Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2276583.6452 | -87953.7569 | -2188629.8883 | 6676366.7012 | -20061651.3791 | 26738018.0803 |
Total P&L (%) | -2276.5836 | -87.9538 | -2188.6299 | 6676.3667 | -20061.6514 | 26738.0181 |
Avg Daily Profit (%) | -1.2191 | -0.0471 | -1.172 | 0.226 | 0 | 0.2999 |
Buy And Hold Return (%) | 529.7614 | 529.7614 | 529.7614 | 529.7614 | 529.7614 | 529.7614 |
Max Trade Drawdown | -2312145 | -115530 | -1431255 | -18320512 | -22184013 | -11481642 |
Profit Factor | 0.1406 | 0.5748 | 0.1038 | 1.1322 | 0.3564 | 2.3839 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 48 | 20 | 28 | 46 | 20 | 26 |
Losing Trades | 19 | 14 | 5 | 21 | 14 | 7 |
Profitability (%) | 71.6418 | 58.8235 | 84.8485 | 68.6567 | 58.8235 | 78.7879 |
Ratio Avg Win / Avg Loss | 0.0556 | 0.4024 | 0.0185 | 0.5169 | 0.2495 | 0.6418 |
Largest Winning Trade | 18899 | 16308 | 18899 | 19343811 | 1438012 | 19343811 |
Largest Losing Trade | -1431255 | -52054 | -1431255 | -12205905 | -12205905 | -11481642 |
Avg Bars in Trades | 51 | 37 | 65 | 51 | 37 | 65 |
Avg Bars in Winners | 20 | 13 | 25 | 31 | 16 | 42 |
Avg Bars in Losers | 128 | 71 | 287 | 94 | 67 | 149 |
Bars Traded | 3427 | 1277 | 2150 | 3427 | 1277 | 2150 |
Profit Streak | 83.9993 | 83.9993 | 234.9993 | 83.9993 | 83.9993 | 234.9993 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -698010 | -579093 | -575063 | -186108 | -579093 | 566663 |
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{ "first_band": { "type": "rma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 110, "offset": 0, "scalar": 2 } } }
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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": 1602115200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758801543406, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 110, "offset": 0, "scalar": 2 } } }
# | 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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