Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2158905.2824 | 2111607.1768 | 47298.1055 | 1632014.195 | 1365267.3326 | 266746.8625 |
Total P&L (%) | 2158.9053 | 2111.6072 | 47.2981 | 1632.0142 | 1365.2673 | 266.7469 |
Avg Daily Profit (%) | 1.1484 | 1.1232 | 0.0252 | 0.1518 | 0.1429 | 0.0691 |
Buy And Hold Return (%) | 567.6353 | 567.6353 | 567.6353 | 567.6353 | 567.6353 | 567.6353 |
Max Trade Drawdown | -119912 | -146047 | -79868 | -5551532 | -5940019 | -2395510 |
Profit Factor | 5.1992 | 7.0659 | 1.2849 | 1.1219 | 1.139 | 1.0749 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 52.5424 | 44.8276 | 60 | 52.5424 | 44.8276 | 60 |
Ratio Avg Win / Avg Loss | 4.6961 | 8.6964 | 0.8566 | 1.0134 | 1.4019 | 0.7166 |
Largest Winning Trade | 1526610 | 1526610 | 38630 | 4515263 | 4515263 | 1079123 |
Largest Losing Trade | -70653 | -70653 | -60775 | -4525092 | -4525092 | -1949304 |
Avg Bars in Trades | 58 | 92 | 26 | 58 | 92 | 26 |
Avg Bars in Winners | 56 | 88 | 32 | 56 | 88 | 32 |
Avg Bars in Losers | 61 | 94 | 16 | 61 | 94 | 16 |
Bars Traded | 3460 | 2668 | 792 | 3460 | 2668 | 792 |
Profit Streak | 25.7934 | 30.2934 | 25.7934 | 25.7934 | 30.2934 | 25.7934 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159137 | 647179 | -324644 | -260138 | -75164 | -404177 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 40 } }, "second_band": { "type": "midprice", "factors": { "length": 179, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3760, "evaluation_days": 1880, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1605096000000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759820548896, "expiration_time": 1764668160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 40 } }, "second_band": { "type": "midprice", "factors": { "length": 179, "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) |
---|