Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1286001.4297 | 4565.9618 | -1290567.3915 | -191678.3277 | -19093682.6333 | 18902004.3057 |
Total P&L (%) | -1286.0014 | 4.566 | -1290.5674 | -191.6783 | -19093.6826 | 18902.0043 |
Avg Daily Profit (%) | -0.6839 | 0.0024 | -0.6863 | 0 | 0 | 0.2794 |
Buy And Hold Return (%) | 504.9204 | 504.9204 | 504.9204 | 504.9204 | 504.9204 | 504.9204 |
Max Trade Drawdown | -1437176 | -158189 | -1383212 | -17102651 | -19186916 | -7275155 |
Profit Factor | 0.2886 | 1.0177 | 0.1672 | 0.9945 | 0.191 | 2.6529 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 60 | 28 | 32 | 38 | 16 | 22 |
Losing Trades | 19 | 11 | 8 | 41 | 23 | 18 |
Profitability (%) | 75.9494 | 71.7949 | 80 | 48.1013 | 41.0256 | 55 |
Ratio Avg Win / Avg Loss | 0.0914 | 0.3998 | 0.0418 | 1.073 | 0.2746 | 2.1706 |
Largest Winning Trade | 34704 | 34704 | 32159 | 21934115 | 1038225 | 21934115 |
Largest Losing Trade | -890018 | -73988 | -890018 | -12581265 | -12581265 | -5454616 |
Avg Bars in Trades | 44 | 45 | 44 | 44 | 45 | 44 |
Avg Bars in Winners | 14 | 11 | 17 | 33 | 32 | 34 |
Avg Bars in Losers | 141 | 133 | 153 | 55 | 54 | 57 |
Bars Traded | 3552 | 1774 | 1778 | 3552 | 1774 | 1778 |
Profit Streak | 36.3934 | 165.8934 | 36.3934 | 0 | 0 | 0 |
Trades During Streak | 6 | 6 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -606847 | -553793 | -575423 | -611127 | -584247 | 520311 |
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{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3761, "evaluation_days": 1880.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1602763200000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759872388252, "expiration_time": 1764712656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 2, "offset": 0, "scalar": 1 } }, "second_band": { "type": "t3", "factors": { "length": 125, "offset": 0, "a": 0.77111 } } }
# | 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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