Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1539977.1904 | 1508460.1775 | 31517.0129 | -32317.9498 | 2530703.2622 | -2563021.2121 |
Total P&L (%) | 1539.9772 | 1508.4602 | 31.517 | -32.318 | 2530.7033 | -2563.0212 |
Avg Daily Profit (%) | 0.8176 | 0.8009 | 0.0167 | -0.0207 | 0.1738 | 0 |
Buy And Hold Return (%) | 486.6539 | 486.6539 | 486.6539 | 486.6539 | 486.6539 | 486.6539 |
Max Trade Drawdown | -192888 | -159957 | -122537 | -4808377 | -3045602 | -3783038 |
Profit Factor | 2.8454 | 4.7507 | 1.0729 | 0.9971 | 1.5688 | 0.6255 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 73 | 32 | 41 | 73 | 32 | 41 |
Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Profitability (%) | 50.3448 | 44.4444 | 56.1644 | 50.3448 | 44.4444 | 56.1644 |
Ratio Avg Win / Avg Loss | 2.8065 | 5.9384 | 0.8374 | 0.9835 | 1.9609 | 0.4882 |
Largest Winning Trade | 980358 | 980358 | 59540 | 3606872 | 3606872 | 957893 |
Largest Losing Trade | -98512 | -32144 | -98512 | -3770812 | -1437660 | -3770812 |
Avg Bars in Trades | 25 | 25 | 24 | 25 | 25 | 24 |
Avg Bars in Winners | 29 | 30 | 28 | 29 | 30 | 28 |
Avg Bars in Losers | 20 | 21 | 20 | 20 | 21 | 20 |
Bars Traded | 3649 | 1834 | 1815 | 3649 | 1834 | 1815 |
Profit Streak | 29.6923 | 48.1923 | 29.6923 | 29.6923 | 48.1923 | 29.6923 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 647875 | -62035 | -547373 | -578429 | -70341 | -649880 |
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3767, "evaluation_days": 1883.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1601424000000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760114212099, "expiration_time": 1764979632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 85, "na": 0.45412, "nb": 0.1, "nc": 0.33761 } }, "second_band": { "type": "dcm", "factors": { "length": 94, "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": [ [ 1539977.1904197528, 1508460.1775293958, 31517.0128903571, -32317.9498374992, 2530703.2622189866, -2563021.2120564836 ], [ 1539.97719, 1508.460178, 31.517013, -32.31795, 2530.703262, -2563.021212 ], [ 0.817615, 0.800881, 0.016733, -0.020723, 0.173755, 0 ], [ 486.653948, 486.653948, 486.653948, 486.653948, 486.653948, 486.653948 ], [ -192888, -159957, -122537, -4808377, -3045602, -3783038 ], [ 2.845443, 4.75073, 1.072906, 0.997138, 1.568756, 0.625459 ], [ 145, 72, 73, 145, 72, 73 ], [ 73, 32, 41, 73, 32, 41 ], [ 72, 40, 32, 72, 40, 32 ], [ 50.344828, 44.444444, 56.164384, 50.344828, 44.444444, 56.164384 ], [ 2.806464, 5.938413, 0.83739, 0.983479, 1.960945, 0.488163 ], [ 980358, 980358, 59540, 3606872, 3606872, 957893 ], [ -98512, -32144, -98512, -3770812, -1437660, -3770812 ], [ 25, 25, 24, 25, 25, 24 ], [ 29, 30, 28, 29, 30, 28 ], [ 20, 21, 20, 20, 21, 20 ], [ 3649, 1834, 1815, 3649, 1834, 1815 ], [ 29.69227, 48.19227, 29.69227, 29.69227, 48.19227, 29.69227 ], [ 8, 5, 4, 8, 5, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 647875, -62035, -547373, -578429, -70341, -649880 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3767, "evaluation_days": 1883.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1601424000000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760114212099, "expiration_time": 1764979632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 85, "na": 0.45412, "nb": 0.1, "nc": 0.33761 } }, "second_band": { "type": "dcm", "factors": { "length": 94, "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) |
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