Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2068904.7379 | -60452.4623 | -2008452.2757 | 107040.7008 | 10349018.7682 | -10241978.0675 |
Total P&L (%) | -2068.9047 | -60.4525 | -2008.4523 | 107.0407 | 10349.0188 | -10241.9781 |
Avg Daily Profit (%) | -1.1005 | -0.0322 | -1.0683 | 0.0387 | 0.2476 | 0 |
Buy And Hold Return (%) | 458.8803 | 458.8803 | 458.8803 | 458.8803 | 458.8803 | 458.8803 |
Max Trade Drawdown | -2250108 | -190284 | -2119957 | -11606403 | -2005550 | -12299561 |
Profit Factor | 0.2277 | 0.8174 | 0.1445 | 1.005 | 4.4329 | 0.4475 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 50 | 22 | 28 | 44 | 26 | 18 |
Losing Trades | 26 | 16 | 10 | 32 | 12 | 20 |
Profitability (%) | 65.7895 | 57.8947 | 73.6842 | 57.8947 | 68.4211 | 47.3684 |
Ratio Avg Win / Avg Loss | 0.1184 | 0.5945 | 0.0516 | 0.7309 | 2.046 | 0.4972 |
Largest Winning Trade | 38065 | 38065 | 37197 | 6446774 | 6446774 | 4519770 |
Largest Losing Trade | -1484993 | -63513 | -1484993 | -6628067 | -2005550 | -6628067 |
Avg Bars in Trades | 72 | 81 | 63 | 72 | 81 | 63 |
Avg Bars in Winners | 41 | 43 | 40 | 80 | 88 | 68 |
Avg Bars in Losers | 131 | 132 | 129 | 61 | 64 | 59 |
Bars Traded | 5508 | 3085 | 2423 | 5508 | 3085 | 2423 |
Profit Streak | 89.3645 | 89.3645 | 292.3645 | 89.3645 | 89.3645 | 346.0312 |
Trades During Streak | 5 | 2 | 8 | 5 | 2 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -630783 | -578781 | -576239 | -574720 | 690647 | -580325 |
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{ "first_band": { "type": "dema", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 55, "offset": 0, "a": 0.68314 } } }
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{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5640, "evaluation_days": 1880, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1599868800000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759826694487, "expiration_time": 1764668160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 55, "offset": 0, "a": 0.68314 } } }
# | 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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