Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2041434.2244 | 1928195.243 | 113238.9814 | 6375517.7934 | 2690949.9678 | 3684567.8257 |
Total P&L (%) | 2041.4342 | 1928.1952 | 113.239 | 6375.5178 | 2690.95 | 3684.5678 |
Avg Daily Profit (%) | 1.0899 | 1.0294 | 0.0605 | 0.2229 | 0.1779 | 0.1942 |
Buy And Hold Return (%) | 397.3925 | 397.3925 | 397.3925 | 397.3925 | 397.3925 | 397.3925 |
Max Trade Drawdown | -118938 | -109295 | -60765 | -4512512 | -4844062 | -3149407 |
Profit Factor | 3.82 | 5.524 | 1.3804 | 1.2325 | 1.1673 | 1.3249 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 64 | 26 | 38 | 64 | 26 | 38 |
Losing Trades | 100 | 56 | 44 | 100 | 56 | 44 |
Profitability (%) | 39.0244 | 31.7073 | 46.3415 | 39.0244 | 31.7073 | 46.3415 |
Ratio Avg Win / Avg Loss | 5.9688 | 11.8979 | 1.5983 | 1.9257 | 2.5142 | 1.5341 |
Largest Winning Trade | 1335854 | 1335854 | 54895 | 5433235 | 5433235 | 2449550 |
Largest Losing Trade | -30440 | -30440 | -24799 | -1975351 | -1975351 | -1447756 |
Avg Bars in Trades | 135 | 120 | 149 | 135 | 120 | 149 |
Avg Bars in Winners | 222 | 220 | 224 | 222 | 220 | 224 |
Avg Bars in Losers | 78 | 74 | 83 | 78 | 74 | 83 |
Bars Traded | 22145 | 9919 | 12226 | 22145 | 9919 | 12226 |
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 | 565062 | 306274 | -282170 | 201838 | -39274 | 124347 |
{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22477, "evaluation_days": 1873.08, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599120000000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759281922652, "expiration_time": 1765102838400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 32, "offset": 207 } }, "second_band": { "type": "linreg", "factors": { "length": 86, "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": [ [ 2041434.2243635976, 1928195.242981195, 113238.9813824029, 6375517.793425283, 2690949.967757394, 3684567.8256678884 ], [ 2041.434224, 1928.195243, 113.238981, 6375.517793, 2690.949968, 3684.567826 ], [ 1.089881, 1.029425, 0.060456, 0.222909, 0.177885, 0.194174 ], [ 397.392549, 397.392549, 397.392549, 397.392549, 397.392549, 397.392549 ], [ -118938, -109295, -60765, -4512512, -4844062, -3149407 ], [ 3.820023, 5.524022, 1.380387, 1.232456, 1.167288, 1.324888 ], [ 164, 82, 82, 164, 82, 82 ], [ 64, 26, 38, 64, 26, 38 ], [ 100, 56, 44, 100, 56, 44 ], [ 39.02439, 31.707317, 46.341463, 39.02439, 31.707317, 46.341463 ], [ 5.968785, 11.897893, 1.598342, 1.925713, 2.514159, 1.534081 ], [ 1335854, 1335854, 54895, 5433235, 5433235, 2449550 ], [ -30440, -30440, -24799, -1975351, -1975351, -1447756 ], [ 135, 120, 149, 135, 120, 149 ], [ 222, 220, 224, 222, 220, 224 ], [ 78, 74, 83, 78, 74, 83 ], [ 22145, 9919, 12226, 22145, 9919, 12226 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 565062, 306274, -282170, 201838, -39274, 124347 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22477, "evaluation_days": 1873.08, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599120000000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759281922652, "expiration_time": 1765102838400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 32, "offset": 207 } }, "second_band": { "type": "linreg", "factors": { "length": 86, "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) |
---|