Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506100.2266 | 630873.1546 | -124772.928 | -101773.5912 | 2621101.6298 | -2722875.2209 |
Total P&L (%) | 506.1002 | 630.8732 | -124.7729 | -101.7736 | 2621.1016 | -2722.8752 |
Avg Daily Profit (%) | 0.2711 | 0.3379 | -0.0668 | 0 | 0.1771 | 0 |
Buy And Hold Return (%) | 506.1205 | 506.1205 | 506.1205 | 506.1205 | 506.1205 | 506.1205 |
Max Trade Drawdown | -329322 | -255096 | -178591 | -2565316 | -27223 | -2884746 |
Profit Factor | 1.6629 | 2.4567 | 0.6223 | 0.966 | 33.9442 | 0.0656 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 32 | 14 | 18 | 46 | 27 | 19 |
Losing Trades | 48 | 26 | 22 | 34 | 13 | 21 |
Profitability (%) | 40 | 35 | 45 | 57.5 | 67.5 | 47.5 |
Ratio Avg Win / Avg Loss | 2.4944 | 4.5624 | 0.7606 | 0.714 | 16.3435 | 0.0726 |
Largest Winning Trade | 230830 | 230830 | 38016 | 1216666 | 1216666 | 158455 |
Largest Losing Trade | -100885 | -51150 | -100885 | -2547033 | -27066 | -2547033 |
Avg Bars in Trades | 134 | 211 | 58 | 134 | 211 | 58 |
Avg Bars in Winners | 164 | 297 | 60 | 154 | 218 | 62 |
Avg Bars in Losers | 115 | 164 | 57 | 108 | 195 | 55 |
Bars Traded | 10793 | 8440 | 2353 | 10793 | 8440 | 2353 |
Profit Streak | 0 | 0 | 0 | 86.2164 | 86.2164 | 94.883 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -181649 | -81000 | -582694 | -601942 | 648396 | -580763 |
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11203, "evaluation_days": 1867.17, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600531200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758820293856, "expiration_time": 1763554896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 120, "offset": 0, "std": 1.19754 } } }
{ "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": [ [ 506100.2265938402, 630873.1546022869, -124772.9280084469, -101773.5911706145, 2621101.62975356, -2722875.220924173 ], [ 506.100227, 630.873155, -124.772928, -101.773591, 2621.10163, -2722.875221 ], [ 0.271052, 0.337877, -0.066825, 0, 0.177089, 0 ], [ 506.120478, 506.120478, 506.120478, 506.120478, 506.120478, 506.120478 ], [ -329322, -255096, -178591, -2565316, -27223, -2884746 ], [ 1.662911, 2.456661, 0.622308, 0.966005, 33.944161, 0.065646 ], [ 80, 40, 40, 80, 40, 40 ], [ 32, 14, 18, 46, 27, 19 ], [ 48, 26, 22, 34, 13, 21 ], [ 40, 35, 45, 57.5, 67.5, 47.5 ], [ 2.494366, 4.562371, 0.760598, 0.714003, 16.343485, 0.072556 ], [ 230830, 230830, 38016, 1216666, 1216666, 158455 ], [ -100885, -51150, -100885, -2547033, -27066, -2547033 ], [ 134, 211, 58, 134, 211, 58 ], [ 164, 297, 60, 154, 218, 62 ], [ 115, 164, 57, 108, 195, 55 ], [ 10793, 8440, 2353, 10793, 8440, 2353 ], [ 0, 0, 0, 86.216364, 86.216364, 94.883031 ], [ 0, 0, 0, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -181649, -81000, -582694, -601942, 648396, -580763 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11203, "evaluation_days": 1867.17, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600531200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758820293856, "expiration_time": 1763554896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 120, "offset": 0, "std": 1.19754 } } }
# | 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) |
---|