Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1437795.7999 | 1507667.0496 | -69871.2497 | -51130.7026 | 762821.6177 | -813952.3203 |
Total P&L (%) | 1437.7958 | 1507.6671 | -69.8713 | -51.1307 | 762.8216 | -813.9523 |
Avg Daily Profit (%) | 0.7699 | 0.8073 | -0.0374 | -0.0383 | 0.1155 | 0 |
Buy And Hold Return (%) | 574.6487 | 574.6487 | 574.6487 | 574.6487 | 574.6487 | 574.6487 |
Max Trade Drawdown | -185511 | -192324 | -134561 | -1739517 | -1096129 | -1709562 |
Profit Factor | 2.8547 | 4.7528 | 0.8129 | 0.9872 | 1.4559 | 0.6479 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 32 | 11 | 21 | 32 | 11 | 21 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 35.1648 | 24.4444 | 45.6522 | 35.1648 | 24.4444 | 45.6522 |
Ratio Avg Win / Avg Loss | 5.2634 | 14.6905 | 0.9677 | 1.8201 | 4.5001 | 0.7713 |
Largest Winning Trade | 1169369 | 1169369 | 41870 | 884887 | 884887 | 411308 |
Largest Losing Trade | -90222 | -43294 | -90222 | -1613530 | -387374 | -1613530 |
Avg Bars in Trades | 39 | 44 | 34 | 39 | 44 | 34 |
Avg Bars in Winners | 64 | 101 | 45 | 64 | 101 | 45 |
Avg Bars in Losers | 25 | 26 | 24 | 25 | 26 | 24 |
Bars Traded | 3593 | 2017 | 1576 | 3593 | 2017 | 1576 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334017 | -14857 | -582395 | -583526 | -132389 | -582395 |
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{ "first_band": { "type": "bbm", "factors": { "length": 99, "offset": 0, "std": 3.40708 } }, "second_band": { "type": "dcm", "factors": { "length": 74, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3735, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1601640000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758940110544, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 99, "offset": 0, "std": 3.40708 } }, "second_band": { "type": "dcm", "factors": { "length": 74, "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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