Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -816941.7309 | 47291.0563 | -864232.7872 | -60429.0603 | 2696830.7775 | -2757259.8378 |
Total P&L (%) | -816.9417 | 47.2911 | -864.2328 | -60.4291 | 2696.8308 | -2757.2598 |
Avg Daily Profit (%) | -0.4341 | 0.0251 | -0.4592 | -0.0492 | 0.1772 | 0 |
Buy And Hold Return (%) | 501.8072 | 501.8072 | 501.8072 | 501.8072 | 501.8072 | 501.8072 |
Max Trade Drawdown | -934507 | -136928 | -944963 | -3370117 | -296334 | -3344852 |
Profit Factor | 0.3889 | 1.2028 | 0.2169 | 0.9863 | 5.2512 | 0.2726 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 53 | 27 | 26 | 37 | 19 | 18 |
Losing Trades | 12 | 5 | 7 | 28 | 13 | 15 |
Profitability (%) | 81.5385 | 84.375 | 78.7879 | 56.9231 | 59.375 | 54.5455 |
Ratio Avg Win / Avg Loss | 0.0881 | 0.2227 | 0.0584 | 0.7464 | 3.5929 | 0.2272 |
Largest Winning Trade | 27873 | 27873 | 25544 | 2305695 | 2305695 | 315396 |
Largest Losing Trade | -448820 | -82855 | -448820 | -2636115 | -223975 | -2636115 |
Avg Bars in Trades | 53 | 75 | 32 | 53 | 75 | 32 |
Avg Bars in Winners | 20 | 26 | 14 | 67 | 100 | 31 |
Avg Bars in Losers | 199 | 341 | 98 | 35 | 38 | 33 |
Bars Traded | 3482 | 2418 | 1064 | 3482 | 2418 | 1064 |
Profit Streak | 140.1519 | 140.1519 | 294.6519 | 140.1519 | 140.1519 | 351.1519 |
Trades During Streak | 9 | 4 | 7 | 9 | 4 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -711197 | -321592 | -575638 | -714338 | 622931 | -578771 |
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3764, "evaluation_days": 1882, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1606564800000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759981125999, "expiration_time": 1764846144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 213, "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": [ [ -816941.7309009698, 47291.0562692151, -864232.787170185, -60429.0602978115, 2696830.777492468, -2757259.8377902806 ], [ -816.941731, 47.291056, -864.232787, -60.42906, 2696.830777, -2757.259838 ], [ -0.434082, 0.025128, -0.45921, -0.049248, 0.177153, 0 ], [ 501.807215, 501.807215, 501.807215, 501.807215, 501.807215, 501.807215 ], [ -934507, -136928, -944963, -3370117, -296334, -3344852 ], [ 0.388931, 1.20275, 0.216937, 0.986343, 5.25119, 0.272587 ], [ 65, 32, 33, 65, 32, 33 ], [ 53, 27, 26, 37, 19, 18 ], [ 12, 5, 7, 28, 13, 15 ], [ 81.538462, 84.375, 78.787879, 56.923077, 59.375, 54.545455 ], [ 0.08806, 0.222731, 0.058406, 0.746422, 3.592919, 0.227156 ], [ 27873, 27873, 25544, 2305695, 2305695, 315396 ], [ -448820, -82855, -448820, -2636115, -223975, -2636115 ], [ 53, 75, 32, 53, 75, 32 ], [ 20, 26, 14, 67, 100, 31 ], [ 199, 341, 98, 35, 38, 33 ], [ 3482, 2418, 1064, 3482, 2418, 1064 ], [ 140.151921, 140.151921, 294.651921, 140.151921, 140.151921, 351.151921 ], [ 9, 4, 7, 9, 4, 8 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -711197, -321592, -575638, -714338, 622931, -578771 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3764, "evaluation_days": 1882, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1606564800000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759981125999, "expiration_time": 1764846144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 213, "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) |
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