Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1573108.8354 | -61390.1397 | -1511718.6957 | -419776.6045 | -6582631.5815 | 6162854.977 |
Total P&L (%) | -1573.1088 | -61.3901 | -1511.7187 | -419.7766 | -6582.6316 | 6162.855 |
Avg Daily Profit (%) | -0.8409 | -0.0328 | -0.8081 | 0 | 0 | 0.2214 |
Buy And Hold Return (%) | 467.5126 | 467.5126 | 467.5126 | 467.5126 | 467.5126 | 467.5126 |
Max Trade Drawdown | -1743317 | -189436 | -1608532 | -8773520 | -8934456 | -3949995 |
Profit Factor | 0.321 | 0.8683 | 0.1832 | 0.9816 | 0.5501 | 1.7504 |
Total Trades | 273 | 136 | 137 | 273 | 136 | 137 |
Winning Trades | 213 | 101 | 112 | 173 | 84 | 89 |
Losing Trades | 60 | 35 | 25 | 100 | 52 | 48 |
Profitability (%) | 78.022 | 74.2647 | 81.7518 | 63.37 | 61.7647 | 64.9635 |
Ratio Avg Win / Avg Loss | 0.0904 | 0.3009 | 0.0409 | 0.5674 | 0.3405 | 0.944 |
Largest Winning Trade | 20888 | 20888 | 14077 | 7368686 | 1895500 | 7368686 |
Largest Losing Trade | -988821 | -62379 | -988821 | -4502928 | -4502928 | -3593678 |
Avg Bars in Trades | 19 | 24 | 15 | 19 | 24 | 15 |
Avg Bars in Winners | 5 | 5 | 6 | 12 | 13 | 10 |
Avg Bars in Losers | 69 | 77 | 57 | 33 | 40 | 24 |
Bars Traded | 5439 | 3280 | 2159 | 5439 | 3280 | 2159 |
Profit Streak | 12.544 | 24.544 | 12.544 | 0 | 0 | 0 |
Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574356 | -576083 | -575739 | -577339 | -579168 | 388362 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.81256, "nb": 0.41052, "nc": 0.1 } }, "second_band": { "type": "ema", "factors": { "length": 130, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5612, "evaluation_days": 1870.67, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1601107200000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759006999319, "expiration_time": 1763837568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.81256, "nb": 0.41052, "nc": 0.1 } }, "second_band": { "type": "ema", "factors": { "length": 130, "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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