3328 | 54.3328 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 23431 | 348658 | -580172 | -459480 | -244307 | -580172 |
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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": 1603152000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759046357327, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 133, "na": 0.2, "nb": 0.64926, "nc": 0.1 } }, "second_band": { "type": "wma", "factors": { "length": 68, "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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