Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2253403.1044 | 2177560.1306 | 75842.9738 | 3482807.8227 | 863068.5483 | 2619739.2744 |
Total P&L (%) | 2253.4031 | 2177.5601 | 75.843 | 3482.8078 | 863.0685 | 2619.7393 |
Avg Daily Profit (%) | 1.198 | 1.1577 | 0.0403 | 0.1904 | 0.1205 | 0.1758 |
Buy And Hold Return (%) | 354.8885 | 354.8885 | 354.8885 | 354.8885 | 354.8885 | 354.8885 |
Max Trade Drawdown | -127460 | -148791 | -42246 | -9882862 | -8887623 | -3718471 |
Profit Factor | 3.5939 | 5.5822 | 1.1927 | 1.1122 | 1.0479 | 1.2012 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 71 | 26 | 45 | 71 | 26 | 45 |
Losing Trades | 102 | 60 | 42 | 102 | 60 | 42 |
Profitability (%) | 41.0405 | 30.2326 | 51.7241 | 41.0405 | 30.2326 | 51.7241 |
Ratio Avg Win / Avg Loss | 5.1631 | 12.8819 | 1.1132 | 1.5979 | 2.4183 | 1.1211 |
Largest Winning Trade | 1397705 | 1397705 | 37431 | 7448314 | 7448314 | 2802573 |
Largest Losing Trade | -48796 | -31635 | -48796 | -2873682 | -1958338 | -2873682 |
Avg Bars in Trades | 21 | 28 | 13 | 21 | 28 | 13 |
Avg Bars in Winners | 27 | 47 | 15 | 27 | 47 | 15 |
Avg Bars in Losers | 17 | 21 | 12 | 17 | 21 | 12 |
Bars Traded | 3703 | 2491 | 1212 | 3703 | 2491 | 1212 |
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 | 631487 | 481988 | -313157 | -90299 | -210188 | 269654 |
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3762, "evaluation_days": 1881, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599048000000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759903470784, "expiration_time": 1764757152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 1.76115 } } }
{ "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": [ [ 2253403.1043819026, 2177560.130569804, 75842.9738120995, 3482807.822692448, 863068.5483344906, 2619739.274357954 ], [ 2253.403104, 2177.560131, 75.842974, 3482.807823, 863.068548, 2619.739274 ], [ 1.197981, 1.157661, 0.040321, 0.190438, 0.120485, 0.175759 ], [ 354.888508, 354.888508, 354.888508, 354.888508, 354.888508, 354.888508 ], [ -127460, -148791, -42246, -9882862, -8887623, -3718471 ], [ 3.593914, 5.582156, 1.192739, 1.112237, 1.047921, 1.2012 ], [ 173, 86, 87, 173, 86, 87 ], [ 71, 26, 45, 71, 26, 45 ], [ 102, 60, 42, 102, 60, 42 ], [ 41.040462, 30.232558, 51.724138, 41.040462, 30.232558, 51.724138 ], [ 5.163087, 12.881899, 1.113223, 1.597862, 2.418279, 1.12112 ], [ 1397705, 1397705, 37431, 7448314, 7448314, 2802573 ], [ -48796, -31635, -48796, -2873682, -1958338, -2873682 ], [ 21, 28, 13, 21, 28, 13 ], [ 27, 47, 15, 27, 47, 15 ], [ 17, 21, 12, 17, 21, 12 ], [ 3703, 2491, 1212, 3703, 2491, 1212 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 631487, 481988, -313157, -90299, -210188, 269654 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3762, "evaluation_days": 1881, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599048000000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759903470784, "expiration_time": 1764757152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 1.76115 } } }
# | 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) |
---|