Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1325929.1228 | 1255702.7504 | 70226.3724 | 2949933.6561 | 1370223.773 | 1579709.8831 |
Total P&L (%) | 1325.9291 | 1255.7028 | 70.2264 | 2949.9337 | 1370.2238 | 1579.7099 |
Avg Daily Profit (%) | 0.7067 | 0.6692 | 0.0374 | 0.1823 | 0.1434 | 0.1505 |
Buy And Hold Return (%) | 278.2853 | 278.2853 | 278.2853 | 278.2853 | 278.2853 | 278.2853 |
Max Trade Drawdown | -130120 | -95698 | -127069 | -2310062 | -1719578 | -810328 |
Profit Factor | 2.481 | 3.7888 | 1.1578 | 1.2929 | 1.2428 | 1.3567 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 79 | 35 | 44 | 79 | 35 | 44 |
Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Profitability (%) | 46.1988 | 41.1765 | 51.1628 | 46.1988 | 41.1765 | 51.1628 |
Ratio Avg Win / Avg Loss | 2.8893 | 5.4126 | 1.1052 | 1.5056 | 1.7754 | 1.2951 |
Largest Winning Trade | 681603 | 681603 | 49135 | 1455536 | 1455536 | 783074 |
Largest Losing Trade | -50189 | -23167 | -50189 | -686760 | -686760 | -566415 |
Avg Bars in Trades | 130 | 118 | 141 | 130 | 118 | 141 |
Avg Bars in Winners | 182 | 164 | 197 | 182 | 164 | 197 |
Avg Bars in Losers | 84 | 86 | 82 | 84 | 86 | 82 |
Bars Traded | 22248 | 10084 | 12164 | 22248 | 10084 | 12164 |
Profit Streak | 25.4371 | 41.6871 | 25.4371 | 25.4371 | 41.6871 | 25.4371 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 575777 | 519024 | -355256 | 341200 | -4568 | 271153 |
{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22516, "evaluation_days": 1876.33, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598601600000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759559362268, "expiration_time": 1765393747200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 169, "offset": 0, "std": 3.35566 } }, "second_band": { "type": "jma", "factors": { "length": 167, "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": [ [ 1325929.1228023733, 1255702.7503538863, 70226.3724484866, 2949933.656125895, 1370223.7730440598, 1579709.8830818357 ], [ 1325.929123, 1255.70275, 70.226372, 2949.933656, 1370.223773, 1579.709883 ], [ 0.706661, 0.669233, 0.037428, 0.182314, 0.143361, 0.150471 ], [ 278.285336, 278.285336, 278.285336, 278.285336, 278.285336, 278.285336 ], [ -130120, -95698, -127069, -2310062, -1719578, -810328 ], [ 2.481002, 3.788832, 1.157801, 1.292883, 1.242776, 1.356748 ], [ 171, 85, 86, 171, 85, 86 ], [ 79, 35, 44, 79, 35, 44 ], [ 92, 50, 42, 92, 50, 42 ], [ 46.19883, 41.176471, 51.162791, 46.19883, 41.176471, 51.162791 ], [ 2.889268, 5.412618, 1.105174, 1.505636, 1.775395, 1.295078 ], [ 681603, 681603, 49135, 1455536, 1455536, 783074 ], [ -50189, -23167, -50189, -686760, -686760, -566415 ], [ 130, 118, 141, 130, 118, 141 ], [ 182, 164, 197, 182, 164, 197 ], [ 84, 86, 82, 84, 86, 82 ], [ 22248, 10084, 12164, 22248, 10084, 12164 ], [ 25.437063, 41.687063, 25.437063, 25.437063, 41.687063, 25.437063 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 575777, 519024, -355256, 341200, -4568, 271153 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22516, "evaluation_days": 1876.33, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598601600000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759559362268, "expiration_time": 1765393747200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 169, "offset": 0, "std": 3.35566 } }, "second_band": { "type": "jma", "factors": { "length": 167, "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) |
---|