Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1510034.3596 | 1349282.6083 | 160751.7513 | 25142729.2617 | 6438637.1445 | 18704092.1172 |
Total P&L (%) | 1510.0344 | 1349.2826 | 160.7518 | 25142.7293 | 6438.6371 | 18704.0921 |
Avg Daily Profit (%) | 0.8064 | 0.7206 | 0.0858 | 0.2958 | 0.2235 | 0.2801 |
Buy And Hold Return (%) | 677.0026 | 677.0026 | 677.0026 | 677.0026 | 677.0026 | 677.0026 |
Max Trade Drawdown | -95724 | -81018 | -57444 | -47561435 | -35777826 | -15765912 |
Profit Factor | 3.2976 | 4.6395 | 1.5611 | 1.1874 | 1.0813 | 1.3404 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 103 | 55 | 48 | 103 | 55 | 48 |
Profitability (%) | 32.6797 | 28.5714 | 36.8421 | 32.6797 | 28.5714 | 36.8421 |
Ratio Avg Win / Avg Loss | 6.793 | 11.5987 | 2.6762 | 2.446 | 2.7031 | 2.2979 |
Largest Winning Trade | 549440 | 549440 | 50698 | 36032677 | 36032677 | 21722578 |
Largest Losing Trade | -28497 | -28497 | -21544 | -9455915 | -9455915 | -4634472 |
Avg Bars in Trades | 23 | 25 | 21 | 23 | 25 | 21 |
Avg Bars in Winners | 48 | 49 | 47 | 48 | 49 | 47 |
Avg Bars in Losers | 11 | 15 | 6 | 11 | 15 | 6 |
Bars Traded | 3562 | 1940 | 1621 | 3562 | 1940 | 1621 |
Profit Streak | 0 | 0 | 37.9964 | 0 | 0 | 37.9964 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304823 | -42672 | -295080 | -10097 | -177546 | -43588 |
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{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3745, "evaluation_days": 1872.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1603843200000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759190090955, "expiration_time": 1764000720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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