Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1274710.4917 | 1201685.9587 | 73024.533 | 3054675.6677 | 1562546.1988 | 1492129.4689 |
Total P&L (%) | 1274.7105 | 1201.686 | 73.0245 | 3054.6757 | 1562.5462 | 1492.1295 |
Avg Daily Profit (%) | 0.6764 | 0.6376 | 0.0387 | 0.1833 | 0.1493 | 0.147 |
Buy And Hold Return (%) | 230.5596 | 230.5596 | 230.5596 | 230.5596 | 230.5596 | 230.5596 |
Max Trade Drawdown | -111612 | -103467 | -96950 | -3824210 | -2348034 | -2032958 |
Profit Factor | 2.5515 | 3.8334 | 1.1837 | 1.1859 | 1.1899 | 1.1819 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 60 | 24 | 36 | 60 | 24 | 36 |
Losing Trades | 138 | 75 | 63 | 138 | 75 | 63 |
Profitability (%) | 30.303 | 24.2424 | 36.3636 | 30.303 | 24.2424 | 36.3636 |
Ratio Avg Win / Avg Loss | 5.8684 | 11.9795 | 2.0715 | 2.7276 | 3.7183 | 2.0684 |
Largest Winning Trade | 577749 | 577749 | 57009 | 2300713 | 2300713 | 1460753 |
Largest Losing Trade | -25955 | -25955 | -24552 | -1055299 | -649706 | -1055299 |
Avg Bars in Trades | 28 | 24 | 31 | 28 | 24 | 31 |
Avg Bars in Winners | 62 | 57 | 66 | 62 | 57 | 66 |
Avg Bars in Losers | 13 | 14 | 11 | 13 | 14 | 11 |
Bars Traded | 5580 | 2467 | 3113 | 5580 | 2467 | 3113 |
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 | 347302 | -15640 | -329847 | -13385 | -37267 | -21698 |
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{ "first_band": { "type": "alma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5654, "evaluation_days": 1884.67, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1598947200000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760211548845, "expiration_time": 1765083456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "hl2", "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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