Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1631407.2304 | -107838.2316 | -1523568.9988 | -238873.3932 | -2905552.8763 | 2666679.4831 |
Total P&L (%) | -1631.4072 | -107.8382 | -1523.569 | -238.8734 | -2905.5529 | 2666.6795 |
Avg Daily Profit (%) | -0.874 | -0.0578 | -0.8162 | 0 | 0 | 0.178 |
Buy And Hold Return (%) | 361.7134 | 361.7134 | 361.7134 | 361.7134 | 361.7134 | 361.7134 |
Max Trade Drawdown | -1740647 | -223886 | -1565817 | -3272853 | -3216905 | -2581659 |
Profit Factor | 0.4055 | 0.8352 | 0.2709 | 0.9781 | 0.4912 | 1.5157 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 136 | 60 | 76 | 139 | 56 | 83 |
Losing Trades | 121 | 69 | 52 | 118 | 73 | 45 |
Profitability (%) | 52.9183 | 46.5116 | 59.375 | 54.0856 | 43.4109 | 64.8438 |
Ratio Avg Win / Avg Loss | 0.3607 | 0.9605 | 0.1854 | 0.8303 | 0.6404 | 0.8217 |
Largest Winning Trade | 34628 | 34628 | 34366 | 2432404 | 617102 | 2432404 |
Largest Losing Trade | -607804 | -39051 | -607804 | -1715557 | -590113 | -1715557 |
Avg Bars in Trades | 85 | 57 | 112 | 85 | 57 | 112 |
Avg Bars in Winners | 73 | 49 | 91 | 80 | 51 | 100 |
Avg Bars in Losers | 98 | 64 | 143 | 90 | 62 | 134 |
Bars Traded | 21895 | 7452 | 14443 | 21895 | 7452 | 14443 |
Profit Streak | 23.1567 | 25.5734 | 0 | 0 | 0 | 29.9067 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578508 | -581804 | -579777 | -578903 | -583552 | 354054 |
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{ "first_band": { "type": "bbu", "factors": { "length": 42, "offset": 0, "std": 2.28179 } }, "second_band": { "type": "midprice", "factors": { "length": 222, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22400, "evaluation_days": 1866.67, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598997600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758966339604, "expiration_time": 1764528480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 42, "offset": 0, "std": 2.28179 } }, "second_band": { "type": "midprice", "factors": { "length": 222, "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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