Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1115693.9099 | 1117286.2311 | -1592.3211 | 403071.7142 | -83890.8853 | 486962.5995 |
Total P&L (%) | 1115.6939 | 1117.2862 | -1.5923 | 403.0717 | -83.8909 | 486.9626 |
Avg Daily Profit (%) | 0.5922 | 0.5931 | -0.0008 | 0.0858 | -0.0969 | 0.094 |
Buy And Hold Return (%) | 360.2356 | 360.2356 | 360.2356 | 360.2356 | 360.2356 | 360.2356 |
Max Trade Drawdown | -117792 | -105101 | -155389 | -1426518 | -1228898 | -423571 |
Profit Factor | 2.1978 | 3.3026 | 0.9964 | 1.0845 | 0.9723 | 1.2791 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 94 | 52 | 42 | 94 | 52 | 42 |
Profitability (%) | 37.7483 | 31.5789 | 44 | 37.7483 | 31.5789 | 44 |
Ratio Avg Win / Avg Loss | 3.6245 | 7.1556 | 1.2682 | 1.7885 | 2.1066 | 1.628 |
Largest Winning Trade | 761192 | 761192 | 51513 | 1122576 | 1122576 | 432531 |
Largest Losing Trade | -56891 | -36345 | -56891 | -324635 | -324635 | -215688 |
Avg Bars in Trades | 73 | 79 | 66 | 73 | 79 | 66 |
Avg Bars in Winners | 116 | 136 | 102 | 116 | 136 | 102 |
Avg Bars in Losers | 46 | 53 | 38 | 46 | 53 | 38 |
Bars Traded | 11036 | 6066 | 4970 | 11036 | 6066 | 4970 |
Profit Streak | 0 | 0 | 34.741 | 0 | 0 | 34.741 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308674 | -41931 | -637860 | -337624 | -634622 | -181499 |
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{ "first_band": { "type": "dema", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 36, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11303, "evaluation_days": 1883.83, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600041600000, "last_datapoint_time": 1760155200000, "evaluation_time": 1760161618505, "expiration_time": 1765038096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 36, "offset": 0, "poles": 2 } } }
# | 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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