Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2822144.9297 | 2897006.343 | -74861.4133 | 100667.3155 | 1631769.0434 | -1531101.7279 |
Total P&L (%) | 2822.1449 | 2897.0063 | -74.8614 | 100.6673 | 1631.769 | -1531.1017 |
Avg Daily Profit (%) | 1.5023 | 1.5422 | -0.0399 | 0.0371 | 0.1519 | 0 |
Buy And Hold Return (%) | 480.1997 | 480.1997 | 480.1997 | 480.1997 | 480.1997 | 480.1997 |
Max Trade Drawdown | -203184 | -196127 | -171564 | -3335094 | -1871426 | -2584524 |
Profit Factor | 4.3312 | 6.608 | 0.7736 | 1.013 | 1.3624 | 0.5288 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 46.6019 | 41.1765 | 51.9231 | 46.6019 | 41.1765 | 51.9231 |
Ratio Avg Win / Avg Loss | 4.9629 | 9.44 | 0.7163 | 1.1607 | 1.9464 | 0.4896 |
Largest Winning Trade | 2501255 | 2501255 | 32413 | 2547746 | 2547746 | 858822 |
Largest Losing Trade | -54064 | -43279 | -54064 | -1391990 | -933752 | -1391990 |
Avg Bars in Trades | 68 | 105 | 32 | 68 | 105 | 32 |
Avg Bars in Winners | 84 | 141 | 39 | 84 | 141 | 39 |
Avg Bars in Losers | 55 | 80 | 25 | 55 | 80 | 25 |
Bars Traded | 7097 | 5385 | 1713 | 7097 | 5385 | 1713 |
Profit Streak | 0 | 64.2156 | 0 | 0 | 64.2156 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 694228 | -160820 | -760584 | -516429 | -176067 | -760584 |
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{ "first_band": { "type": "bbm", "factors": { "length": 202, "offset": 0, "std": 3.23072 } }, "second_band": { "type": "dcm", "factors": { "length": 172, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7514, "evaluation_days": 1878.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1601100000000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759705825910, "expiration_time": 1764556272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 202, "offset": 0, "std": 3.23072 } }, "second_band": { "type": "dcm", "factors": { "length": 172, "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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