Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1826134.1091 | 1832073.325 | -5939.2159 | 410610.8675 | 567436.2954 | -156825.4279 |
Total P&L (%) | 1826.1341 | 1832.0733 | -5.9392 | 410.6109 | 567.4363 | -156.8254 |
Avg Daily Profit (%) | 0.971 | 0.9742 | -0.0032 | 0.0867 | 0.101 | 0 |
Buy And Hold Return (%) | 337.6884 | 337.6884 | 337.6884 | 337.6884 | 337.6884 | 337.6884 |
Max Trade Drawdown | -267814 | -215337 | -99614 | -5263074 | -4024086 | -1326137 |
Profit Factor | 3.2876 | 4.6679 | 0.9801 | 1.0458 | 1.0964 | 0.9492 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 78 | 42 | 36 | 78 | 42 | 36 |
Profitability (%) | 42.2222 | 37.3134 | 47.0588 | 42.2222 | 37.3134 | 47.0588 |
Ratio Avg Win / Avg Loss | 4.4988 | 7.8421 | 1.1026 | 1.431 | 1.8419 | 1.0679 |
Largest Winning Trade | 1294484 | 1294484 | 39835 | 3620905 | 3620905 | 1165583 |
Largest Losing Trade | -52053 | -43705 | -52053 | -910547 | -910547 | -789700 |
Avg Bars in Trades | 164 | 259 | 69 | 164 | 259 | 69 |
Avg Bars in Winners | 202 | 372 | 70 | 202 | 372 | 70 |
Avg Bars in Losers | 135 | 192 | 69 | 135 | 192 | 69 |
Bars Traded | 22156 | 17404 | 4752 | 22156 | 17404 | 4752 |
Profit Streak | 5.3978 | 0 | 60.4811 | 5.3978 | 0 | 60.4811 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 596858 | -102073 | -688736 | -347910 | -302028 | -688736 |
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{ "first_band": { "type": "rma", "factors": { "length": 99, "offset": 119 } }, "second_band": { "type": "dcu", "factors": { "length": 135, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22567, "evaluation_days": 1880.58, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598968800000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759930369971, "expiration_time": 1765774166400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 99, "offset": 119 } }, "second_band": { "type": "dcu", "factors": { "length": 135, "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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