Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1131021.2899 | 30093.7451 | -1161115.035 | 1130960.3796 | -13945452.6459 | 15076413.0254 |
Total P&L (%) | -1131.0213 | 30.0937 | -1161.115 | 1130.9604 | -13945.4526 | 15076.413 |
Avg Daily Profit (%) | -0.6038 | 0.0161 | -0.6198 | 0.1341 | 0 | 0.2685 |
Buy And Hold Return (%) | 425.7122 | 425.7122 | 425.7122 | 425.7122 | 425.7122 | 425.7122 |
Max Trade Drawdown | -1341324 | -145418 | -1283107 | -18796602 | -18004038 | -3561738 |
Profit Factor | 0.2908 | 1.1479 | 0.1655 | 1.0413 | 0.3401 | 3.4096 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 69 | 33 | 36 | 65 | 30 | 35 |
Losing Trades | 15 | 9 | 6 | 19 | 12 | 7 |
Profitability (%) | 82.1429 | 78.5714 | 85.7143 | 77.381 | 71.4286 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.0632 | 0.3131 | 0.0276 | 0.3044 | 0.1361 | 0.6819 |
Largest Winning Trade | 21007 | 18842 | 21007 | 11456110 | 1994802 | 11456110 |
Largest Losing Trade | -768100 | -79665 | -768100 | -15468610 | -15468610 | -2831740 |
Avg Bars in Trades | 86 | 106 | 65 | 86 | 106 | 65 |
Avg Bars in Winners | 19 | 20 | 19 | 35 | 29 | 40 |
Avg Bars in Losers | 390 | 422 | 341 | 260 | 301 | 191 |
Bars Traded | 7231 | 4489 | 2742 | 7231 | 4489 | 2742 |
Profit Streak | 79.0683 | 79.0683 | 246.3183 | 79.0683 | 79.0683 | 246.3183 |
Trades During Streak | 11 | 5 | 10 | 11 | 5 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574520 | -391408 | -574774 | -188068 | -576494 | 652950 |
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7493, "evaluation_days": 1873.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1602266400000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759239504966, "expiration_time": 1764089064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 226, "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": [ [ -1131021.2898511202, 30093.7451301855, -1161115.0349813057, 1130960.3795737885, -13945452.645859333, 15076413.025433108 ], [ -1131.02129, 30.093745, -1161.115035, 1130.96038, -13945.452646, 15076.413025 ], [ -0.603775, 0.016065, -0.61984, 0.134102, 0, 0.268467 ], [ 425.712216, 425.712216, 425.712216, 425.712216, 425.712216, 425.712216 ], [ -1341324, -145418, -1283107, -18796602, -18004038, -3561738 ], [ 0.290825, 1.147945, 0.165524, 1.04129, 0.340147, 3.409624 ], [ 84, 42, 42, 84, 42, 42 ], [ 69, 33, 36, 65, 30, 35 ], [ 15, 9, 6, 19, 12, 7 ], [ 82.142857, 78.571429, 85.714286, 77.380952, 71.428571, 83.333333 ], [ 0.063223, 0.313076, 0.027587, 0.304377, 0.136059, 0.681925 ], [ 21007, 18842, 21007, 11456110, 1994802, 11456110 ], [ -768100, -79665, -768100, -15468610, -15468610, -2831740 ], [ 86, 106, 65, 86, 106, 65 ], [ 19, 20, 19, 35, 29, 40 ], [ 390, 422, 341, 260, 301, 191 ], [ 7231, 4489, 2742, 7231, 4489, 2742 ], [ 79.068344, 79.068344, 246.318344, 79.068344, 79.068344, 246.318344 ], [ 11, 5, 10, 11, 5, 10 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574520, -391408, -574774, -188068, -576494, 652950 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7493, "evaluation_days": 1873.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1602266400000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759239504966, "expiration_time": 1764089064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 226, "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) |
---|