Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1894798.8476 | 1874906.5542 | 19892.2934 | 927151.436 | -280103.7312 | 1207255.1671 |
Total P&L (%) | 1894.7988 | 1874.9066 | 19.8923 | 927.1514 | -280.1037 | 1207.2552 |
Avg Daily Profit (%) | 1.0048 | 0.9943 | 0.0105 | 0.1236 | 0 | 0.1364 |
Buy And Hold Return (%) | 432.4282 | 432.4282 | 432.4282 | 432.4282 | 432.4282 | 432.4282 |
Max Trade Drawdown | -130861 | -110105 | -73875 | -4314634 | -6775501 | -1870280 |
Profit Factor | 4.1256 | 5.8792 | 1.0896 | 1.0544 | 0.9779 | 1.275 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 50 | 48.3871 | 51.6129 | 50 | 48.3871 | 51.6129 |
Ratio Avg Win / Avg Loss | 4.1256 | 6.2711 | 1.0215 | 1.0544 | 1.0431 | 1.1953 |
Largest Winning Trade | 1412689 | 1412689 | 52022 | 4210140 | 4210140 | 1234864 |
Largest Losing Trade | -55775 | -55775 | -40954 | -2874213 | -2874213 | -1416310 |
Avg Bars in Trades | 116 | 167 | 65 | 116 | 167 | 65 |
Avg Bars in Winners | 135 | 177 | 97 | 135 | 177 | 97 |
Avg Bars in Losers | 96 | 158 | 30 | 96 | 158 | 30 |
Bars Traded | 7209 | 5190 | 2019 | 7209 | 5190 | 2019 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139885 | 690597 | -466290 | -352731 | -579778 | -13711 |
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{ "first_band": { "type": "t3", "factors": { "length": 111, "offset": 30, "a": 0.77029 } }, "second_band": { "type": "dcm", "factors": { "length": 197, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7543, "evaluation_days": 1885.75, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1601640000000, "last_datapoint_time": 1760313600000, "evaluation_time": 1760321660556, "expiration_time": 1765201464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 111, "offset": 30, "a": 0.77029 } }, "second_band": { "type": "dcm", "factors": { "length": 197, "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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