Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1763000.7046 | 1878111.8364 | -115111.1318 | -44232.1323 | 255573.7716 | -299805.9039 |
Total P&L (%) | 1763.0007 | 1878.1118 | -115.1111 | -44.2321 | 255.5738 | -299.8059 |
Avg Daily Profit (%) | 0.9375 | 0.9987 | -0.0612 | -0.031 | 0.0675 | 0 |
Buy And Hold Return (%) | 391.2939 | 391.2939 | 391.2939 | 391.2939 | 391.2939 | 391.2939 |
Max Trade Drawdown | -189711 | -183783 | -113385 | -1235324 | -1131548 | -387464 |
Profit Factor | 3.5281 | 4.757 | 0.417 | 0.9817 | 1.1483 | 0.5675 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 35.1648 | 35.5556 | 34.7826 | 35.1648 | 35.5556 | 34.7826 |
Ratio Avg Win / Avg Loss | 6.505 | 8.6221 | 0.7819 | 1.81 | 2.0813 | 1.0641 |
Largest Winning Trade | 1592045 | 1592045 | 15439 | 903108 | 903108 | 153234 |
Largest Losing Trade | -58606 | -58606 | -51915 | -315953 | -315953 | -223954 |
Avg Bars in Trades | 237 | 457 | 21 | 237 | 457 | 21 |
Avg Bars in Winners | 433 | 841 | 24 | 433 | 841 | 24 |
Avg Bars in Losers | 130 | 246 | 19 | 130 | 246 | 19 |
Bars Traded | 21586 | 20597 | 989 | 21586 | 20597 | 989 |
Profit Streak | 105.8145 | 107.4811 | 105.8145 | 105.8145 | 107.4811 | 105.8145 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491745 | 520353 | -585783 | -582568 | -329907 | -584116 |
{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22567, "evaluation_days": 1880.58, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599055200000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759930369704, "expiration_time": 1765774166400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 181, "offset": 49 } }, "second_band": { "type": "vwma", "factors": { "length": 83, "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": [ [ 1763000.7045919523, 1878111.8363566576, -115111.1317647054, -44232.1323255892, 255573.7716201845, -299805.9039457743 ], [ 1763.000705, 1878.111836, -115.111132, -44.232132, 255.573772, -299.805904 ], [ 0.937477, 0.998688, -0.06121, -0.031048, 0.067479, 0 ], [ 391.293875, 391.293875, 391.293875, 391.293875, 391.293875, 391.293875 ], [ -189711, -183783, -113385, -1235324, -1131548, -387464 ], [ 3.528139, 4.756994, 0.417023, 0.981698, 1.148282, 0.567546 ], [ 91, 45, 46, 91, 45, 46 ], [ 32, 16, 16, 32, 16, 16 ], [ 59, 29, 30, 59, 29, 30 ], [ 35.164835, 35.555556, 34.782609, 35.164835, 35.555556, 34.782609 ], [ 6.505005, 8.622052, 0.781917, 1.810006, 2.08126, 1.064149 ], [ 1592045, 1592045, 15439, 903108, 903108, 153234 ], [ -58606, -58606, -51915, -315953, -315953, -223954 ], [ 237, 457, 21, 237, 457, 21 ], [ 433, 841, 24, 433, 841, 24 ], [ 130, 246, 19, 130, 246, 19 ], [ 21586, 20597, 989, 21586, 20597, 989 ], [ 105.814464, 107.481131, 105.814464, 105.814464, 107.481131, 105.814464 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 491745, 520353, -585783, -582568, -329907, -584116 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22567, "evaluation_days": 1880.58, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599055200000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759930369704, "expiration_time": 1765774166400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 181, "offset": 49 } }, "second_band": { "type": "vwma", "factors": { "length": 83, "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) |
---|