Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1359660.4232 | 1382829.425 | -23169.0018 | -677239.6501 | 106437.7966 | -783677.4467 |
Total P&L (%) | 1359.6604 | 1382.8294 | -23.169 | -677.2397 | 106.4378 | -783.6774 |
Avg Daily Profit (%) | 0.7282 | 0.7406 | -0.0124 | 0 | 0.0388 | 0 |
Buy And Hold Return (%) | 524.7737 | 524.7737 | 524.7737 | 524.7737 | 524.7737 | 524.7737 |
Max Trade Drawdown | -148870 | -138754 | -161148 | -1081531 | -617922 | -930981 |
Profit Factor | 3.2858 | 6.3447 | 0.9311 | 0.7526 | 1.0867 | 0.481 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 27 | 12 | 15 | 33 | 18 | 15 |
Losing Trades | 36 | 19 | 17 | 30 | 13 | 17 |
Profitability (%) | 42.8571 | 38.7097 | 46.875 | 52.381 | 58.0645 | 46.875 |
Ratio Avg Win / Avg Loss | 4.381 | 10.0458 | 1.0552 | 0.6842 | 0.7848 | 0.5452 |
Largest Winning Trade | 806949 | 806949 | 57601 | 210220 | 210220 | 129804 |
Largest Losing Trade | -121031 | -36400 | -121031 | -500552 | -500552 | -286052 |
Avg Bars in Trades | 115 | 113 | 117 | 115 | 113 | 117 |
Avg Bars in Winners | 155 | 143 | 165 | 96 | 107 | 82 |
Avg Bars in Losers | 84 | 93 | 73 | 135 | 121 | 147 |
Bars Traded | 7249 | 3504 | 3745 | 7249 | 3504 | 3745 |
Profit Streak | 0 | 44.3158 | 0 | 15.8158 | 0 | 26.5658 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138696 | 499484 | -580358 | -730889 | -432646 | -581484 |
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{ "first_band": { "type": "alma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 120, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7469, "evaluation_days": 1867.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600430400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758828886836, "expiration_time": 1763555112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 120, "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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