Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1831141.6466 | 1682970.8813 | 148170.7653 | 19010122.3033 | 6106933.1632 | 12903189.14 |
Total P&L (%) | 1831.1416 | 1682.9709 | 148.1708 | 19010.1223 | 6106.9332 | 12903.1891 |
Avg Daily Profit (%) | 0.9735 | 0.8947 | 0.0788 | 0.2796 | 0.2197 | 0.2591 |
Buy And Hold Return (%) | 593.7893 | 593.7893 | 593.7893 | 593.7893 | 593.7893 | 593.7893 |
Max Trade Drawdown | -65356 | -59008 | -47882 | -13343766 | -6863793 | -8758647 |
Profit Factor | 4.2445 | 6.4873 | 1.575 | 1.3668 | 1.2105 | 1.5657 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 45.7944 | 38.8889 | 52.8302 | 45.7944 | 38.8889 | 52.8302 |
Ratio Avg Win / Avg Loss | 5.0242 | 10.1943 | 1.4063 | 1.6179 | 1.9022 | 1.3979 |
Largest Winning Trade | 1172364 | 1172364 | 59622 | 8682193 | 8682193 | 7928506 |
Largest Losing Trade | -30273 | -30273 | -30000 | -7862863 | -4661622 | -7862863 |
Avg Bars in Trades | 50 | 45 | 55 | 50 | 45 | 55 |
Avg Bars in Winners | 82 | 81 | 84 | 82 | 81 | 84 |
Avg Bars in Losers | 23 | 22 | 23 | 23 | 22 | 23 |
Bars Traded | 5404 | 2466 | 2938 | 5404 | 2466 | 2938 |
Profit Streak | 11.0118 | 12.0118 | 0 | 11.0118 | 12.0118 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 605199 | -165235 | -431478 | 346030 | -174898 | -169437 |
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5643, "evaluation_days": 1881, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1603785600000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759911416667, "expiration_time": 1764757152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 79, "offset": 0, "multiplier": 3.22623 } } }
{ "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": [ [ 1831141.6466148712, 1682970.8813479939, 148170.7652668772, 19010122.303252626, 6106933.163232911, 12903189.140019719 ], [ 1831.141647, 1682.970881, 148.170765, 19010.122303, 6106.933163, 12903.18914 ], [ 0.973494, 0.894721, 0.078772, 0.279646, 0.219712, 0.259122 ], [ 593.789257, 593.789257, 593.789257, 593.789257, 593.789257, 593.789257 ], [ -65356, -59008, -47882, -13343766, -6863793, -8758647 ], [ 4.244542, 6.48728, 1.575037, 1.366818, 1.210481, 1.565676 ], [ 107, 54, 53, 107, 54, 53 ], [ 49, 21, 28, 49, 21, 28 ], [ 58, 33, 25, 58, 33, 25 ], [ 45.794393, 38.888889, 52.830189, 45.794393, 38.888889, 52.830189 ], [ 5.024152, 10.194298, 1.406283, 1.617866, 1.902184, 1.397925 ], [ 1172364, 1172364, 59622, 8682193, 8682193, 7928506 ], [ -30273, -30273, -30000, -7862863, -4661622, -7862863 ], [ 50, 45, 55, 50, 45, 55 ], [ 82, 81, 84, 82, 81, 84 ], [ 23, 22, 23, 23, 22, 23 ], [ 5404, 2466, 2938, 5404, 2466, 2938 ], [ 11.011767, 12.011767, 0, 11.011767, 12.011767, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 605199, -165235, -431478, 346030, -174898, -169437 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5643, "evaluation_days": 1881, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1603785600000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759911416667, "expiration_time": 1764757152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 79, "offset": 0, "multiplier": 3.22623 } } }
# | 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) |
---|