Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1791701.6627 | 1766844.3497 | 24857.3131 | 942400.2175 | 846708.7621 | 95691.4554 |
Total P&L (%) | 1791.7017 | 1766.8444 | 24.8573 | 942.4002 | 846.7088 | 95.6915 |
Avg Daily Profit (%) | 0.9585 | 0.9452 | 0.0133 | 0.1255 | 0.1203 | 0.0359 |
Buy And Hold Return (%) | 271.6989 | 271.6989 | 271.6989 | 271.6989 | 271.6989 | 271.6989 |
Max Trade Drawdown | -162329 | -156884 | -23286 | -9787199 | -8855439 | -1404298 |
Profit Factor | 4.4974 | 5.5468 | 1.2009 | 1.0629 | 1.0703 | 1.0326 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 48.913 | 41.3043 | 56.5217 | 48.913 | 41.3043 | 56.5217 |
Ratio Avg Win / Avg Loss | 4.6972 | 7.8823 | 0.9238 | 1.1102 | 1.521 | 0.7943 |
Largest Winning Trade | 1226874 | 1226874 | 20441 | 8349173 | 8349173 | 933760 |
Largest Losing Trade | -66047 | -66047 | -19487 | -3636893 | -3636893 | -1353696 |
Avg Bars in Trades | 60 | 113 | 7 | 60 | 113 | 7 |
Avg Bars in Winners | 67 | 151 | 7 | 67 | 151 | 7 |
Avg Bars in Losers | 52 | 86 | 7 | 52 | 86 | 7 |
Bars Traded | 5537 | 5207 | 330 | 5537 | 5207 | 330 |
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 | 730159 | 642545 | -341846 | -179276 | -180345 | -495849 |
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{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5608, "evaluation_days": 1869.33, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1598630400000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758897052261, "expiration_time": 1763718912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
# | 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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