Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1277059.1602 | 1315176.5476 | -38117.3874 | 145974.5759 | 333938.6707 | -187964.0949 |
Total P&L (%) | 1277.0592 | 1315.1765 | -38.1174 | 145.9746 | 333.9387 | -187.9641 |
Avg Daily Profit (%) | 0.6833 | 0.7037 | -0.0204 | 0.0482 | 0.0786 | 0 |
Buy And Hold Return (%) | 577.2888 | 577.2888 | 577.2888 | 577.2888 | 577.2888 | 577.2888 |
Max Trade Drawdown | -231800 | -69386 | -201555 | -613024 | -206359 | -470686 |
Profit Factor | 2.8179 | 5.7753 | 0.9107 | 1.0861 | 1.446 | 0.8016 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 41.5385 | 37.5 | 45.4545 | 41.5385 | 37.5 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.966 | 9.6256 | 1.0929 | 1.5285 | 2.4101 | 0.9619 |
Largest Winning Trade | 1000864 | 1000864 | 52092 | 417583 | 417583 | 179633 |
Largest Losing Trade | -61173 | -31261 | -61173 | -260546 | -181316 | -260546 |
Avg Bars in Trades | 81 | 96 | 66 | 81 | 96 | 66 |
Avg Bars in Winners | 120 | 140 | 104 | 120 | 140 | 104 |
Avg Bars in Losers | 54 | 70 | 35 | 54 | 70 | 35 |
Bars Traded | 5304 | 3096 | 2208 | 5304 | 3096 | 2208 |
Profit Streak | 83.4452 | 96.4452 | 83.4452 | 83.4452 | 96.4452 | 83.4452 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126533 | 408170 | -580345 | -557714 | -256082 | -582012 |
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{ "first_band": { "type": "vwma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 202, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5607, "evaluation_days": 1869, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1603180800000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758854462254, "expiration_time": 1763689248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 202, "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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