Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2007375.9746 | -168531.6845 | -1838844.2901 | -87948.2341 | 4537690.4184 | -4625638.6525 |
Total P&L (%) | -2007.376 | -168.5317 | -1838.8443 | -87.9482 | 4537.6904 | -4625.6387 |
Avg Daily Profit (%) | -1.0729 | -0.0901 | -0.9828 | -0.113 | 0.2053 | 0 |
Buy And Hold Return (%) | 581.1364 | 581.1364 | 581.1364 | 581.1364 | 581.1364 | 581.1364 |
Max Trade Drawdown | -2167693 | -270972 | -1933864 | -4025189 | -463607 | -5124469 |
Profit Factor | 0.175 | 0.5299 | 0.1137 | 0.9892 | 9.0742 | 0.389 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 67 | 29 | 38 | 55 | 33 | 22 |
Losing Trades | 28 | 18 | 10 | 40 | 14 | 26 |
Profitability (%) | 70.5263 | 61.7021 | 79.1667 | 57.8947 | 70.2128 | 45.8333 |
Ratio Avg Win / Avg Loss | 0.0731 | 0.3289 | 0.0299 | 0.7194 | 3.8497 | 0.4598 |
Largest Winning Trade | 15664 | 15664 | 12275 | 2128736 | 1723516 | 2128736 |
Largest Losing Trade | -1149387 | -58585 | -1149387 | -3985740 | -207766 | -3985740 |
Avg Bars in Trades | 56 | 66 | 45 | 56 | 66 | 45 |
Avg Bars in Winners | 16 | 16 | 16 | 71 | 79 | 59 |
Avg Bars in Losers | 150 | 147 | 156 | 34 | 36 | 33 |
Bars Traded | 5328 | 3140 | 2188 | 5328 | 3140 | 2188 |
Profit Streak | 43.5324 | 79.5324 | 43.5324 | 43.5324 | 79.5324 | 43.5324 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576016 | -577764 | -575486 | -577931 | 746197 | -580888 |
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5613, "evaluation_days": 1871, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1603296000000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759034795935, "expiration_time": 1763867232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 206, "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": [ [ -2007375.9745681845, -168531.6844836893, -1838844.2900844952, -87948.2341075214, 4537690.418397491, -4625638.652505013 ], [ -2007.375975, -168.531684, -1838.84429, -87.948234, 4537.690418, -4625.638653 ], [ -1.072889, -0.090076, -0.982814, -0.113028, 0.205277, 0 ], [ 581.136358, 581.136358, 581.136358, 581.136358, 581.136358, 581.136358 ], [ -2167693, -270972, -1933864, -4025189, -463607, -5124469 ], [ 0.175032, 0.529924, 0.113706, 0.989186, 9.074176, 0.38903 ], [ 95, 47, 48, 95, 47, 48 ], [ 67, 29, 38, 55, 33, 22 ], [ 28, 18, 10, 40, 14, 26 ], [ 70.526316, 61.702128, 79.166667, 57.894737, 70.212766, 45.833333 ], [ 0.073148, 0.328919, 0.029923, 0.719408, 3.849651, 0.459763 ], [ 15664, 15664, 12275, 2128736, 1723516, 2128736 ], [ -1149387, -58585, -1149387, -3985740, -207766, -3985740 ], [ 56, 66, 45, 56, 66, 45 ], [ 16, 16, 16, 71, 79, 59 ], [ 150, 147, 156, 34, 36, 33 ], [ 5328, 3140, 2188, 5328, 3140, 2188 ], [ 43.53236, 79.53236, 43.53236, 43.53236, 79.53236, 43.53236 ], [ 6, 4, 3, 6, 4, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576016, -577764, -575486, -577931, 746197, -580888 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5613, "evaluation_days": 1871, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1603296000000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759034795935, "expiration_time": 1763867232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 206, "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) |
---|