Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1642596.6337 | 1630959.6288 | 11637.0049 | 696643.4575 | 314861.1371 | 381782.3204 |
Total P&L (%) | 1642.5966 | 1630.9596 | 11.637 | 696.6435 | 314.8611 | 381.7823 |
Avg Daily Profit (%) | 0.8797 | 0.8735 | 0.0062 | 0.1112 | 0.0762 | 0.0842 |
Buy And Hold Return (%) | 678.5799 | 678.5799 | 678.5799 | 678.5799 | 678.5799 | 678.5799 |
Max Trade Drawdown | -100120 | -121130 | -112174 | -1434086 | -1964794 | -729854 |
Profit Factor | 3.2869 | 5.1897 | 1.0354 | 1.0916 | 1.0701 | 1.1227 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 79 | 44 | 35 | 79 | 44 | 35 |
Profitability (%) | 39.6947 | 33.3333 | 46.1538 | 39.6947 | 33.3333 | 46.1538 |
Ratio Avg Win / Avg Loss | 4.9936 | 10.3795 | 1.2079 | 1.6584 | 2.1401 | 1.3098 |
Largest Winning Trade | 1118092 | 1118092 | 51067 | 1795716 | 1795716 | 530926 |
Largest Losing Trade | -39977 | -33423 | -39977 | -676279 | -676279 | -511592 |
Avg Bars in Trades | 84 | 69 | 98 | 84 | 69 | 98 |
Avg Bars in Winners | 140 | 132 | 146 | 140 | 132 | 146 |
Avg Bars in Losers | 47 | 38 | 58 | 47 | 38 | 58 |
Bars Traded | 11022 | 4595 | 6427 | 11022 | 4595 | 6427 |
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 | 423855 | -113974 | -665346 | -323929 | -530239 | -465240 |
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{ "first_band": { "type": "ssf", "factors": { "length": 52, "offset": 145, "poles": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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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": 1599494400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758820291324, "expiration_time": 1763554896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 52, "offset": 145, "poles": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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