Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1986495.181 | -60347.8231 | -1926147.3579 | 4193473.6492 | 61922989.2329 | -57729515.5837 |
Total P&L (%) | -1986.4952 | -60.3478 | -1926.1474 | 4193.4736 | 61922.9892 | -57729.5156 |
Avg Daily Profit (%) | -1.0637 | -0.0323 | -1.0314 | 0.2015 | 0.3449 | 0 |
Buy And Hold Return (%) | 294.4004 | 294.4004 | 294.4004 | 294.4004 | 294.4004 | 294.4004 |
Max Trade Drawdown | -2193653 | -176112 | -2070369 | -73506154 | -6515554 | -101874071 |
Profit Factor | 0.3091 | 0.8339 | 0.2332 | 1.0249 | 3.0428 | 0.5815 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 133 | 57 | 76 | 97 | 58 | 39 |
Losing Trades | 65 | 42 | 23 | 101 | 41 | 60 |
Profitability (%) | 67.1717 | 57.5758 | 76.7677 | 48.9899 | 58.5859 | 39.3939 |
Ratio Avg Win / Avg Loss | 0.1511 | 0.6145 | 0.0706 | 1.0672 | 2.151 | 0.8946 |
Largest Winning Trade | 36835 | 28461 | 36835 | 29262248 | 14869438 | 29262248 |
Largest Losing Trade | -1248265 | -28467 | -1248265 | -62303370 | -3633651 | -62303370 |
Avg Bars in Trades | 18 | 7 | 29 | 18 | 7 | 29 |
Avg Bars in Winners | 11 | 4 | 17 | 17 | 8 | 31 |
Avg Bars in Losers | 32 | 11 | 72 | 19 | 5 | 28 |
Bars Traded | 3689 | 724 | 2965 | 3689 | 724 | 2965 |
Profit Streak | 60.3328 | 101.8328 | 60.3328 | 60.3328 | 101.8328 | 60.3328 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575622 | -578374 | -575591 | -182523 | 634453 | -583464 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.60503, "nb": 0.1, "nc": 0.5687 } }, "second_band": { "type": "bbl", "factors": { "length": 35, "offset": 0, "std": 1.51542 } } }
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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": 1598875200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759046356475, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.60503, "nb": 0.1, "nc": 0.5687 } }, "second_band": { "type": "bbl", "factors": { "length": 35, "offset": 0, "std": 1.51542 } } }
# | 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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