Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1587041.7705 | 11480.2368 | -1598522.0073 | -23064.3814 | 2537389.1746 | -2560453.556 |
Total P&L (%) | -1587.0418 | 11.4802 | -1598.522 | -23.0644 | 2537.3892 | -2560.4536 |
Avg Daily Profit (%) | -0.8498 | 0.0061 | -0.856 | -0.014 | 0.1754 | 0 |
Buy And Hold Return (%) | 450.2082 | 450.2082 | 450.2082 | 450.2082 | 450.2082 | 450.2082 |
Max Trade Drawdown | -1694382 | -134962 | -1655653 | -2501760 | -346212 | -3959076 |
Profit Factor | 0.2803 | 1.0376 | 0.1586 | 0.9968 | 3.2877 | 0.5744 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 38 | 17 | 21 | 32 | 19 | 13 |
Losing Trades | 24 | 14 | 10 | 30 | 12 | 18 |
Profitability (%) | 61.2903 | 54.8387 | 67.7419 | 51.6129 | 61.2903 | 41.9355 |
Ratio Avg Win / Avg Loss | 0.177 | 0.8545 | 0.0755 | 0.9345 | 2.0765 | 0.7953 |
Largest Winning Trade | 110819 | 110819 | 34442 | 1073660 | 904167 | 1073660 |
Largest Losing Trade | -1265897 | -58853 | -1265897 | -2003830 | -346212 | -2003830 |
Avg Bars in Trades | 55 | 51 | 60 | 55 | 51 | 60 |
Avg Bars in Winners | 38 | 27 | 47 | 63 | 60 | 67 |
Avg Bars in Losers | 83 | 79 | 89 | 47 | 35 | 55 |
Bars Traded | 3465 | 1583 | 1882 | 3465 | 1583 | 1882 |
Profit Streak | 34.8496 | 34.8496 | 35.8496 | 34.8496 | 34.8496 | 35.8496 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -736371 | -530096 | -577527 | -737626 | 546090 | -582963 |
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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": 1608163200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759004606127, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 250, "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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