Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1873420.1858 | 1866742.6358 | 6677.55 | 522974.3355 | 2524450.6447 | -2001476.3092 |
Total P&L (%) | 1873.4202 | 1866.7426 | 6.6776 | 522.9743 | 2524.4506 | -2001.4763 |
Avg Daily Profit (%) | 1.0033 | 0.9998 | 0.0036 | 0.098 | 0.1751 | 0 |
Buy And Hold Return (%) | 483.1292 | 483.1292 | 483.1292 | 483.1292 | 483.1292 | 483.1292 |
Max Trade Drawdown | -192977 | -197044 | -68812 | -13307304 | -12211746 | -3985346 |
Profit Factor | 2.6415 | 3.8128 | 1.014 | 1.0143 | 1.1225 | 0.8739 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 110 | 44 | 66 | 110 | 44 | 66 |
Losing Trades | 156 | 89 | 67 | 156 | 89 | 67 |
Profitability (%) | 41.3534 | 33.0827 | 49.6241 | 41.3534 | 33.0827 | 49.6241 |
Ratio Avg Win / Avg Loss | 3.7461 | 7.7122 | 1.0293 | 1.4385 | 2.2706 | 0.8872 |
Largest Winning Trade | 1204035 | 1204035 | 29029 | 11982814 | 11982814 | 1315903 |
Largest Losing Trade | -36037 | -35379 | -36037 | -2339621 | -2339621 | -2322213 |
Avg Bars in Trades | 40 | 61 | 19 | 40 | 61 | 19 |
Avg Bars in Winners | 57 | 109 | 22 | 57 | 109 | 22 |
Avg Bars in Losers | 28 | 37 | 16 | 28 | 37 | 16 |
Bars Traded | 10765 | 8155 | 2610 | 10765 | 8155 | 2610 |
Profit Streak | 0 | 98.2303 | 0 | 0 | 98.2303 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506830 | 449899 | -559035 | -408540 | -83421 | -580847 |
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{ "first_band": { "type": "sma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 16, "offset": 0, "std": 4.54552 } } }
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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": 1599566400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758821500924, "expiration_time": 1763554896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 16, "offset": 0, "std": 4.54552 } } }
# | 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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