Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 811742.9601 | 772871.3422 | 38871.6178 | 990192.4213 | 890626.7051 | 99565.7162 |
Total P&L (%) | 811.743 | 772.8713 | 38.8716 | 990.1924 | 890.6267 | 99.5657 |
Avg Daily Profit (%) | 0.4306 | 0.41 | 0.0206 | 0.1268 | 0.1217 | 0.0367 |
Buy And Hold Return (%) | 319.0696 | 319.0696 | 319.0696 | 319.0696 | 319.0696 | 319.0696 |
Max Trade Drawdown | -220426 | -105998 | -172050 | -1505596 | -950567 | -1779908 |
Profit Factor | 1.5678 | 2.1372 | 1.0518 | 1.0829 | 1.1613 | 1.0155 |
Total Trades | 299 | 150 | 149 | 299 | 150 | 149 |
Winning Trades | 120 | 57 | 63 | 120 | 57 | 63 |
Losing Trades | 179 | 93 | 86 | 179 | 93 | 86 |
Profitability (%) | 40.1338 | 38 | 42.2819 | 40.1338 | 38 | 42.2819 |
Ratio Avg Win / Avg Loss | 2.3386 | 3.487 | 1.4358 | 1.6153 | 1.8947 | 1.3862 |
Largest Winning Trade | 237902 | 237902 | 37153 | 644858 | 644858 | 412008 |
Largest Losing Trade | -45617 | -23715 | -45617 | -584681 | -370306 | -584681 |
Avg Bars in Trades | 75 | 79 | 70 | 75 | 79 | 70 |
Avg Bars in Winners | 109 | 116 | 102 | 109 | 116 | 102 |
Avg Bars in Losers | 52 | 56 | 47 | 52 | 56 | 47 |
Bars Traded | 22428 | 11911 | 10518 | 22428 | 11911 | 10518 |
Profit Streak | 39.9851 | 41.2351 | 39.9851 | 39.9851 | 41.2351 | 39.9851 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305220 | 229499 | -497220 | -155429 | -78849 | -515797 |
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{ "first_band": { "type": "t3", "factors": { "length": 71, "offset": 0, "a": 0.94644 } }, "second_band": { "type": "wma", "factors": { "length": 30, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22621, "evaluation_days": 1885.08, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1597910400000, "last_datapoint_time": 1760313600000, "evaluation_time": 1760319513578, "expiration_time": 1766176963200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 71, "offset": 0, "a": 0.94644 } }, "second_band": { "type": "wma", "factors": { "length": 30, "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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