Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1146864.3049 | 1159506.8133 | -12642.5084 | 101502.1654 | 581725.4383 | -480223.2729 |
Total P&L (%) | 1146.8643 | 1159.5068 | -12.6425 | 101.5022 | 581.7254 | -480.2233 |
Avg Daily Profit (%) | 0.6135 | 0.6203 | -0.0068 | 0.0375 | 0.1027 | 0 |
Buy And Hold Return (%) | 484.2543 | 484.2543 | 484.2543 | 484.2543 | 484.2543 | 484.2543 |
Max Trade Drawdown | -192205 | -96294 | -218839 | -666412 | -159661 | -692776 |
Profit Factor | 2.3855 | 3.7521 | 0.9689 | 1.0706 | 2.0975 | 0.4715 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 45.2381 | 35.7143 | 54.7619 | 45.2381 | 35.7143 | 54.7619 |
Ratio Avg Win / Avg Loss | 2.8877 | 6.7538 | 0.8004 | 1.2959 | 3.7755 | 0.3895 |
Largest Winning Trade | 545554 | 545554 | 54319 | 558746 | 558746 | 71599 |
Largest Losing Trade | -87583 | -49582 | -87583 | -598385 | -102197 | -598385 |
Avg Bars in Trades | 64 | 71 | 57 | 64 | 71 | 57 |
Avg Bars in Winners | 80 | 87 | 75 | 80 | 87 | 75 |
Avg Bars in Losers | 50 | 61 | 35 | 50 | 61 | 35 |
Bars Traded | 5400 | 2985 | 2415 | 5400 | 2985 | 2415 |
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 | 361995 | 314568 | -580117 | -453144 | -160091 | -580117 |
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5608, "evaluation_days": 1869.33, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1602892800000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758888093353, "expiration_time": 1763718912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 68, "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": [ [ 1146864.3049152107, 1159506.813290876, -12642.508375665, 101502.1653554652, 581725.4382863771, -480223.2729309117 ], [ 1146.864305, 1159.506813, -12.642508, 101.502165, 581.725438, -480.223273 ], [ 0.613516, 0.620279, -0.006763, 0.037487, 0.102734, 0 ], [ 484.254301, 484.254301, 484.254301, 484.254301, 484.254301, 484.254301 ], [ -192205, -96294, -218839, -666412, -159661, -692776 ], [ 2.385517, 3.752119, 0.968894, 1.070556, 2.097514, 0.471453 ], [ 84, 42, 42, 84, 42, 42 ], [ 38, 15, 23, 38, 15, 23 ], [ 46, 27, 19, 46, 27, 19 ], [ 45.238095, 35.714286, 54.761905, 45.238095, 35.714286, 54.761905 ], [ 2.887731, 6.753814, 0.800391, 1.295936, 3.775524, 0.389462 ], [ 545554, 545554, 54319, 558746, 558746, 71599 ], [ -87583, -49582, -87583, -598385, -102197, -598385 ], [ 64, 71, 57, 64, 71, 57 ], [ 80, 87, 75, 80, 87, 75 ], [ 50, 61, 35, 50, 61, 35 ], [ 5400, 2985, 2415, 5400, 2985, 2415 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 361995, 314568, -580117, -453144, -160091, -580117 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5608, "evaluation_days": 1869.33, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1602892800000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758888093353, "expiration_time": 1763718912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 68, "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) |
---|