Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1812781.9754 | 1694295.9354 | 118486.04 | 3235010.1789 | -229367.7526 | 3464377.9314 |
Total P&L (%) | 1812.782 | 1694.2959 | 118.486 | 3235.0102 | -229.3678 | 3464.3779 |
Avg Daily Profit (%) | 0.9609 | 0.8981 | 0.0628 | 0.1861 | 0 | 0.1896 |
Buy And Hold Return (%) | 395.914 | 395.914 | 395.914 | 395.914 | 395.914 | 395.914 |
Max Trade Drawdown | -116650 | -110128 | -73872 | -6356871 | -5767568 | -1889729 |
Profit Factor | 4.3325 | 6.2409 | 1.5369 | 1.1414 | 0.9854 | 1.4809 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 48.6486 | 43.2432 | 54.0541 | 48.6486 | 43.2432 | 54.0541 |
Ratio Avg Win / Avg Loss | 4.5732 | 8.1912 | 1.3064 | 1.2048 | 1.2933 | 1.2588 |
Largest Winning Trade | 1163334 | 1163334 | 57757 | 3490173 | 3490173 | 2543282 |
Largest Losing Trade | -73872 | -53420 | -73872 | -3989223 | -3989223 | -1889729 |
Avg Bars in Trades | 47 | 57 | 38 | 47 | 57 | 38 |
Avg Bars in Winners | 57 | 69 | 47 | 57 | 69 | 47 |
Avg Bars in Losers | 38 | 48 | 27 | 38 | 48 | 27 |
Bars Traded | 3531 | 2122 | 1410 | 3531 | 2122 | 1410 |
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 | -50399 | 618603 | -272778 | -126413 | -581733 | 348091 |
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3773, "evaluation_days": 1886.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1606780800000, "last_datapoint_time": 1760356800000, "evaluation_time": 1760380407137, "expiration_time": 1765246608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 186, "offset": 0, "multiplier": 2.45986 } } }
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{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3773, "evaluation_days": 1886.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1606780800000, "last_datapoint_time": 1760356800000, "evaluation_time": 1760380407137, "expiration_time": 1765246608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 186, "offset": 0, "multiplier": 2.45986 } } }
# | 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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