Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1409162.4814 | 1370193.4139 | 38969.0676 | 1362856.5938 | 958403.0412 | 404453.5526 |
Total P&L (%) | 1409.1625 | 1370.1934 | 38.9691 | 1362.8566 | 958.403 | 404.4536 |
Avg Daily Profit (%) | 0.7521 | 0.7313 | 0.0208 | 0.1433 | 0.126 | 0.0864 |
Buy And Hold Return (%) | 471.416 | 471.416 | 471.416 | 471.416 | 471.416 | 471.416 |
Max Trade Drawdown | -209311 | -171201 | -64054 | -5546967 | -4960657 | -1061391 |
Profit Factor | 4.0973 | 6.2423 | 1.2013 | 1.1586 | 1.1679 | 1.1402 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 53.8462 | 50 | 57.5758 | 53.8462 | 50 | 57.5758 |
Ratio Avg Win / Avg Loss | 3.512 | 6.2423 | 0.8852 | 0.9931 | 1.1679 | 0.8402 |
Largest Winning Trade | 985733 | 985733 | 53048 | 3146254 | 3146254 | 1085704 |
Largest Losing Trade | -55127 | -55127 | -46879 | -3247218 | -3247218 | -831264 |
Avg Bars in Trades | 82 | 109 | 57 | 82 | 109 | 57 |
Avg Bars in Winners | 103 | 135 | 76 | 103 | 135 | 76 |
Avg Bars in Losers | 59 | 83 | 31 | 59 | 83 | 31 |
Bars Traded | 5389 | 3504 | 1885 | 5389 | 3504 | 1885 |
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 | -118732 | 643695 | -332082 | -187747 | -66912 | -310353 |
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{ "first_band": { "type": "t3", "factors": { "length": 152, "offset": 0, "a": 0.76816 } }, "second_band": { "type": "midprice", "factors": { "length": 125, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5621, "evaluation_days": 1873.67, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1601740800000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759258392208, "expiration_time": 1764104544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 152, "offset": 0, "a": 0.76816 } }, "second_band": { "type": "midprice", "factors": { "length": 125, "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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