Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1887800.8981 | -115825.9536 | -1771974.9445 | -68433.6024 | 3314534.8309 | -3382968.4332 |
Total P&L (%) | -1887.8009 | -115.826 | -1771.9749 | -68.4336 | 3314.5348 | -3382.9684 |
Avg Daily Profit (%) | -1.009 | -0.0619 | -0.9471 | -0.0616 | 0.1889 | 0 |
Buy And Hold Return (%) | 507.6615 | 507.6615 | 507.6615 | 507.6615 | 507.6615 | 507.6615 |
Max Trade Drawdown | -1974379 | -191196 | -1837795 | -3026323 | -272831 | -3910204 |
Profit Factor | 0.2276 | 0.6876 | 0.1454 | 0.99 | 4.8032 | 0.4359 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 58 | 25 | 33 | 44 | 24 | 20 |
Losing Trades | 33 | 20 | 13 | 47 | 21 | 26 |
Profitability (%) | 63.7363 | 55.5556 | 71.7391 | 48.3516 | 53.3333 | 43.4783 |
Ratio Avg Win / Avg Loss | 0.1295 | 0.5501 | 0.0573 | 1.0575 | 4.2028 | 0.5666 |
Largest Winning Trade | 28835 | 28835 | 24238 | 1715687 | 1279406 | 1715687 |
Largest Losing Trade | -1131912 | -55081 | -1131912 | -2193817 | -272831 | -2193817 |
Avg Bars in Trades | 59 | 70 | 49 | 59 | 70 | 49 |
Avg Bars in Winners | 25 | 27 | 22 | 88 | 104 | 68 |
Avg Bars in Losers | 120 | 122 | 118 | 33 | 30 | 35 |
Bars Traded | 5441 | 3150 | 2291 | 5441 | 3150 | 2291 |
Profit Streak | 21.8459 | 28.8459 | 21.8459 | 21.8459 | 28.8459 | 21.8459 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577429 | -579451 | -577336 | -578462 | 587438 | -582691 |
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5613, "evaluation_days": 1871, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1600617600000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759033083673, "expiration_time": 1763867232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 31, "offset": 82 } } }
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{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5613, "evaluation_days": 1871, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1600617600000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759033083673, "expiration_time": 1763867232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 31, "offset": 82 } } }
# | 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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