Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1346258.8291 | 1369727.7373 | -23468.9082 | -8394.3772 | 2826732.927 | -2835127.3042 |
Total P&L (%) | 1346.2588 | 1369.7277 | -23.4689 | -8.3944 | 2826.7329 | -2835.1273 |
Avg Daily Profit (%) | 0.7138 | 0.7263 | -0.0124 | -0.0046 | 0.1792 | 0 |
Buy And Hold Return (%) | 188.6073 | 188.6073 | 188.6073 | 188.6073 | 188.6073 | 188.6073 |
Max Trade Drawdown | -167269 | -142243 | -196130 | -3426383 | -738523 | -3386438 |
Profit Factor | 1.7863 | 2.4902 | 0.9704 | 0.9988 | 2.0328 | 0.3636 |
Total Trades | 429 | 214 | 215 | 429 | 214 | 215 |
Winning Trades | 206 | 98 | 108 | 206 | 98 | 108 |
Losing Trades | 223 | 116 | 107 | 223 | 116 | 107 |
Profitability (%) | 48.0186 | 45.7944 | 50.2326 | 48.0186 | 45.7944 | 50.2326 |
Ratio Avg Win / Avg Loss | 1.9337 | 2.9475 | 0.9614 | 1.0813 | 2.4062 | 0.3602 |
Largest Winning Trade | 1132949 | 1132949 | 29796 | 1505667 | 1505667 | 282980 |
Largest Losing Trade | -91868 | -35978 | -91868 | -1215050 | -467664 | -1215050 |
Avg Bars in Trades | 12 | 14 | 10 | 12 | 14 | 10 |
Avg Bars in Winners | 13 | 16 | 11 | 13 | 16 | 11 |
Avg Bars in Losers | 12 | 13 | 10 | 12 | 13 | 10 |
Bars Traded | 5528 | 3183 | 2345 | 5528 | 3183 | 2345 |
Profit Streak | 7.3197 | 0 | 11.3197 | 7.3197 | 0 | 11.3197 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 656904 | 593591 | -579265 | -576681 | 393489 | -579265 |
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{ "first_band": { "type": "bbl", "factors": { "length": 51, "offset": 0, "std": 2.48201 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.39279, "nb": 0.1, "nc": 0.76267 } } }
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{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5658, "evaluation_days": 1886, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1598832000000, "last_datapoint_time": 1760313600000, "evaluation_time": 1760341222583, "expiration_time": 1765202112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 51, "offset": 0, "std": 2.48201 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.39279, "nb": 0.1, "nc": 0.76267 } } }
# | 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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