Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1800971.947 | -16586.3479 | -1784385.5991 | 57601.6937 | 3350768.781 | -3293167.0873 |
Total P&L (%) | -1800.9719 | -16.5863 | -1784.3856 | 57.6017 | 3350.7688 | -3293.1671 |
Avg Daily Profit (%) | -0.96 | -0.0088 | -0.9511 | 0.0243 | 0.1889 | 0 |
Buy And Hold Return (%) | 479.2475 | 479.2475 | 479.2475 | 479.2475 | 479.2475 | 479.2475 |
Max Trade Drawdown | -1983511 | -131297 | -1931464 | -4354535 | -684460 | -5660902 |
Profit Factor | 0.2778 | 0.9471 | 0.1815 | 1.0048 | 2.527 | 0.6675 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 64 | 28 | 36 | 50 | 27 | 23 |
Losing Trades | 35 | 21 | 14 | 49 | 22 | 27 |
Profitability (%) | 64.6465 | 57.1429 | 72 | 50.5051 | 55.102 | 46 |
Ratio Avg Win / Avg Loss | 0.1519 | 0.7104 | 0.0706 | 0.9847 | 2.059 | 0.7836 |
Largest Winning Trade | 30184 | 30184 | 28521 | 2875428 | 1671241 | 2875428 |
Largest Losing Trade | -1237223 | -54218 | -1237223 | -3485714 | -323747 | -3485714 |
Avg Bars in Trades | 220 | 248 | 192 | 220 | 248 | 192 |
Avg Bars in Winners | 123 | 122 | 123 | 253 | 304 | 193 |
Avg Bars in Losers | 398 | 416 | 370 | 186 | 180 | 191 |
Bars Traded | 21817 | 12189 | 9628 | 21817 | 12189 | 9628 |
Profit Streak | 86.2691 | 86.2691 | 137.2691 | 86.2691 | 86.2691 | 137.2691 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577075 | -578392 | -756566 | -541338 | 535532 | -760973 |
{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22513, "evaluation_days": 1876.08, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599696000000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759537646953, "expiration_time": 1765371369600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 250, "offset": 69 } } }
{ "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": [ [ -1800971.946963604, -16586.347860112, -1784385.599103492, 57601.6936873662, 3350768.781020016, -3293167.0873326524 ], [ -1800.971947, -16.586348, -1784.385599, 57.601694, 3350.768781, -3293.167087 ], [ -0.959965, -0.008841, -0.951124, 0.02425, 0.188933, 0 ], [ 479.24748, 479.24748, 479.24748, 479.24748, 479.24748, 479.24748 ], [ -1983511, -131297, -1931464, -4354535, -684460, -5660902 ], [ 0.277818, 0.947138, 0.181483, 1.004761, 2.527, 0.667499 ], [ 99, 49, 50, 99, 49, 50 ], [ 64, 28, 36, 50, 27, 23 ], [ 35, 21, 14, 49, 22, 27 ], [ 64.646465, 57.142857, 72, 50.505051, 55.102041, 46 ], [ 0.151932, 0.710354, 0.070577, 0.984666, 2.059037, 0.783586 ], [ 30184, 30184, 28521, 2875428, 1671241, 2875428 ], [ -1237223, -54218, -1237223, -3485714, -323747, -3485714 ], [ 220, 248, 192, 220, 248, 192 ], [ 123, 122, 123, 253, 304, 193 ], [ 398, 416, 370, 186, 180, 191 ], [ 21817, 12189, 9628, 21817, 12189, 9628 ], [ 86.269062, 86.269062, 137.269062, 86.269062, 86.269062, 137.269062 ], [ 7, 3, 5, 7, 3, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577075, -578392, -756566, -541338, 535532, -760973 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22513, "evaluation_days": 1876.08, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599696000000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759537646953, "expiration_time": 1765371369600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 250, "offset": 69 } } }
# | 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) |
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