Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1245244.2703 | 1240753.1193 | 4491.1511 | 822703.1823 | 667319.0564 | 155384.1259 |
Total P&L (%) | 1245.2443 | 1240.7531 | 4.4912 | 822.7032 | 667.3191 | 155.3841 |
Avg Daily Profit (%) | 0.6648 | 0.6624 | 0.0024 | 0.1187 | 0.1089 | 0.0501 |
Buy And Hold Return (%) | 296.8039 | 296.8039 | 296.8039 | 296.8039 | 296.8039 | 296.8039 |
Max Trade Drawdown | -118833 | -121854 | -112203 | -2139439 | -1671767 | -1157875 |
Profit Factor | 2.2748 | 3.6632 | 1.0088 | 1.0819 | 1.1367 | 1.0301 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 58 | 23 | 35 | 58 | 23 | 35 |
Losing Trades | 124 | 68 | 56 | 124 | 68 | 56 |
Profitability (%) | 31.8681 | 25.2747 | 38.4615 | 31.8681 | 25.2747 | 38.4615 |
Ratio Avg Win / Avg Loss | 4.8633 | 10.8302 | 1.6141 | 2.3129 | 3.3608 | 1.6481 |
Largest Winning Trade | 632027 | 632027 | 55004 | 1687247 | 1687247 | 1030180 |
Largest Losing Trade | -29594 | -23122 | -29594 | -433943 | -280962 | -433943 |
Avg Bars in Trades | 20 | 17 | 23 | 20 | 17 | 23 |
Avg Bars in Winners | 40 | 37 | 43 | 40 | 37 | 43 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 3688 | 1589 | 2098 | 3688 | 1589 | 2098 |
Profit Streak | 23.8116 | 35.3116 | 0 | 23.8116 | 35.3116 | 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 | 324629 | -11351 | -569654 | -172064 | -149587 | -482694 |
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{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3746, "evaluation_days": 1873, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598659200000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759217322911, "expiration_time": 1764045216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 30, "offset": 0, "scalar": 5 } }, "second_band": { "type": "sinwma", "factors": { "length": 5, "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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