Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6198.4574 | 332590.9434 | -338789.4009 | -102143.0008 | 2110862.0392 | -2213005.0399 |
Total P&L (%) | -6.1985 | 332.5909 | -338.7894 | -102.143 | 2110.862 | -2213.005 |
Avg Daily Profit (%) | -0.0033 | 0.1781 | -0.1814 | 0 | 0.1659 | 0 |
Buy And Hold Return (%) | 436.2831 | 436.2831 | 436.2831 | 436.2831 | 436.2831 | 436.2831 |
Max Trade Drawdown | -468001 | -186890 | -414309 | -3371067 | -1007603 | -3476203 |
Profit Factor | 0.9928 | 1.9338 | 0.3305 | 0.9802 | 2.525 | 0.4152 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 56 | 30 | 26 | 40 | 20 | 20 |
Losing Trades | 25 | 10 | 15 | 41 | 20 | 21 |
Profitability (%) | 69.1358 | 75 | 63.4146 | 49.3827 | 50 | 48.7805 |
Ratio Avg Win / Avg Loss | 0.4432 | 0.6446 | 0.1906 | 1.0047 | 2.525 | 0.4359 |
Largest Winning Trade | 134840 | 134840 | 31805 | 960236 | 960236 | 758725 |
Largest Losing Trade | -173892 | -86723 | -173892 | -2384833 | -360874 | -2384833 |
Avg Bars in Trades | 43 | 79 | 8 | 43 | 79 | 8 |
Avg Bars in Winners | 9 | 15 | 3 | 71 | 133 | 9 |
Avg Bars in Losers | 118 | 270 | 16 | 16 | 24 | 7 |
Bars Traded | 3512 | 3164 | 348 | 3512 | 3164 | 348 |
Profit Streak | 13.3851 | 0 | 69.3851 | 0 | 68.8851 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -593693 | -154180 | -577756 | -595628 | 420093 | -580938 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.89406, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "bbu", "factors": { "length": 104, "offset": 0, "std": 2.15376 } } }
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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": 1601856000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758878075951, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.89406, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "bbu", "factors": { "length": 104, "offset": 0, "std": 2.15376 } } }
# | 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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