Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1107185.116 | 1183766.9651 | -76581.8491 | -2233071.5388 | -1172973.8496 | -1060097.6893 |
Total P&L (%) | 1107.1851 | 1183.767 | -76.5818 | -2233.0715 | -1172.9739 | -1060.0977 |
Avg Daily Profit (%) | 0.591 | 0.6319 | -0.0409 | 0 | 0 | 0 |
Buy And Hold Return (%) | 520.144 | 520.144 | 520.144 | 520.144 | 520.144 | 520.144 |
Max Trade Drawdown | -202987 | -75885 | -256819 | -2414042 | -1476579 | -1409564 |
Profit Factor | 2.7684 | 6.8176 | 0.8188 | 0.6235 | 0.5824 | 0.6605 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 33 | 17 | 16 | 25 | 12 | 13 |
Losing Trades | 28 | 13 | 15 | 36 | 18 | 18 |
Profitability (%) | 54.0984 | 56.6667 | 51.6129 | 40.9836 | 40 | 41.9355 |
Ratio Avg Win / Avg Loss | 2.3489 | 5.2135 | 0.7676 | 0.8979 | 0.8736 | 0.9146 |
Largest Winning Trade | 783470 | 783470 | 58391 | 566126 | 338630 | 566126 |
Largest Losing Trade | -183306 | -44292 | -183306 | -731496 | -731496 | -628734 |
Avg Bars in Trades | 87 | 76 | 99 | 87 | 76 | 99 |
Avg Bars in Winners | 114 | 90 | 139 | 53 | 54 | 52 |
Avg Bars in Losers | 57 | 57 | 56 | 112 | 90 | 133 |
Bars Traded | 5366 | 2284 | 3082 | 5366 | 2284 | 3082 |
Profit Streak | 0 | 46.5513 | 0 | 20.218 | 0 | 28.8847 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154837 | 596972 | -580608 | -750007 | -584714 | -583413 |
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5620, "evaluation_days": 1873.33, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1603065600000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759238034310, "expiration_time": 1764074880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 80, "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": [ [ 1107185.1159630737, 1183766.9650635389, -76581.849100465, -2233071.5388282314, -1172973.8495534468, -1060097.6892747844 ], [ 1107.185116, 1183.766965, -76.581849, -2233.071539, -1172.97385, -1060.097689 ], [ 0.591025, 0.631905, -0.04088, 0, 0, 0 ], [ 520.143953, 520.143953, 520.143953, 520.143953, 520.143953, 520.143953 ], [ -202987, -75885, -256819, -2414042, -1476579, -1409564 ], [ 2.768363, 6.817606, 0.818796, 0.623544, 0.582407, 0.660544 ], [ 61, 30, 31, 61, 30, 31 ], [ 33, 17, 16, 25, 12, 13 ], [ 28, 13, 15, 36, 18, 18 ], [ 54.098361, 56.666667, 51.612903, 40.983607, 40, 41.935484 ], [ 2.348914, 5.213464, 0.767621, 0.897903, 0.873611, 0.914599 ], [ 783470, 783470, 58391, 566126, 338630, 566126 ], [ -183306, -44292, -183306, -731496, -731496, -628734 ], [ 87, 76, 99, 87, 76, 99 ], [ 114, 90, 139, 53, 54, 52 ], [ 57, 57, 56, 112, 90, 133 ], [ 5366, 2284, 3082, 5366, 2284, 3082 ], [ 0, 46.551323, 0, 20.21799, 0, 28.884656 ], [ 0, 1, 0, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -154837, 596972, -580608, -750007, -584714, -583413 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5620, "evaluation_days": 1873.33, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1603065600000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759238034310, "expiration_time": 1764074880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 80, "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) |
---|