Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1896112.2654 | 1877179.5255 | 18932.7399 | 920839.2764 | 1847840.206 | -927000.9295 |
Total P&L (%) | 1896.1123 | 1877.1795 | 18.9327 | 920.8393 | 1847.8402 | -927.0009 |
Avg Daily Profit (%) | 1.0155 | 1.0053 | 0.0101 | 0.1245 | 0.1591 | 0 |
Buy And Hold Return (%) | 532.0826 | 532.0826 | 532.0826 | 532.0826 | 532.0826 | 532.0826 |
Max Trade Drawdown | -123789 | -158953 | -89445 | -7652441 | -7109879 | -2845141 |
Profit Factor | 3.508 | 5.5768 | 1.0547 | 1.0455 | 1.1596 | 0.8931 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 41.9048 | 38.4615 | 45.283 | 41.9048 | 38.4615 | 45.283 |
Ratio Avg Win / Avg Loss | 4.8634 | 8.9229 | 1.2745 | 1.4494 | 1.8554 | 1.0791 |
Largest Winning Trade | 1435591 | 1435591 | 49323 | 7202137 | 7202137 | 1458684 |
Largest Losing Trade | -43479 | -29787 | -43479 | -2417115 | -1541923 | -2417115 |
Avg Bars in Trades | 69 | 68 | 70 | 69 | 68 | 70 |
Avg Bars in Winners | 103 | 110 | 98 | 103 | 110 | 98 |
Avg Bars in Losers | 44 | 42 | 47 | 44 | 42 | 47 |
Bars Traded | 7303 | 3573 | 3730 | 7303 | 3573 | 3730 |
Profit Streak | 0 | 31.6581 | 0 | 0 | 31.6581 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524693 | -165081 | -687269 | -208444 | -222845 | -761001 |
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{ "first_band": { "type": "alma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 63, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7469, "evaluation_days": 1867.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599156000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759009663672, "expiration_time": 1763555112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 63, "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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