Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1291530.4244 | 1220178.8473 | 71351.5771 | 2807221.3637 | 633965.4258 | 2173255.938 |
Total P&L (%) | 1291.5304 | 1220.1788 | 71.3516 | 2807.2214 | 633.9654 | 2173.2559 |
Avg Daily Profit (%) | 0.6851 | 0.6473 | 0.0378 | 0.1789 | 0.1058 | 0.1658 |
Buy And Hold Return (%) | 167.0199 | 167.0199 | 167.0199 | 167.0199 | 167.0199 | 167.0199 |
Max Trade Drawdown | -108349 | -87428 | -90462 | -3352244 | -2946470 | -1763859 |
Profit Factor | 2.5982 | 3.9089 | 1.1836 | 1.1368 | 1.0564 | 1.234 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 41 | 13 | 28 | 41 | 13 | 28 |
Losing Trades | 97 | 56 | 41 | 97 | 56 | 41 |
Profitability (%) | 29.7101 | 18.8406 | 40.5797 | 29.7101 | 18.8406 | 40.5797 |
Ratio Avg Win / Avg Loss | 6.1469 | 16.8384 | 1.7331 | 2.6895 | 4.5508 | 1.8069 |
Largest Winning Trade | 587842 | 587842 | 54509 | 3421055 | 3421055 | 2015521 |
Largest Losing Trade | -32320 | -19299 | -32320 | -1129018 | -695753 | -1129018 |
Avg Bars in Trades | 80 | 73 | 88 | 80 | 73 | 88 |
Avg Bars in Winners | 170 | 186 | 162 | 170 | 186 | 162 |
Avg Bars in Losers | 43 | 47 | 37 | 43 | 47 | 37 |
Bars Traded | 11164 | 5077 | 6087 | 11164 | 5077 | 6087 |
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 | 304150 | -140064 | -431219 | -69779 | -369996 | -97084 |
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11311, "evaluation_days": 1885.17, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598587200000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760273893632, "expiration_time": 1765156752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 83, "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": [ [ 1291530.4244438105, 1220178.8473347696, 71351.5771090412, 2807221.3637466542, 633965.4257897596, 2173255.9379568924 ], [ 1291.530424, 1220.178847, 71.351577, 2807.221364, 633.965426, 2173.255938 ], [ 0.6851, 0.647251, 0.037849, 0.178912, 0.105791, 0.165841 ], [ 167.019868, 167.019868, 167.019868, 167.019868, 167.019868, 167.019868 ], [ -108349, -87428, -90462, -3352244, -2946470, -1763859 ], [ 2.598169, 3.908912, 1.183579, 1.13679, 1.056435, 1.23397 ], [ 138, 69, 69, 138, 69, 69 ], [ 41, 13, 28, 41, 13, 28 ], [ 97, 56, 41, 97, 56, 41 ], [ 29.710145, 18.84058, 40.57971, 29.710145, 18.84058, 40.57971 ], [ 6.146887, 16.838389, 1.733098, 2.689479, 4.550798, 1.806884 ], [ 587842, 587842, 54509, 3421055, 3421055, 2015521 ], [ -32320, -19299, -32320, -1129018, -695753, -1129018 ], [ 80, 73, 88, 80, 73, 88 ], [ 170, 186, 162, 170, 186, 162 ], [ 43, 47, 37, 43, 47, 37 ], [ 11164, 5077, 6087, 11164, 5077, 6087 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 304150, -140064, -431219, -69779, -369996, -97084 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11311, "evaluation_days": 1885.17, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598587200000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760273893632, "expiration_time": 1765156752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 83, "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) |
---|