Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2175754.5299 | -8955.0035 | -2166799.5264 | 7842148.0896 | 59134915.2499 | -51292767.1603 |
Total P&L (%) | -2175.7545 | -8.955 | -2166.7995 | 7842.1481 | 59134.9153 | -51292.7672 |
Avg Daily Profit (%) | -1.1594 | -0.0048 | -1.1547 | 0.2334 | 0.3408 | 0 |
Buy And Hold Return (%) | 520.5187 | 520.5187 | 520.5187 | 520.5187 | 520.5187 | 520.5187 |
Max Trade Drawdown | -2368440 | -189321 | -2268818 | -66819658 | -6925726 | -83140405 |
Profit Factor | 0.2962 | 0.9796 | 0.1831 | 1.0474 | 2.3053 | 0.5726 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 123 | 54 | 69 | 87 | 48 | 39 |
Losing Trades | 61 | 38 | 23 | 97 | 44 | 53 |
Profitability (%) | 66.8478 | 58.6957 | 75 | 47.2826 | 52.1739 | 42.3913 |
Ratio Avg Win / Avg Loss | 0.1469 | 0.6894 | 0.061 | 1.1678 | 2.1132 | 0.7781 |
Largest Winning Trade | 43846 | 43846 | 36707 | 30814854 | 30814854 | 19187950 |
Largest Losing Trade | -1594929 | -52992 | -1594929 | -45571834 | -6424857 | -45571834 |
Avg Bars in Trades | 120 | 129 | 110 | 120 | 129 | 110 |
Avg Bars in Winners | 68 | 68 | 68 | 140 | 156 | 119 |
Avg Bars in Losers | 223 | 217 | 233 | 101 | 100 | 103 |
Bars Traded | 22084 | 11954 | 10130 | 22084 | 11954 | 10130 |
Profit Streak | 66.2496 | 92.833 | 66.2496 | 66.2496 | 92.833 | 66.2496 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576193 | -578599 | -576596 | -158674 | 538678 | -583074 |
{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22519, "evaluation_days": 1876.58, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599278400000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759586368839, "expiration_time": 1765416124800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 116, "offset": 0, "poles": 3 } } }
{ "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": [ [ -2175754.5299102943, -8955.0035373376, -2166799.526372955, 7842148.089596014, 59134915.249936044, -51292767.16033999 ], [ -2175.75453, -8.955004, -2166.799526, 7842.14809, 59134.91525, -51292.76716 ], [ -1.159425, -0.004772, -1.154653, 0.233397, 0.340778, 0 ], [ 520.518722, 520.518722, 520.518722, 520.518722, 520.518722, 520.518722 ], [ -2368440, -189321, -2268818, -66819658, -6925726, -83140405 ], [ 0.296194, 0.979603, 0.183073, 1.047441, 2.30527, 0.57256 ], [ 184, 92, 92, 184, 92, 92 ], [ 123, 54, 69, 87, 48, 39 ], [ 61, 38, 23, 97, 44, 53 ], [ 66.847826, 58.695652, 75, 47.282609, 52.173913, 42.391304 ], [ 0.146893, 0.68935, 0.061024, 1.167836, 2.113164, 0.778094 ], [ 43846, 43846, 36707, 30814854, 30814854, 19187950 ], [ -1594929, -52992, -1594929, -45571834, -6424857, -45571834 ], [ 120, 129, 110, 120, 129, 110 ], [ 68, 68, 68, 140, 156, 119 ], [ 223, 217, 233, 101, 100, 103 ], [ 22084, 11954, 10130, 22084, 11954, 10130 ], [ 66.249639, 92.832973, 66.249639, 66.249639, 92.832973, 66.249639 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576193, -578599, -576596, -158674, 538678, -583074 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22519, "evaluation_days": 1876.58, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599278400000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759586368839, "expiration_time": 1765416124800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 116, "offset": 0, "poles": 3 } } }
# | 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) |
---|