Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2081127.8447 | -165327.8307 | -1915800.0139 | -115272.4352 | 3846642.3302 | -3961914.7654 |
Total P&L (%) | -2081.1278 | -165.3278 | -1915.8 | -115.2724 | 3846.6423 | -3961.9148 |
Avg Daily Profit (%) | -1.1144 | -0.0885 | -1.0259 | 0 | 0.197 | 0 |
Buy And Hold Return (%) | 467.3715 | 467.3715 | 467.3715 | 467.3715 | 467.3715 | 467.3715 |
Max Trade Drawdown | -2209017 | -247733 | -1975977 | -3891799 | -578072 | -4651743 |
Profit Factor | 0.1546 | 0.4944 | 0.1026 | 0.983 | 6.9625 | 0.3555 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 42 | 19 | 23 | 20 | 14 | 6 |
Losing Trades | 18 | 11 | 7 | 40 | 16 | 24 |
Profitability (%) | 70 | 63.3333 | 76.6667 | 33.3333 | 46.6667 | 20 |
Ratio Avg Win / Avg Loss | 0.0663 | 0.2862 | 0.0312 | 1.9661 | 7.9572 | 1.4219 |
Largest Winning Trade | 47975 | 47975 | 28035 | 1387478 | 1387478 | 1320266 |
Largest Losing Trade | -1365898 | -59120 | -1365898 | -3114442 | -578072 | -3114442 |
Avg Bars in Trades | 57 | 56 | 58 | 57 | 56 | 58 |
Avg Bars in Winners | 32 | 23 | 39 | 98 | 98 | 98 |
Avg Bars in Losers | 117 | 113 | 122 | 37 | 20 | 48 |
Bars Traded | 3464 | 1703 | 1761 | 3464 | 1703 | 1761 |
Profit Streak | 187.4993 | 187.4993 | 279.4993 | 0 | 0 | 0 |
Trades During Streak | 15 | 7 | 8 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -750033 | -577632 | -575910 | -758259 | 547078 | -631010 |
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{ "first_band": { "type": "fwma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 227, "offset": 13 } } }
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{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3735, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1607731200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758801540424, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 227, "offset": 13 } } }
# | 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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