Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1508642.1642 | 1483154.9709 | 25487.1933 | 710870.5498 | 164088.4895 | 546782.0603 |
Total P&L (%) | 1508.6422 | 1483.155 | 25.4872 | 710.8706 | 164.0885 | 546.7821 |
Avg Daily Profit (%) | 0.8054 | 0.7918 | 0.0136 | 0.1118 | 0.0519 | 0.0997 |
Buy And Hold Return (%) | 305.686 | 305.686 | 305.686 | 305.686 | 305.686 | 305.686 |
Max Trade Drawdown | -123668 | -148907 | -63340 | -1846669 | -2631015 | -764664 |
Profit Factor | 3.693 | 5.3208 | 1.1175 | 1.1205 | 1.0407 | 1.2923 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 37.5 | 30.5556 | 44.4444 | 37.5 | 30.5556 | 44.4444 |
Ratio Avg Win / Avg Loss | 6.1549 | 12.0928 | 1.3968 | 1.8675 | 2.3653 | 1.6154 |
Largest Winning Trade | 1069850 | 1069850 | 61850 | 1801322 | 1801322 | 784813 |
Largest Losing Trade | -40921 | -40921 | -40664 | -804156 | -804156 | -337014 |
Avg Bars in Trades | 295 | 364 | 226 | 295 | 364 | 226 |
Avg Bars in Winners | 422 | 605 | 295 | 422 | 605 | 295 |
Avg Bars in Losers | 219 | 258 | 171 | 219 | 258 | 171 |
Bars Traded | 21287 | 13116 | 8171 | 21287 | 13116 | 8171 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70022 | 435498 | -433911 | -223568 | -471626 | -68752 |
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{ "first_band": { "type": "kcl", "factors": { "length": 96, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dema", "factors": { "length": 190, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22478, "evaluation_days": 1873.17, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598767200000, "last_datapoint_time": 1759284000000, "evaluation_time": 1759289604991, "expiration_time": 1765110297600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 96, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dema", "factors": { "length": 190, "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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