Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1276131.163 | 1204199.5289 | 71931.6341 | 2513534.3061 | -341383.1802 | 2854917.4863 |
Total P&L (%) | 1276.1312 | 1204.1995 | 71.9316 | 2513.5343 | -341.3832 | 2854.9175 |
Avg Daily Profit (%) | 0.6769 | 0.6387 | 0.0382 | 0.1732 | 0 | 0.1798 |
Buy And Hold Return (%) | 466.8383 | 466.8383 | 466.8383 | 466.8383 | 466.8383 | 466.8383 |
Max Trade Drawdown | -77933 | -51345 | -91232 | -3631875 | -2893101 | -1644989 |
Profit Factor | 4.5657 | 8.1166 | 1.3812 | 1.2731 | 0.9394 | 1.799 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 46.0674 | 46.6667 | 45.4545 | 46.0674 | 46.6667 | 45.4545 |
Ratio Avg Win / Avg Loss | 5.3452 | 9.2761 | 1.6575 | 1.4905 | 1.0736 | 2.1588 |
Largest Winning Trade | 774053 | 774053 | 52970 | 1515068 | 1515068 | 1460806 |
Largest Losing Trade | -48965 | -22045 | -48965 | -1287833 | -1247018 | -1287833 |
Avg Bars in Trades | 59 | 52 | 67 | 59 | 52 | 67 |
Avg Bars in Winners | 101 | 81 | 123 | 101 | 81 | 123 |
Avg Bars in Losers | 23 | 26 | 20 | 23 | 26 | 20 |
Bars Traded | 5306 | 2349 | 2957 | 5306 | 2349 | 2957 |
Profit Streak | 0 | 0 | 87.7275 | 0 | 0 | 87.7275 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 538213 | 561620 | -306770 | 192947 | -580341 | 357789 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 237 } }, "second_band": { "type": "ssf", "factors": { "length": 44, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5656, "evaluation_days": 1885.33, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1604217600000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760261253939, "expiration_time": 1765142784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 237 } }, "second_band": { "type": "ssf", "factors": { "length": 44, "offset": 0, "poles": 2 } } }
# | 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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