Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1903058.3753 | 1843455.2672 | 59603.1081 | 2100926.5172 | 1114887.6878 | 986038.8294 |
Total P&L (%) | 1903.0584 | 1843.4553 | 59.6031 | 2100.9265 | 1114.8877 | 986.0388 |
Avg Daily Profit (%) | 1.0195 | 0.9876 | 0.0319 | 0.1658 | 0.1339 | 0.1279 |
Buy And Hold Return (%) | 503.9593 | 503.9593 | 503.9593 | 503.9593 | 503.9593 | 503.9593 |
Max Trade Drawdown | -160436 | -160689 | -82272 | -3987796 | -4395821 | -1575382 |
Profit Factor | 3.8005 | 5.6842 | 1.2084 | 1.175 | 1.1477 | 1.2211 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 39 | 14 | 25 | 39 | 14 | 25 |
Losing Trades | 66 | 38 | 28 | 66 | 38 | 28 |
Profitability (%) | 37.1429 | 26.9231 | 47.1698 | 37.1429 | 26.9231 | 47.1698 |
Ratio Avg Win / Avg Loss | 6.4316 | 15.4284 | 1.3534 | 1.9884 | 3.1153 | 1.3677 |
Largest Winning Trade | 1316371 | 1316371 | 50145 | 3725538 | 3725538 | 1175699 |
Largest Losing Trade | -36803 | -36803 | -23236 | -1717028 | -1717028 | -1003616 |
Avg Bars in Trades | 208 | 195 | 221 | 208 | 195 | 221 |
Avg Bars in Winners | 358 | 412 | 327 | 358 | 412 | 327 |
Avg Bars in Losers | 120 | 116 | 126 | 120 | 116 | 126 |
Bars Traded | 21914 | 10188 | 11726 | 21914 | 10188 | 11726 |
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 | 472678 | -182573 | -497642 | -25973 | -277951 | -210647 |
{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22400, "evaluation_days": 1866.67, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599192000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758920281261, "expiration_time": 1764528480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 92, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 1903058.3752775686, 1843455.2672078914, 59603.1080696775, 2100926.5171651198, 1114887.6877737553, 986038.8293913633 ], [ 1903.058375, 1843.455267, 59.603108, 2100.926517, 1114.887688, 986.038829 ], [ 1.019494, 0.987564, 0.03193, 0.165751, 0.13387, 0.127856 ], [ 503.959313, 503.959313, 503.959313, 503.959313, 503.959313, 503.959313 ], [ -160436, -160689, -82272, -3987796, -4395821, -1575382 ], [ 3.800463, 5.68416, 1.208402, 1.174991, 1.147734, 1.221118 ], [ 105, 52, 53, 105, 52, 53 ], [ 39, 14, 25, 39, 14, 25 ], [ 66, 38, 28, 66, 38, 28 ], [ 37.142857, 26.923077, 47.169811, 37.142857, 26.923077, 47.169811 ], [ 6.431553, 15.428433, 1.35341, 1.988446, 3.115277, 1.367652 ], [ 1316371, 1316371, 50145, 3725538, 3725538, 1175699 ], [ -36803, -36803, -23236, -1717028, -1717028, -1003616 ], [ 208, 195, 221, 208, 195, 221 ], [ 358, 412, 327, 358, 412, 327 ], [ 120, 116, 126, 120, 116, 126 ], [ 21914, 10188, 11726, 21914, 10188, 11726 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 472678, -182573, -497642, -25973, -277951, -210647 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22400, "evaluation_days": 1866.67, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599192000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758920281261, "expiration_time": 1764528480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 92, "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) |
---|