Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1615087.0484 | -43619.5083 | -1571467.5402 | -19019.0773 | -5426235.1277 | 5407216.0504 |
Total P&L (%) | -1615.087 | -43.6195 | -1571.4675 | -19.0191 | -5426.2351 | 5407.2161 |
Avg Daily Profit (%) | -0.8602 | -0.0232 | -0.8369 | -0.0112 | 0 | 0.2137 |
Buy And Hold Return (%) | 624.4792 | 624.4792 | 624.4792 | 624.4792 | 624.4792 | 624.4792 |
Max Trade Drawdown | -1735367 | -159057 | -1648116 | -8724728 | -7283083 | -4554397 |
Profit Factor | 0.2629 | 0.8396 | 0.1811 | 0.999 | 0.459 | 1.5702 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 59.7403 | 55.2632 | 64.1026 | 59.7403 | 55.2632 | 64.1026 |
Ratio Avg Win / Avg Loss | 0.1771 | 0.6797 | 0.1014 | 0.6733 | 0.3716 | 0.8793 |
Largest Winning Trade | 39357 | 39357 | 31910 | 3992242 | 1168821 | 3992242 |
Largest Losing Trade | -1016441 | -51481 | -1016441 | -4526213 | -4526213 | -2434971 |
Avg Bars in Trades | 70 | 74 | 67 | 70 | 74 | 67 |
Avg Bars in Winners | 38 | 39 | 37 | 44 | 32 | 54 |
Avg Bars in Losers | 119 | 118 | 120 | 110 | 126 | 90 |
Bars Traded | 5463 | 2831 | 2632 | 5463 | 2831 | 2632 |
Profit Streak | 22.9201 | 41.2535 | 22.9201 | 22.9201 | 41.2535 | 22.9201 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -624476 | -579095 | -578382 | -624476 | -579095 | 382280 |
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5633, "evaluation_days": 1877.67, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1600704000000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759615499225, "expiration_time": 1764460512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 116, "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": [ [ -1615087.0484488113, -43619.508281215, -1571467.5401675967, -19019.077253776, -5426235.127682802, 5407216.050429032 ], [ -1615.087048, -43.619508, -1571.46754, -19.019077, -5426.235128, 5407.21605 ], [ -0.860155, -0.023231, -0.836924, -0.011234, 0, 0.213718 ], [ 624.479167, 624.479167, 624.479167, 624.479167, 624.479167, 624.479167 ], [ -1735367, -159057, -1648116, -8724728, -7283083, -4554397 ], [ 0.262856, 0.839647, 0.181095, 0.999025, 0.459022, 1.570186 ], [ 77, 38, 39, 77, 38, 39 ], [ 46, 21, 25, 46, 21, 25 ], [ 31, 17, 14, 31, 17, 14 ], [ 59.74026, 55.263158, 64.102564, 59.74026, 55.263158, 64.102564 ], [ 0.177142, 0.679714, 0.101413, 0.673256, 0.37159, 0.879304 ], [ 39357, 39357, 31910, 3992242, 1168821, 3992242 ], [ -1016441, -51481, -1016441, -4526213, -4526213, -2434971 ], [ 70, 74, 67, 70, 74, 67 ], [ 38, 39, 37, 44, 32, 54 ], [ 119, 118, 120, 110, 126, 90 ], [ 5463, 2831, 2632, 5463, 2831, 2632 ], [ 22.92013, 41.253463, 22.92013, 22.92013, 41.253463, 22.92013 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -624476, -579095, -578382, -624476, -579095, 382280 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5633, "evaluation_days": 1877.67, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1600704000000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759615499225, "expiration_time": 1764460512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 116, "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) |
---|