Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2088723.2547 | -73648.8722 | -2015074.3826 | 515701.2615 | 12057820.7954 | -11542119.5339 |
Total P&L (%) | -2088.7233 | -73.6489 | -2015.0744 | 515.7013 | 12057.8208 | -11542.1195 |
Avg Daily Profit (%) | -1.1129 | -0.0392 | -1.0737 | 0.0969 | 0.2561 | 0 |
Buy And Hold Return (%) | 641.8235 | 641.8235 | 641.8235 | 641.8235 | 641.8235 | 641.8235 |
Max Trade Drawdown | -2252960 | -161286 | -2125891 | -11668583 | -2555557 | -16488414 |
Profit Factor | 0.2929 | 0.8428 | 0.1892 | 1.0154 | 2.2507 | 0.5144 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 120 | 56 | 64 | 82 | 48 | 34 |
Losing Trades | 58 | 33 | 25 | 96 | 41 | 55 |
Profitability (%) | 67.4157 | 62.9213 | 71.9101 | 46.0674 | 53.9326 | 38.2022 |
Ratio Avg Win / Avg Loss | 0.1416 | 0.4967 | 0.0739 | 1.1888 | 1.9225 | 0.8321 |
Largest Winning Trade | 27704 | 23011 | 27704 | 4880119 | 4880119 | 3493813 |
Largest Losing Trade | -1412149 | -47362 | -1412149 | -7703322 | -1247693 | -7703322 |
Avg Bars in Trades | 41 | 37 | 45 | 41 | 37 | 45 |
Avg Bars in Winners | 21 | 17 | 25 | 49 | 46 | 54 |
Avg Bars in Losers | 82 | 70 | 97 | 34 | 27 | 40 |
Bars Traded | 7391 | 3329 | 4062 | 7391 | 3329 | 4062 |
Profit Streak | 70.4407 | 92.6907 | 70.4407 | 70.4407 | 92.6907 | 70.4407 |
Trades During Streak | 9 | 5 | 4 | 9 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575960 | -577698 | -576547 | -431490 | 519778 | -584253 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "kcl", "factors": { "length": 93, "offset": 0, "scalar": 1 } } }
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{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7507, "evaluation_days": 1876.75, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599393600000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759552478706, "expiration_time": 1764400536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "kcl", "factors": { "length": 93, "offset": 0, "scalar": 1 } } }
# | 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) |
---|