Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1949990.1078 | 1805053.8097 | 144936.2981 | 20770911.2637 | 3004262.9883 | 17766648.2754 |
Total P&L (%) | 1949.9901 | 1805.0538 | 144.9363 | 20770.9113 | 3004.263 | 17766.6483 |
Avg Daily Profit (%) | 1.0364 | 0.9594 | 0.077 | 0.2843 | 0.1828 | 0.276 |
Buy And Hold Return (%) | 496.4224 | 496.4224 | 496.4224 | 496.4224 | 496.4224 | 496.4224 |
Max Trade Drawdown | -83800 | -72552 | -47812 | -28956130 | -20781468 | -15188804 |
Profit Factor | 5.2338 | 7.7556 | 1.7495 | 1.1925 | 1.0447 | 1.4361 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 24 | 9 | 15 | 24 | 9 | 15 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 36.3636 | 27.2727 | 45.4545 | 36.3636 | 27.2727 | 45.4545 |
Ratio Avg Win / Avg Loss | 9.1591 | 20.6816 | 2.0994 | 2.0869 | 2.786 | 1.7233 |
Largest Winning Trade | 1133316 | 1133316 | 55312 | 17699737 | 17699737 | 15980573 |
Largest Losing Trade | -32081 | -23223 | -32081 | -6872786 | -6573938 | -6872786 |
Avg Bars in Trades | 52 | 55 | 49 | 52 | 55 | 49 |
Avg Bars in Winners | 91 | 110 | 80 | 91 | 110 | 80 |
Avg Bars in Losers | 30 | 34 | 24 | 30 | 34 | 24 |
Bars Traded | 3465 | 1821 | 1644 | 3465 | 1821 | 1644 |
Profit Streak | 31.0741 | 40.0741 | 0 | 31.0741 | 40.0741 | 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 | -114488 | 433 | -254350 | -132454 | -182226 | 321161 |
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{ "first_band": { "type": "linreg", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 20, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3763, "evaluation_days": 1881.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1607299200000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759931202458, "expiration_time": 1764801648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 20, "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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