Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1712416.8025 | -3956.8791 | -1708459.9234 | 1457406.2512 | 16400918.3156 | -14943512.0644 |
Total P&L (%) | -1712.4168 | -3.9569 | -1708.4599 | 1457.4063 | 16400.9183 | -14943.5121 |
Avg Daily Profit (%) | -0.9098 | -0.0021 | -0.9077 | 0.146 | 0.2716 | 0 |
Buy And Hold Return (%) | 475.8566 | 475.8566 | 475.8566 | 475.8566 | 475.8566 | 475.8566 |
Max Trade Drawdown | -1839837 | -84985 | -1809383 | -60769806 | -10297687 | -60505054 |
Profit Factor | 0.334 | 0.9801 | 0.2797 | 1.012 | 1.8701 | 0.8545 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 126 | 58 | 68 | 116 | 66 | 50 |
Losing Trades | 93 | 52 | 41 | 103 | 44 | 59 |
Profitability (%) | 57.5342 | 52.7273 | 62.3853 | 52.968 | 60 | 45.8716 |
Ratio Avg Win / Avg Loss | 0.2465 | 0.8788 | 0.1687 | 0.8986 | 1.2467 | 1.0083 |
Largest Winning Trade | 60163 | 22811 | 60163 | 37132111 | 6283447 | 37132111 |
Largest Losing Trade | -984763 | -12650 | -984763 | -20680095 | -8793056 | -20680095 |
Avg Bars in Trades | 101 | 5 | 196 | 101 | 5 | 196 |
Avg Bars in Winners | 86 | 5 | 155 | 79 | 5 | 176 |
Avg Bars in Losers | 120 | 6 | 265 | 125 | 5 | 214 |
Bars Traded | 22119 | 658 | 21461 | 22119 | 658 | 21461 |
Profit Streak | 19.4778 | 68.4778 | 19.4778 | 19.4778 | 68.4778 | 19.4778 |
Trades During Streak | 3 | 9 | 1 | 3 | 9 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577183 | -578778 | -578878 | -206816 | 505101 | -580423 |
{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22587, "evaluation_days": 1882.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598169600000, "last_datapoint_time": 1760068800000, "evaluation_time": 1760074084215, "expiration_time": 1765923350400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.18716, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "dcl", "factors": { "length": 107, "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": [ [ -1712416.8025071847, -3956.8790921426, -1708459.923415043, 1457406.2512122858, 16400918.315572094, -14943512.064359825 ], [ -1712.416803, -3.956879, -1708.459923, 1457.406251, 16400.918316, -14943.512064 ], [ -0.909771, -0.002102, -0.907669, 0.145975, 0.271639, 0 ], [ 475.856584, 475.856584, 475.856584, 475.856584, 475.856584, 475.856584 ], [ -1839837, -84985, -1809383, -60769806, -10297687, -60505054 ], [ 0.334028, 0.980147, 0.279736, 1.011988, 1.870078, 0.854527 ], [ 219, 110, 109, 219, 110, 109 ], [ 126, 58, 68, 116, 66, 50 ], [ 93, 52, 41, 103, 44, 59 ], [ 57.534247, 52.727273, 62.385321, 52.968037, 60, 45.87156 ], [ 0.246544, 0.878753, 0.168665, 0.898575, 1.246718, 1.008342 ], [ 60163, 22811, 60163, 37132111, 6283447, 37132111 ], [ -984763, -12650, -984763, -20680095, -8793056, -20680095 ], [ 101, 5, 196, 101, 5, 196 ], [ 86, 5, 155, 79, 5, 176 ], [ 120, 6, 265, 125, 5, 214 ], [ 22119, 658, 21461, 22119, 658, 21461 ], [ 19.477826, 68.477826, 19.477826, 19.477827, 68.477827, 19.477827 ], [ 3, 9, 1, 3, 9, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577183, -578778, -578878, -206816, 505101, -580423 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22587, "evaluation_days": 1882.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598169600000, "last_datapoint_time": 1760068800000, "evaluation_time": 1760074084215, "expiration_time": 1765923350400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.18716, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "dcl", "factors": { "length": 107, "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) |
---|