Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1816431.4146 | 1842522.0089 | -26090.5944 | 31057.6404 | 33052.7523 | -1995.1119 |
Total P&L (%) | 1816.4314 | 1842.522 | -26.0906 | 31.0576 | 33.0528 | -1.9951 |
Avg Daily Profit (%) | 0.9728 | 0.9868 | -0.014 | 0.0145 | 0.0153 | -0.0011 |
Buy And Hold Return (%) | 530.207 | 530.207 | 530.207 | 530.207 | 530.207 | 530.207 |
Max Trade Drawdown | -189097 | -148072 | -133549 | -2693974 | -2327429 | -1158007 |
Profit Factor | 3.4039 | 5.1665 | 0.9168 | 1.0053 | 1.0084 | 0.999 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 44.5378 | 38.9831 | 50 | 44.5378 | 38.9831 | 50 |
Ratio Avg Win / Avg Loss | 4.2388 | 8.0867 | 0.9168 | 1.2518 | 1.5784 | 0.999 |
Largest Winning Trade | 1690421 | 1690421 | 32969 | 1934591 | 1934591 | 372580 |
Largest Losing Trade | -87408 | -34365 | -87408 | -771192 | -534270 | -771192 |
Avg Bars in Trades | 88 | 117 | 60 | 88 | 117 | 60 |
Avg Bars in Winners | 129 | 186 | 85 | 129 | 186 | 85 |
Avg Bars in Losers | 55 | 73 | 35 | 55 | 73 | 35 |
Bars Traded | 10528 | 6921 | 3607 | 10528 | 6921 | 3607 |
Profit Streak | 75.4446 | 88.9446 | 75.4446 | 75.4446 | 88.9446 | 75.4446 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 584985 | -161324 | -749400 | -554846 | -728252 | -749400 |
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{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11203, "evaluation_days": 1867.17, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600603200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758926409780, "expiration_time": 1763554896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 223, "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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