Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1177931.1026 | 1300849.4834 | -122918.3808 | -1324792.1463 | -478347.7236 | -846444.4227 |
Total P&L (%) | 1177.9311 | 1300.8495 | -122.9184 | -1324.7921 | -478.3477 | -846.4444 |
Avg Daily Profit (%) | 0.6271 | 0.6925 | -0.0654 | 0 | 0 | 0 |
Buy And Hold Return (%) | 640.9504 | 640.9504 | 640.9504 | 640.9504 | 640.9504 | 640.9504 |
Max Trade Drawdown | -210743 | -83300 | -242091 | -1897919 | -1030778 | -1398396 |
Profit Factor | 2.6053 | 5.7086 | 0.7313 | 0.788 | 0.845 | 0.7323 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 27 | 11 | 16 | 33 | 19 | 14 |
Losing Trades | 36 | 20 | 16 | 30 | 12 | 18 |
Profitability (%) | 42.8571 | 35.4839 | 50 | 52.381 | 61.2903 | 43.75 |
Ratio Avg Win / Avg Loss | 3.4738 | 10.3793 | 0.7313 | 0.7164 | 0.5337 | 0.9415 |
Largest Winning Trade | 746447 | 746447 | 69702 | 954084 | 382052 | 954084 |
Largest Losing Trade | -190287 | -41907 | -190287 | -853329 | -853329 | -572823 |
Avg Bars in Trades | 56 | 53 | 59 | 56 | 53 | 59 |
Avg Bars in Winners | 82 | 85 | 81 | 35 | 34 | 35 |
Avg Bars in Losers | 37 | 36 | 37 | 80 | 84 | 77 |
Bars Traded | 3573 | 1671 | 1902 | 3573 | 1671 | 1902 |
Profit Streak | 0 | 51.9482 | 0 | 23.9482 | 0 | 32.9482 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145369 | 314942 | -580810 | -730924 | -579354 | -582700 |
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{ "first_band": { "type": "pwma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 89, "offset": 0, "scalar": 3 } } }
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{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3757, "evaluation_days": 1878.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1603238400000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759704321349, "expiration_time": 1764534672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 89, "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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