Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2119463.9847 | 1937110.8924 | 182353.0923 | 29204332.9946 | 10056449.6718 | 19147883.3228 |
Total P&L (%) | 2119.464 | 1937.1109 | 182.3531 | 29204.333 | 10056.4497 | 19147.8833 |
Avg Daily Profit (%) | 1.1294 | 1.0322 | 0.0972 | 0.3031 | 0.2465 | 0.2807 |
Buy And Hold Return (%) | 589.3373 | 589.3373 | 589.3373 | 589.3373 | 589.3373 | 589.3373 |
Max Trade Drawdown | -84134 | -61846 | -96133 | -8058689 | -4813185 | -3792998 |
Profit Factor | 7.0118 | 10.6146 | 2.2071 | 2.1987 | 1.6578 | 3.11 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 50.7463 | 47.0588 | 54.5455 | 50.7463 | 47.0588 | 54.5455 |
Ratio Avg Win / Avg Loss | 6.8056 | 11.9414 | 1.8392 | 2.1341 | 1.865 | 2.5917 |
Largest Winning Trade | 1123026 | 1123026 | 56716 | 11963471 | 11788063 | 11963471 |
Largest Losing Trade | -42137 | -28736 | -42137 | -3912741 | -3912741 | -3037807 |
Avg Bars in Trades | 162 | 127 | 198 | 162 | 127 | 198 |
Avg Bars in Winners | 220 | 171 | 263 | 220 | 171 | 263 |
Avg Bars in Losers | 102 | 89 | 119 | 102 | 89 | 119 |
Bars Traded | 10880 | 4345 | 6535 | 10880 | 4345 | 6535 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101503 | 643634 | -224262 | -107800 | 374910 | 548424 |
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11260, "evaluation_days": 1876.67, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600776000000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759548628052, "expiration_time": 1764400320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 75, "offset": 160 } }, "second_band": { "type": "zlma", "factors": { "length": 81, "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": [ [ 2119463.984711911, 1937110.892446694, 182353.0922652173, 29204332.994637858, 10056449.671792887, 19147883.322844967 ], [ 2119.463985, 1937.110892, 182.353092, 29204.332995, 10056.449672, 19147.883323 ], [ 1.129375, 1.032206, 0.097168, 0.303139, 0.246521, 0.280676 ], [ 589.337344, 589.337344, 589.337344, 589.337344, 589.337344, 589.337344 ], [ -84134, -61846, -96133, -8058689, -4813185, -3792998 ], [ 7.011838, 10.61461, 2.207055, 2.19872, 1.657797, 3.10999 ], [ 67, 34, 33, 67, 34, 33 ], [ 34, 16, 18, 34, 16, 18 ], [ 33, 18, 15, 33, 18, 15 ], [ 50.746269, 47.058824, 54.545455, 50.746269, 47.058824, 54.545455 ], [ 6.805607, 11.941437, 1.839213, 2.134052, 1.865022, 2.591658 ], [ 1123026, 1123026, 56716, 11963471, 11788063, 11963471 ], [ -42137, -28736, -42137, -3912741, -3912741, -3037807 ], [ 162, 127, 198, 162, 127, 198 ], [ 220, 171, 263, 220, 171, 263 ], [ 102, 89, 119, 102, 89, 119 ], [ 10880, 4345, 6535, 10880, 4345, 6535 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -101503, 643634, -224262, -107800, 374910, 548424 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11260, "evaluation_days": 1876.67, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600776000000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759548628052, "expiration_time": 1764400320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 75, "offset": 160 } }, "second_band": { "type": "zlma", "factors": { "length": 81, "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) |
---|