Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -973127.3249 | 89631.2057 | -1062758.5306 | 97783.6377 | -20662150.752 | 20759934.3897 |
Total P&L (%) | -973.1273 | 89.6312 | -1062.7585 | 97.7836 | -20662.1508 | 20759.9344 |
Avg Daily Profit (%) | -0.5211 | 0.048 | -0.5691 | 0.0365 | 0 | 0.2864 |
Buy And Hold Return (%) | 495.4666 | 495.4666 | 495.4666 | 495.4666 | 495.4666 | 495.4666 |
Max Trade Drawdown | -1232533 | -248528 | -1104126 | -17529973 | -20979595 | -1978542 |
Profit Factor | 0.3971 | 1.2683 | 0.1697 | 1.0034 | 0.1147 | 5.0317 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 35 | 16 | 19 | 31 | 12 | 19 |
Losing Trades | 27 | 15 | 12 | 31 | 19 | 12 |
Profitability (%) | 56.4516 | 51.6129 | 61.2903 | 50 | 38.7097 | 61.2903 |
Ratio Avg Win / Avg Loss | 0.3063 | 1.1891 | 0.1072 | 1.0034 | 0.1816 | 3.1779 |
Largest Winning Trade | 203947 | 203947 | 33776 | 18280142 | 1474141 | 18280142 |
Largest Losing Trade | -760170 | -61948 | -760170 | -10966832 | -10966832 | -1319716 |
Avg Bars in Trades | 57 | 65 | 50 | 57 | 65 | 50 |
Avg Bars in Winners | 37 | 44 | 31 | 40 | 41 | 40 |
Avg Bars in Losers | 84 | 88 | 78 | 75 | 81 | 65 |
Bars Traded | 3595 | 2042 | 1553 | 3595 | 2042 | 1553 |
Profit Streak | 20.4043 | 28.4043 | 0 | 20.4043 | 28.4043 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -737887 | -293990 | -579354 | -684580 | -584668 | 648641 |
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{ "first_band": { "type": "bbm", "factors": { "length": 203, "offset": 190, "std": 2.60839 } }, "second_band": { "type": "pwma", "factors": { "length": 121, "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": 1602590400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759009328435, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 203, "offset": 190, "std": 2.60839 } }, "second_band": { "type": "pwma", "factors": { "length": 121, "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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