Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2519216.311 | 2397151.1843 | 122065.1267 | 9359093.5475 | -336950.7895 | 9696044.337 |
Total P&L (%) | 2519.2163 | 2397.1512 | 122.0651 | 9359.0935 | -336.9508 | 9696.0443 |
Avg Daily Profit (%) | 1.3402 | 1.2753 | 0.0649 | 0.2423 | 0 | 0.2442 |
Buy And Hold Return (%) | 660.3175 | 660.3175 | 660.3175 | 660.3175 | 660.3175 | 660.3175 |
Max Trade Drawdown | -127250 | -133785 | -52124 | -27725153 | -26511129 | -8189147 |
Profit Factor | 5.3729 | 7.1997 | 1.6443 | 1.1281 | 0.993 | 1.3879 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 50 | 48.4375 | 51.5625 | 50 | 48.4375 | 51.5625 |
Ratio Avg Win / Avg Loss | 5.3729 | 7.6642 | 1.5447 | 1.1281 | 1.0571 | 1.3038 |
Largest Winning Trade | 1491403 | 1491403 | 36492 | 21543413 | 21543413 | 8260788 |
Largest Losing Trade | -48135 | -48135 | -25181 | -8657476 | -8657476 | -4490275 |
Avg Bars in Trades | 42 | 61 | 22 | 42 | 61 | 22 |
Avg Bars in Winners | 55 | 72 | 39 | 55 | 72 | 39 |
Avg Bars in Losers | 29 | 51 | 5 | 29 | 51 | 5 |
Bars Traded | 5411 | 3961 | 1450 | 5411 | 3961 | 1450 |
Profit Streak | 71.4674 | 71.4674 | 171.8008 | 71.4674 | 71.4674 | 171.8008 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 757177 | -119673 | -406200 | -69495 | -718341 | -128280 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 223, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5639, "evaluation_days": 1879.67, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1603814400000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759777986917, "expiration_time": 1764638496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 223, "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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