Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1651427.0922 | 1591956.4363 | 59470.6558 | 2592988.3617 | -738430.8302 | 3331419.1919 |
Total P&L (%) | 1651.4271 | 1591.9564 | 59.4707 | 2592.9884 | -738.4308 | 3331.4192 |
Avg Daily Profit (%) | 0.8824 | 0.8506 | 0.0318 | 0.1761 | 0 | 0.1891 |
Buy And Hold Return (%) | 541.7739 | 541.7739 | 541.7739 | 541.7739 | 541.7739 | 541.7739 |
Max Trade Drawdown | -142167 | -135241 | -55549 | -5219276 | -5984579 | -1845121 |
Profit Factor | 4.087 | 6.5591 | 1.2392 | 1.1664 | 0.9249 | 1.5793 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 38.1579 | 39.4737 | 36.8421 | 38.1579 | 39.4737 | 36.8421 |
Ratio Avg Win / Avg Loss | 6.6237 | 10.0574 | 2.1244 | 1.8904 | 1.4182 | 2.7074 |
Largest Winning Trade | 930706 | 930706 | 54477 | 3766518 | 3766518 | 1655714 |
Largest Losing Trade | -38070 | -38070 | -34239 | -2446506 | -2446506 | -1142951 |
Avg Bars in Trades | 47 | 49 | 45 | 47 | 49 | 45 |
Avg Bars in Winners | 86 | 84 | 89 | 86 | 84 | 89 |
Avg Bars in Losers | 23 | 26 | 20 | 23 | 26 | 20 |
Bars Traded | 3605 | 1871 | 1733 | 3605 | 1871 | 1733 |
Profit Streak | 0 | 114.2249 | 0 | 0 | 114.2249 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41088 | 556192 | -320495 | -88439 | -582233 | 186310 |
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{ "first_band": { "type": "ssf", "factors": { "length": 175, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 47, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3743, "evaluation_days": 1871.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599393600000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759080229929, "expiration_time": 1763911728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 175, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 47, "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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