Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1586395.1896 | 1549582.1854 | 36813.0042 | 1124175.9389 | -844323.6606 | 1968499.5995 |
Total P&L (%) | 1586.3952 | 1549.5822 | 36.813 | 1124.1759 | -844.3237 | 1968.4996 |
Avg Daily Profit (%) | 0.8467 | 0.827 | 0.0196 | 0.1338 | 0 | 0.1618 |
Buy And Hold Return (%) | 444.9798 | 444.9798 | 444.9798 | 444.9798 | 444.9798 | 444.9798 |
Max Trade Drawdown | -100805 | -101505 | -80506 | -3641950 | -3251169 | -1093162 |
Profit Factor | 3.0398 | 4.57 | 1.1071 | 1.0827 | 0.9041 | 1.4115 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 62 | 26 | 36 | 62 | 26 | 36 |
Losing Trades | 73 | 41 | 32 | 73 | 41 | 32 |
Profitability (%) | 45.9259 | 38.806 | 52.9412 | 45.9259 | 38.806 | 52.9412 |
Ratio Avg Win / Avg Loss | 3.5792 | 7.2066 | 0.9841 | 1.2748 | 1.4257 | 1.2547 |
Largest Winning Trade | 991879 | 991879 | 46718 | 1664765 | 1664765 | 1027327 |
Largest Losing Trade | -63725 | -36803 | -63725 | -1188476 | -1188476 | -760750 |
Avg Bars in Trades | 39 | 47 | 32 | 39 | 47 | 32 |
Avg Bars in Winners | 49 | 65 | 38 | 49 | 65 | 38 |
Avg Bars in Losers | 31 | 36 | 25 | 31 | 36 | 25 |
Bars Traded | 5389 | 3188 | 2201 | 5389 | 3188 | 2201 |
Profit Streak | 36.787 | 0 | 38.787 | 36.787 | 0 | 38.787 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 565985 | -103324 | -544998 | -147760 | -700422 | -101621 |
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{ "first_band": { "type": "swma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 84, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5621, "evaluation_days": 1873.67, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1600502400000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759258400052, "expiration_time": 1764104544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 84, "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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