Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2212863.9611 | -166450.8185 | -2046413.1426 | -67795.4716 | 6459931.7838 | -6527727.2554 |
Total P&L (%) | -2212.864 | -166.4508 | -2046.4131 | -67.7955 | 6459.9318 | -6527.7273 |
Avg Daily Profit (%) | -1.1761 | -0.0885 | -1.0877 | -0.0602 | 0.2226 | 0 |
Buy And Hold Return (%) | 561.8442 | 561.8442 | 561.8442 | 561.8442 | 561.8442 | 561.8442 |
Max Trade Drawdown | -2361862 | -251339 | -2119184 | -5815204 | -187482 | -7707197 |
Profit Factor | 0.1754 | 0.5221 | 0.1237 | 0.9948 | 15.7614 | 0.4807 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 45 | 20 | 25 | 45 | 26 | 19 |
Losing Trades | 35 | 20 | 15 | 35 | 14 | 21 |
Profitability (%) | 56.25 | 50 | 62.5 | 56.25 | 65 | 47.5 |
Ratio Avg Win / Avg Loss | 0.1364 | 0.5221 | 0.0742 | 0.7737 | 8.4869 | 0.5313 |
Largest Winning Trade | 33624 | 33624 | 25033 | 3629245 | 2232657 | 3629245 |
Largest Losing Trade | -1377179 | -60438 | -1377179 | -5815204 | -129867 | -5815204 |
Avg Bars in Trades | 45 | 51 | 39 | 45 | 51 | 39 |
Avg Bars in Winners | 22 | 24 | 21 | 53 | 58 | 45 |
Avg Bars in Losers | 74 | 79 | 68 | 35 | 39 | 33 |
Bars Traded | 3645 | 2076 | 1569 | 3645 | 2076 | 1569 |
Profit Streak | 57.7985 | 57.7985 | 69.7985 | 57.7985 | 57.7985 | 69.7985 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -602287 | -579770 | -578161 | -602287 | 709601 | -580753 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.05185, "nb": 0.38584, "nc": 0.00743 } }, "second_band": { "type": "sinwma", "factors": { "length": 91, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3763, "evaluation_days": 1881.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1601294400000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759950588974, "expiration_time": 1764801648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.05185, "nb": 0.38584, "nc": 0.00743 } }, "second_band": { "type": "sinwma", "factors": { "length": 91, "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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