Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1649433.6808 | -79977.3852 | -1569456.2956 | -131018.6408 | -3379972.7275 | 3248954.0868 |
Total P&L (%) | -1649.4337 | -79.9774 | -1569.4563 | -131.0186 | -3379.9727 | 3248.9541 |
Avg Daily Profit (%) | -0.8792 | -0.0426 | -0.8366 | 0 | 0 | 0.1873 |
Buy And Hold Return (%) | 554.518 | 554.518 | 554.518 | 554.518 | 554.518 | 554.518 |
Max Trade Drawdown | -1826060 | -193990 | -1649899 | -4778865 | -4985316 | -2476435 |
Profit Factor | 0.2241 | 0.7083 | 0.1524 | 0.9871 | 0.3577 | 1.6649 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 36 | 14 | 22 | 28 | 10 | 18 |
Losing Trades | 21 | 14 | 7 | 29 | 18 | 11 |
Profitability (%) | 63.1579 | 50 | 75.8621 | 49.1228 | 35.7143 | 62.069 |
Ratio Avg Win / Avg Loss | 0.1307 | 0.7083 | 0.0485 | 1.0223 | 0.6439 | 1.0174 |
Largest Winning Trade | 32908 | 32908 | 27820 | 3531461 | 758767 | 3531461 |
Largest Losing Trade | -1004934 | -58758 | -1004934 | -2789767 | -2789767 | -2476435 |
Avg Bars in Trades | 96 | 113 | 79 | 96 | 113 | 79 |
Avg Bars in Winners | 47 | 52 | 44 | 76 | 100 | 63 |
Avg Bars in Losers | 178 | 174 | 187 | 114 | 120 | 104 |
Bars Traded | 5473 | 3179 | 2294 | 5473 | 3179 | 2294 |
Profit Streak | 163.3154 | 163.3154 | 283.6487 | 0 | 0 | 0 |
Trades During Streak | 9 | 4 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757045 | -600450 | -576088 | -758952 | -607388 | 385946 |
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5628, "evaluation_days": 1876, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1599148800000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759476849391, "expiration_time": 1764312192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 241, "offset": 0, "poles": 2 } } }
{ "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": [ [ -1649433.6808065812, -79977.3852345715, -1569456.2955720099, -131018.6407792735, -3379972.727549788, 3248954.086770515 ], [ -1649.433681, -79.977385, -1569.456296, -131.018641, -3379.972728, 3248.954087 ], [ -0.879229, -0.042632, -0.836597, 0, 0, 0.187341 ], [ 554.517983, 554.517983, 554.517983, 554.517983, 554.517983, 554.517983 ], [ -1826060, -193990, -1649899, -4778865, -4985316, -2476435 ], [ 0.224085, 0.708327, 0.152374, 0.987091, 0.357739, 1.66489 ], [ 57, 28, 29, 57, 28, 29 ], [ 36, 14, 22, 28, 10, 18 ], [ 21, 14, 7, 29, 18, 11 ], [ 63.157895, 50, 75.862069, 49.122807, 35.714286, 62.068966 ], [ 0.130716, 0.708327, 0.048482, 1.022344, 0.64393, 1.017433 ], [ 32908, 32908, 27820, 3531461, 758767, 3531461 ], [ -1004934, -58758, -1004934, -2789767, -2789767, -2476435 ], [ 96, 113, 79, 96, 113, 79 ], [ 47, 52, 44, 76, 100, 63 ], [ 178, 174, 187, 114, 120, 104 ], [ 5473, 3179, 2294, 5473, 3179, 2294 ], [ 163.315386, 163.315386, 283.64872, 0, 0, 0 ], [ 9, 4, 5, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -757045, -600450, -576088, -758952, -607388, 385946 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5628, "evaluation_days": 1876, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1599148800000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759476849391, "expiration_time": 1764312192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 241, "offset": 0, "poles": 2 } } }
# | 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) |
---|