Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1218728.2327 | -34420.8022 | -1184307.4305 | -186134.8157 | -6044498.7326 | 5858363.9169 |
Total P&L (%) | -1218.7282 | -34.4208 | -1184.3074 | -186.1348 | -6044.4987 | 5858.3639 |
Avg Daily Profit (%) | -0.6493 | -0.0183 | -0.631 | 0 | 0 | 0.218 |
Buy And Hold Return (%) | 530.3383 | 530.3383 | 530.3383 | 530.3383 | 530.3383 | 530.3383 |
Max Trade Drawdown | -1420016 | -235178 | -1288511 | -8054760 | -8776999 | -1742611 |
Profit Factor | 0.3772 | 0.9183 | 0.2286 | 0.9871 | 0.4271 | 2.4953 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 127 | 61 | 66 | 99 | 45 | 54 |
Losing Trades | 42 | 23 | 19 | 70 | 39 | 31 |
Profitability (%) | 75.1479 | 72.619 | 77.6471 | 58.5799 | 53.5714 | 63.5294 |
Ratio Avg Win / Avg Loss | 0.1247 | 0.3463 | 0.0658 | 0.698 | 0.3702 | 1.4325 |
Largest Winning Trade | 26086 | 26086 | 16118 | 4611461 | 1240379 | 4611461 |
Largest Losing Trade | -584786 | -62245 | -584786 | -4366431 | -4366431 | -1217831 |
Avg Bars in Trades | 64 | 78 | 50 | 64 | 78 | 50 |
Avg Bars in Winners | 19 | 18 | 19 | 44 | 51 | 39 |
Avg Bars in Losers | 200 | 237 | 155 | 92 | 110 | 69 |
Bars Traded | 10874 | 6618 | 4256 | 10874 | 6618 | 4256 |
Profit Streak | 18.6479 | 26.6479 | 18.6479 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575567 | -577356 | -576681 | -578780 | -580644 | 487487 |
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{ "first_band": { "type": "fwma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 200, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11262, "evaluation_days": 1877, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600272000000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759577574688, "expiration_time": 1764429984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 200, "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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