Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1745627.0998 | -18528.0458 | -1727099.0539 | 11889.3198 | 3879985.9147 | -3868096.5949 |
Total P&L (%) | -1745.6271 | -18.528 | -1727.0991 | 11.8893 | 3879.9859 | -3868.0966 |
Avg Daily Profit (%) | -0.9261 | -0.0098 | -0.9162 | 0.006 | 0.1956 | 0 |
Buy And Hold Return (%) | 374.297 | 374.297 | 374.297 | 374.297 | 374.297 | 374.297 |
Max Trade Drawdown | -1987307 | -173722 | -1857605 | -8304139 | -1412851 | -6891288 |
Profit Factor | 0.2912 | 0.9464 | 0.1842 | 1.001 | 2.8908 | 0.5964 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 66 | 29 | 37 | 48 | 28 | 20 |
Losing Trades | 27 | 17 | 10 | 45 | 18 | 27 |
Profitability (%) | 70.9677 | 63.0435 | 78.7234 | 51.6129 | 60.8696 | 42.5532 |
Ratio Avg Win / Avg Loss | 0.1191 | 0.5548 | 0.0498 | 0.9385 | 1.8583 | 0.8052 |
Largest Winning Trade | 42225 | 42225 | 26169 | 4611756 | 3542684 | 4611756 |
Largest Losing Trade | -1177142 | -57567 | -1177142 | -4733876 | -1168681 | -4733876 |
Avg Bars in Trades | 117 | 137 | 99 | 117 | 137 | 99 |
Avg Bars in Winners | 56 | 59 | 53 | 148 | 167 | 122 |
Avg Bars in Losers | 269 | 268 | 269 | 85 | 89 | 82 |
Bars Traded | 10972 | 6309 | 4663 | 10972 | 6309 | 4663 |
Profit Streak | 73.9954 | 93.8288 | 73.9954 | 73.9954 | 93.8288 | 73.9954 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576012 | -577654 | -575599 | -569727 | 589005 | -582219 |
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{ "first_band": { "type": "zlma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 149, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11310, "evaluation_days": 1885, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599537600000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760270005652, "expiration_time": 1765141920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 149, "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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