Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1287461.2901 | 1274370.8826 | 13090.4075 | 449423.1924 | -211188.2628 | 660611.4552 |
Total P&L (%) | 1287.4613 | 1274.3709 | 13.0904 | 449.4232 | -211.1883 | 660.6115 |
Avg Daily Profit (%) | 0.6832 | 0.6762 | 0.0069 | 0.0904 | 0 | 0.1077 |
Buy And Hold Return (%) | 279.9831 | 279.9831 | 279.9831 | 279.9831 | 279.9831 | 279.9831 |
Max Trade Drawdown | -173270 | -163706 | -73191 | -2785364 | -3160828 | -823630 |
Profit Factor | 3.2011 | 5.1481 | 1.0471 | 1.0567 | 0.9539 | 1.1971 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 38.3562 | 43.2432 | 33.3333 | 38.3562 | 43.2432 | 33.3333 |
Ratio Avg Win / Avg Loss | 5.1446 | 6.7569 | 2.0943 | 1.6982 | 1.252 | 2.3942 |
Largest Winning Trade | 966500 | 966500 | 53848 | 1992577 | 1992577 | 1034988 |
Largest Losing Trade | -45422 | -38272 | -45422 | -848711 | -848711 | -480816 |
Avg Bars in Trades | 48 | 49 | 48 | 48 | 49 | 48 |
Avg Bars in Winners | 68 | 58 | 82 | 68 | 58 | 82 |
Avg Bars in Losers | 36 | 43 | 30 | 36 | 43 | 30 |
Bars Traded | 3565 | 1833 | 1732 | 3565 | 1833 | 1732 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64210 | 563674 | -523371 | -319630 | -581733 | -62323 |
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{ "first_band": { "type": "swma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 70, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3769, "evaluation_days": 1884.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1601899200000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760223639637, "expiration_time": 1765068624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 70, "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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