Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1183493.5621 | 1163928.4278 | 19565.1343 | -14031339.2341 | -6078516.2446 | -7952822.9895 |
Total P&L (%) | 1183.4936 | 1163.9284 | 19.5651 | -14031.3392 | -6078.5162 | -7952.823 |
Avg Daily Profit (%) | 0.6337 | 0.6233 | 0.0105 | 0 | 0 | 0 |
Buy And Hold Return (%) | 486.1374 | 486.1374 | 486.1374 | 486.1374 | 486.1374 | 486.1374 |
Max Trade Drawdown | -185520 | -97707 | -187704 | -27777597 | -12414283 | -16846479 |
Profit Factor | 3.2411 | 6.5182 | 1.0617 | 0.6815 | 0.7081 | 0.6577 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 28 | 11 | 17 | 39 | 23 | 16 |
Losing Trades | 41 | 24 | 17 | 30 | 12 | 18 |
Profitability (%) | 40.5797 | 31.4286 | 50 | 56.5217 | 65.7143 | 47.0588 |
Ratio Avg Win / Avg Loss | 4.7459 | 14.2214 | 1.0617 | 0.5242 | 0.3694 | 0.7399 |
Largest Winning Trade | 721454 | 721454 | 53993 | 5639031 | 1837344 | 5639031 |
Largest Losing Trade | -181542 | -23451 | -181542 | -10755945 | -10755945 | -9498488 |
Avg Bars in Trades | 52 | 43 | 61 | 52 | 43 | 61 |
Avg Bars in Winners | 89 | 90 | 89 | 24 | 19 | 31 |
Avg Bars in Losers | 26 | 21 | 34 | 88 | 88 | 88 |
Bars Traded | 3615 | 1513 | 2102 | 3615 | 1513 | 2102 |
Profit Streak | 0 | 0 | 0 | 8.8038 | 8.8038 | 23.3038 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95993 | 312878 | -497300 | -684813 | -578081 | -581392 |
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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": 1600516800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758827850238, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 73, "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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