Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1167819.1417 | -1498.3258 | -1166320.8159 | 2593875.7501 | -15197669.9872 | 17791545.7373 |
Total P&L (%) | -1167.8191 | -1.4983 | -1166.3208 | 2593.8758 | -15197.67 | 17791.5457 |
Avg Daily Profit (%) | -0.6196 | -0.0008 | -0.6188 | 0.1749 | 0 | 0.2756 |
Buy And Hold Return (%) | 423.7885 | 423.7885 | 423.7885 | 423.7885 | 423.7885 | 423.7885 |
Max Trade Drawdown | -1364871 | -168554 | -1281107 | -14342304 | -15976583 | -2113829 |
Profit Factor | 0.2457 | 0.9926 | 0.1327 | 1.1273 | 0.1025 | 6.1561 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 56 | 25 | 31 | 54 | 24 | 30 |
Losing Trades | 17 | 11 | 6 | 19 | 12 | 7 |
Profitability (%) | 76.7123 | 69.4444 | 83.7838 | 73.9726 | 66.6667 | 81.0811 |
Ratio Avg Win / Avg Loss | 0.0746 | 0.4368 | 0.0257 | 0.3966 | 0.0512 | 1.4364 |
Largest Winning Trade | 79092 | 79092 | 21982 | 18569690 | 212198 | 18569690 |
Largest Losing Trade | -706974 | -65006 | -706974 | -9977410 | -9977410 | -1733566 |
Avg Bars in Trades | 72 | 84 | 60 | 72 | 84 | 60 |
Avg Bars in Winners | 15 | 16 | 15 | 23 | 8 | 35 |
Avg Bars in Losers | 259 | 240 | 292 | 211 | 236 | 169 |
Bars Traded | 5292 | 3049 | 2243 | 5292 | 3049 | 2243 |
Profit Streak | 54.1522 | 54.1522 | 80.1522 | 54.1522 | 54.1522 | 80.1522 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -651782 | -577275 | -574961 | -146336 | -577635 | 779568 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 84, "offset": 199 } } }
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{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5654, "evaluation_days": 1884.67, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1605513600000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760211552660, "expiration_time": 1765083456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 84, "offset": 199 } } }
# | 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) |
---|