Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1939246.5514 | -101276.4 | -1837970.1514 | -14135.7418 | 8032605.3697 | -8046741.1116 |
Total P&L (%) | -1939.2466 | -101.2764 | -1837.9702 | -14.1357 | 8032.6054 | -8046.7411 |
Avg Daily Profit (%) | -1.0332 | -0.054 | -0.9792 | -0.0081 | 0.2346 | 0 |
Buy And Hold Return (%) | 548.9996 | 548.9996 | 548.9996 | 548.9996 | 548.9996 | 548.9996 |
Max Trade Drawdown | -2122322 | -238792 | -1948917 | -7893827 | -1574031 | -9088971 |
Profit Factor | 0.2674 | 0.7802 | 0.1593 | 0.9992 | 3.0552 | 0.4041 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 167 | 79 | 88 | 111 | 60 | 51 |
Losing Trades | 53 | 31 | 22 | 109 | 50 | 59 |
Profitability (%) | 75.9091 | 71.8182 | 80 | 50.4545 | 54.5455 | 46.3636 |
Ratio Avg Win / Avg Loss | 0.0849 | 0.3062 | 0.0398 | 0.9812 | 2.546 | 0.4675 |
Largest Winning Trade | 33778 | 33778 | 21071 | 3675559 | 3375688 | 3675559 |
Largest Losing Trade | -1190107 | -62129 | -1190107 | -5985074 | -972372 | -5985074 |
Avg Bars in Trades | 33 | 38 | 27 | 33 | 38 | 27 |
Avg Bars in Winners | 10 | 9 | 12 | 43 | 52 | 31 |
Avg Bars in Losers | 103 | 113 | 89 | 23 | 21 | 24 |
Bars Traded | 7299 | 4260 | 3039 | 7299 | 4260 | 3039 |
Profit Streak | 28.1961 | 28.9461 | 28.1961 | 28.1961 | 28.9461 | 28.1961 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574729 | -576468 | -575585 | -578029 | 574672 | -581166 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 143, "offset": 149, "std": 1.59059 } } }
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{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7508, "evaluation_days": 1877, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600473600000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759574539636, "expiration_time": 1764422784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 143, "offset": 149, "std": 1.59059 } } }
# | 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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