Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2082284.3033 | -15334.8493 | -2066949.4541 | 45189030.5565 | 105770832.7312 | -60581802.1747 |
Total P&L (%) | -2082.2843 | -15.3348 | -2066.9495 | 45189.0306 | 105770.8327 | -60581.8022 |
Avg Daily Profit (%) | -1.1125 | -0.0082 | -1.1043 | 0.3273 | 0.3728 | 0 |
Buy And Hold Return (%) | 499.5427 | 499.5427 | 499.5427 | 499.5427 | 499.5427 | 499.5427 |
Max Trade Drawdown | -2266977 | -95519 | -2210140 | -234383562 | -9059455 | -283791848 |
Profit Factor | 0.2927 | 0.9165 | 0.2511 | 1.092 | 2.8389 | 0.8604 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 117 | 54 | 63 | 81 | 48 | 33 |
Losing Trades | 50 | 30 | 20 | 86 | 36 | 50 |
Profitability (%) | 70.0599 | 64.2857 | 75.9036 | 48.503 | 57.1429 | 39.759 |
Ratio Avg Win / Avg Loss | 0.1251 | 0.5092 | 0.0797 | 1.1594 | 2.1292 | 1.3036 |
Largest Winning Trade | 47513 | 14879 | 47513 | 142190578 | 26881349 | 142190578 |
Largest Losing Trade | -1317435 | -17536 | -1317435 | -82310174 | -7668520 | -82310174 |
Avg Bars in Trades | 44 | 4 | 84 | 44 | 4 | 84 |
Avg Bars in Winners | 28 | 2 | 50 | 43 | 5 | 97 |
Avg Bars in Losers | 81 | 8 | 192 | 45 | 2 | 75 |
Bars Traded | 7393 | 370 | 7024 | 7393 | 370 | 7024 |
Profit Streak | 6.8177 | 56.8177 | 6.8177 | 6.8177 | 56.8177 | 6.8177 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575730 | -577719 | -576788 | -108386 | 604396 | -582739 |
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{ "first_band": { "type": "fwma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 13, "offset": 0, "scalar": 1 } } }
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{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7487, "evaluation_days": 1871.75, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598076000000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759109850575, "expiration_time": 1763955576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 13, "offset": 0, "scalar": 1 } } }
# | 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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