Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1919291.9719 | -43290.6569 | -1876001.315 | 11561779.3156 | -6482811.6432 | 18044590.9588 |
Total P&L (%) | -1919.292 | -43.2907 | -1876.0013 | 11561.7793 | -6482.8116 | 18044.591 |
Avg Daily Profit (%) | -1.0233 | -0.0231 | -1.0003 | 0.2541 | 0 | 0.2777 |
Buy And Hold Return (%) | 494.3321 | 494.3321 | 494.3321 | 494.3321 | 494.3321 | 494.3321 |
Max Trade Drawdown | -2065802 | -79578 | -1072938 | -9345947 | -12003929 | -9001954 |
Profit Factor | 0.1746 | 0.7654 | 0.1236 | 1.3269 | 0.6669 | 2.1347 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 43 | 18 | 25 | 45 | 20 | 25 |
Losing Trades | 22 | 15 | 7 | 20 | 13 | 7 |
Profitability (%) | 66.1538 | 54.5455 | 78.125 | 69.2308 | 60.6061 | 78.125 |
Ratio Avg Win / Avg Loss | 0.0893 | 0.6378 | 0.0346 | 0.5898 | 0.4335 | 0.5977 |
Largest Winning Trade | 28754 | 28754 | 28274 | 6950176 | 1812199 | 6950176 |
Largest Losing Trade | -1072938 | -41509 | -1072938 | -9001954 | -5780279 | -9001954 |
Avg Bars in Trades | 53 | 39 | 67 | 53 | 39 | 67 |
Avg Bars in Winners | 23 | 15 | 29 | 32 | 16 | 45 |
Avg Bars in Losers | 110 | 68 | 201 | 100 | 74 | 147 |
Bars Traded | 3470 | 1310 | 2160 | 3470 | 1310 | 2160 |
Profit Streak | 61.5996 | 91.5996 | 61.5996 | 61.5996 | 91.5996 | 61.5996 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -713293 | -579254 | -576604 | -125034 | -578468 | 509667 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.13978 } }, "second_band": { "type": "kcl", "factors": { "length": 204, "offset": 0, "scalar": 3 } } }
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{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3751, "evaluation_days": 1875.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1606176000000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759415006101, "expiration_time": 1764267696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.13978 } }, "second_band": { "type": "kcl", "factors": { "length": 204, "offset": 0, "scalar": 3 } } }
# | 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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