Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2203686.4914 | 1995887.2367 | 207799.2547 | 49079818.7893 | 1310453.0618 | 47769365.7275 |
Total P&L (%) | 2203.6865 | 1995.8872 | 207.7993 | 49079.8188 | 1310.4531 | 47769.3657 |
Avg Daily Profit (%) | 1.1696 | 1.0593 | 0.1103 | 0.3295 | 0.1406 | 0.3281 |
Buy And Hold Return (%) | 318.681 | 318.681 | 318.681 | 318.681 | 318.681 | 318.681 |
Max Trade Drawdown | -83382 | -97844 | -44972 | -66736094 | -61617525 | -33173082 |
Profit Factor | 3.9706 | 5.3319 | 1.7392 | 1.1821 | 1.0075 | 1.5063 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 87 | 37 | 50 | 87 | 37 | 50 |
Losing Trades | 75 | 44 | 31 | 75 | 44 | 31 |
Profitability (%) | 53.7037 | 45.679 | 61.7284 | 53.7037 | 45.679 | 61.7284 |
Ratio Avg Win / Avg Loss | 3.4229 | 6.3407 | 1.0783 | 1.0191 | 1.1981 | 0.9339 |
Largest Winning Trade | 1212145 | 1212145 | 48776 | 53171040 | 53171040 | 30162665 |
Largest Losing Trade | -31213 | -29495 | -31213 | -25611534 | -21896419 | -25611534 |
Avg Bars in Trades | 137 | 126 | 148 | 137 | 126 | 148 |
Avg Bars in Winners | 168 | 165 | 169 | 168 | 165 | 169 |
Avg Bars in Losers | 102 | 93 | 113 | 102 | 93 | 113 |
Bars Traded | 22289 | 10270 | 12019 | 22289 | 10270 | 12019 |
Profit Streak | 7.5116 | 18.6783 | 0 | 7.5116 | 18.6783 | 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 | 809204 | 282990 | -219508 | -9017 | -232474 | -1349 |
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{ "first_band": { "type": "bbm", "factors": { "length": 152, "offset": 0, "std": 3.14946 } }, "second_band": { "type": "jma", "factors": { "length": 249, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22610, "evaluation_days": 1884.17, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599192000000, "last_datapoint_time": 1760234400000, "evaluation_time": 1760235401250, "expiration_time": 1766094912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 152, "offset": 0, "std": 3.14946 } }, "second_band": { "type": "jma", "factors": { "length": 249, "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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