Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1975867.2552 | -98109.9873 | -1877757.2678 | 235244.2743 | 6209577.3008 | -5974333.0265 |
Total P&L (%) | -1975.8673 | -98.11 | -1877.7573 | 235.2443 | 6209.5773 | -5974.333 |
Avg Daily Profit (%) | -1.0582 | -0.0525 | -1.0057 | 0.0648 | 0.2222 | 0 |
Buy And Hold Return (%) | 516.5561 | 516.5561 | 516.5561 | 516.5561 | 516.5561 | 516.5561 |
Max Trade Drawdown | -2093837 | -190485 | -1951146 | -6125272 | -977974 | -7805731 |
Profit Factor | 0.2686 | 0.7701 | 0.1745 | 1.0145 | 2.5461 | 0.5106 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 198 | 95 | 103 | 90 | 49 | 41 |
Losing Trades | 41 | 24 | 17 | 149 | 70 | 79 |
Profitability (%) | 82.8452 | 79.8319 | 85.8333 | 37.6569 | 41.1765 | 34.1667 |
Ratio Avg Win / Avg Loss | 0.0556 | 0.1946 | 0.0288 | 1.6796 | 3.6373 | 0.9839 |
Largest Winning Trade | 16254 | 13821 | 16254 | 2898092 | 2898092 | 2394549 |
Largest Losing Trade | -1227452 | -57489 | -1227452 | -4351699 | -559333 | -4351699 |
Avg Bars in Trades | 45 | 51 | 39 | 45 | 51 | 39 |
Avg Bars in Winners | 15 | 14 | 17 | 73 | 89 | 53 |
Avg Bars in Losers | 188 | 197 | 176 | 28 | 24 | 32 |
Bars Traded | 10881 | 6126 | 4755 | 10881 | 6126 | 4755 |
Profit Streak | 57.7415 | 78.7415 | 57.7415 | 57.7415 | 78.7415 | 57.7415 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573696 | -575407 | -574761 | -477524 | 391534 | -585652 |
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{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11203, "evaluation_days": 1867.17, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600430400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758851263547, "expiration_time": 1763554896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 211, "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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