Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1302122.9903 | -79133.4145 | -1222989.5758 | -443126.3735 | -3659142.6474 | 3216016.2738 |
Total P&L (%) | -1302.123 | -79.1334 | -1222.9896 | -443.1264 | -3659.1426 | 3216.0163 |
Avg Daily Profit (%) | -0.6974 | -0.0424 | -0.655 | 0 | 0 | 0.1877 |
Buy And Hold Return (%) | 495.7236 | 495.7236 | 495.7236 | 495.7236 | 495.7236 | 495.7236 |
Max Trade Drawdown | -1453239 | -206325 | -1337745 | -4314891 | -3964424 | -1044931 |
Profit Factor | 0.4087 | 0.8478 | 0.273 | 0.9533 | 0.3883 | 1.9189 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 181 | 84 | 97 | 139 | 63 | 76 |
Losing Trades | 50 | 31 | 19 | 92 | 52 | 40 |
Profitability (%) | 78.355 | 73.0435 | 83.6207 | 60.1732 | 54.7826 | 65.5172 |
Ratio Avg Win / Avg Loss | 0.1129 | 0.3129 | 0.0535 | 0.6309 | 0.3205 | 1.0099 |
Largest Winning Trade | 24130 | 24130 | 20639 | 3466850 | 399582 | 3466850 |
Largest Losing Trade | -549500 | -54974 | -549500 | -1254070 | -1254070 | -722108 |
Avg Bars in Trades | 47 | 53 | 41 | 47 | 53 | 41 |
Avg Bars in Winners | 18 | 16 | 20 | 31 | 31 | 31 |
Avg Bars in Losers | 151 | 152 | 149 | 71 | 79 | 60 |
Bars Traded | 10943 | 6101 | 4842 | 10943 | 6101 | 4842 |
Profit Streak | 58.8254 | 84.6587 | 58.8254 | 0 | 0 | 0 |
Trades During Streak | 14 | 8 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574156 | -576173 | -574912 | -578250 | -580406 | 428009 |
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{ "first_band": { "type": "fwma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 133, "offset": 0, "std": 4.97984 } } }
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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": 1599796800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758829710962, "expiration_time": 1763554896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 133, "offset": 0, "std": 4.97984 } } }
# | 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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