Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1944785.5891 | 1941460.2626 | 3325.3265 | 468975.3724 | 1743387.2562 | -1274411.8838 |
Total P&L (%) | 1944.7856 | 1941.4603 | 3.3253 | 468.9754 | 1743.3873 | -1274.4119 |
Avg Daily Profit (%) | 1.0382 | 1.0364 | 0.0018 | 0.0929 | 0.1557 | 0 |
Buy And Hold Return (%) | 470.6985 | 470.6985 | 470.6985 | 470.6985 | 470.6985 | 470.6985 |
Max Trade Drawdown | -186781 | -119120 | -159260 | -2171765 | -799547 | -2172408 |
Profit Factor | 3.6718 | 6.4041 | 1.009 | 1.0766 | 1.5916 | 0.599 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 49.3827 | 40 | 58.5366 | 49.3827 | 40 | 58.5366 |
Ratio Avg Win / Avg Loss | 3.7636 | 9.6062 | 0.7147 | 1.1035 | 2.3875 | 0.4243 |
Largest Winning Trade | 1603875 | 1603875 | 38167 | 1566244 | 1566244 | 581111 |
Largest Losing Trade | -63593 | -51790 | -63593 | -809288 | -799547 | -809288 |
Avg Bars in Trades | 86 | 117 | 56 | 86 | 117 | 56 |
Avg Bars in Winners | 106 | 151 | 75 | 106 | 151 | 75 |
Avg Bars in Losers | 68 | 95 | 29 | 68 | 95 | 29 |
Bars Traded | 7034 | 4715 | 2319 | 7034 | 4715 | 2319 |
Profit Streak | 126.8183 | 126.8183 | 143.5683 | 126.8183 | 126.8183 | 143.5683 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 105197 | 593784 | -566384 | -386235 | 174842 | -578674 |
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7493, "evaluation_days": 1873.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1602676800000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759239504375, "expiration_time": 1764089064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 245, "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": [ [ 1944785.5891473952, 1941460.262613994, 3325.3265334006, 468975.3723598984, 1743387.2561810692, -1274411.8838211705 ], [ 1944.785589, 1941.460263, 3.325327, 468.975372, 1743.387256, -1274.411884 ], [ 1.038188, 1.036413, 0.001775, 0.092859, 0.15569, 0 ], [ 470.698467, 470.698467, 470.698467, 470.698467, 470.698467, 470.698467 ], [ -186781, -119120, -159260, -2171765, -799547, -2172408 ], [ 3.671825, 6.404106, 1.009021, 1.076573, 1.591636, 0.598967 ], [ 81, 40, 41, 81, 40, 41 ], [ 40, 16, 24, 40, 16, 24 ], [ 41, 24, 17, 41, 24, 17 ], [ 49.382716, 40, 58.536585, 49.382716, 40, 58.536585 ], [ 3.763621, 9.606158, 0.714723, 1.103487, 2.387454, 0.424268 ], [ 1603875, 1603875, 38167, 1566244, 1566244, 581111 ], [ -63593, -51790, -63593, -809288, -799547, -809288 ], [ 86, 117, 56, 86, 117, 56 ], [ 106, 151, 75, 106, 151, 75 ], [ 68, 95, 29, 68, 95, 29 ], [ 7034, 4715, 2319, 7034, 4715, 2319 ], [ 126.818338, 126.818338, 143.568338, 126.818338, 126.818338, 143.568338 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 105197, 593784, -566384, -386235, 174842, -578674 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7493, "evaluation_days": 1873.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1602676800000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759239504375, "expiration_time": 1764089064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 245, "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) |
---|