Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1207745.9631 | -28276.5377 | -1179469.4254 | 84871.1015 | 3065243.0057 | -2980371.9042 |
Total P&L (%) | -1207.746 | -28.2765 | -1179.4694 | 84.8711 | 3065.243 | -2980.3719 |
Avg Daily Profit (%) | -0.6428 | -0.0151 | -0.6278 | 0.0327 | 0.1841 | 0 |
Buy And Hold Return (%) | 624.074 | 624.074 | 624.074 | 624.074 | 624.074 | 624.074 |
Max Trade Drawdown | -1447577 | -229234 | -1309714 | -5134829 | -1165564 | -5557223 |
Profit Factor | 0.4488 | 0.9475 | 0.2863 | 1.0064 | 1.8345 | 0.6904 |
Total Trades | 305 | 152 | 153 | 305 | 152 | 153 |
Winning Trades | 231 | 110 | 121 | 153 | 81 | 72 |
Losing Trades | 74 | 42 | 32 | 152 | 71 | 81 |
Profitability (%) | 75.7377 | 72.3684 | 79.085 | 50.1639 | 53.2895 | 47.0588 |
Ratio Avg Win / Avg Loss | 0.1438 | 0.3618 | 0.0757 | 0.9998 | 1.608 | 0.7767 |
Largest Winning Trade | 33778 | 33778 | 19694 | 3574775 | 1517543 | 3574775 |
Largest Losing Trade | -547393 | -57702 | -547393 | -3513771 | -434856 | -3513771 |
Avg Bars in Trades | 24 | 27 | 21 | 24 | 27 | 21 |
Avg Bars in Winners | 9 | 7 | 11 | 26 | 30 | 21 |
Avg Bars in Losers | 69 | 79 | 57 | 21 | 23 | 20 |
Bars Traded | 7355 | 4114 | 3241 | 7355 | 4114 | 3241 |
Profit Streak | 2.7072 | 2.7072 | 14.4572 | 2.7072 | 2.7072 | 14.4572 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576131 | -578782 | -575131 | -528809 | 341744 | -580323 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 93, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7515, "evaluation_days": 1878.75, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599393600000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759726705227, "expiration_time": 1764578520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 93, "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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