Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1427416.4896 | 1476685.0337 | -49268.5441 | -737405.4502 | 55465.5057 | -792870.9559 |
Total P&L (%) | 1427.4165 | 1476.685 | -49.2685 | -737.4055 | 55.4655 | -792.871 |
Avg Daily Profit (%) | 0.7607 | 0.787 | -0.0263 | 0 | 0.0235 | 0 |
Buy And Hold Return (%) | 566.7454 | 566.7454 | 566.7454 | 566.7454 | 566.7454 | 566.7454 |
Max Trade Drawdown | -247107 | -90734 | -258390 | -2365892 | -1564377 | -1235335 |
Profit Factor | 2.8063 | 4.9222 | 0.8809 | 0.8498 | 1.022 | 0.6689 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 51 | 20 | 31 | 40 | 23 | 17 |
Losing Trades | 38 | 25 | 13 | 49 | 22 | 27 |
Profitability (%) | 57.3034 | 44.4444 | 70.4545 | 44.9438 | 51.1111 | 38.6364 |
Ratio Avg Win / Avg Loss | 2.091 | 6.1528 | 0.3694 | 1.0411 | 0.9776 | 1.0623 |
Largest Winning Trade | 1156338 | 1156338 | 54325 | 1228535 | 1228535 | 691821 |
Largest Losing Trade | -168389 | -35104 | -168389 | -1134865 | -464577 | -1134865 |
Avg Bars in Trades | 60 | 58 | 62 | 60 | 58 | 62 |
Avg Bars in Winners | 70 | 74 | 67 | 53 | 56 | 49 |
Avg Bars in Losers | 48 | 46 | 51 | 66 | 61 | 70 |
Bars Traded | 5410 | 2651 | 2759 | 5410 | 2651 | 2759 |
Profit Streak | 0 | 0 | 81.2343 | 17.9009 | 23.2343 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 569955 | 548516 | -577105 | -580274 | -524415 | -583472 |
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{ "first_band": { "type": "sma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 114, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5629, "evaluation_days": 1876.33, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1600646400000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759498641810, "expiration_time": 1764341856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 114, "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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