Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1560365.449 | 1465386.265 | 94979.1841 | 4772952.408 | 941475.2252 | 3831477.1828 |
Total P&L (%) | 1560.3654 | 1465.3863 | 94.9792 | 4772.9524 | 941.4752 | 3831.4772 |
Avg Daily Profit (%) | 0.8349 | 0.784 | 0.0508 | 0.2082 | 0.1255 | 0.1966 |
Buy And Hold Return (%) | 457.3231 | 457.3231 | 457.3231 | 457.3231 | 457.3231 | 457.3231 |
Max Trade Drawdown | -77028 | -118762 | -104948 | -4081454 | -3902229 | -1496440 |
Profit Factor | 3.2885 | 4.5856 | 1.3477 | 1.3705 | 1.1031 | 2.0228 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 36 | 13 | 23 | 36 | 13 | 23 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 40 | 28.8889 | 51.1111 | 40 | 28.8889 | 51.1111 |
Ratio Avg Win / Avg Loss | 4.9327 | 11.2877 | 1.2891 | 2.0558 | 2.7152 | 1.9348 |
Largest Winning Trade | 718229 | 718229 | 53247 | 3868353 | 3868353 | 1696554 |
Largest Losing Trade | -50009 | -38470 | -50009 | -1391136 | -1391136 | -1019360 |
Avg Bars in Trades | 59 | 64 | 55 | 59 | 64 | 55 |
Avg Bars in Winners | 86 | 95 | 80 | 86 | 95 | 80 |
Avg Bars in Losers | 42 | 51 | 28 | 42 | 51 | 28 |
Bars Traded | 5392 | 2893 | 2499 | 5392 | 2893 | 2499 |
Profit Streak | 0 | 0 | 139.4775 | 0 | 0 | 139.4775 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471216 | 179362 | -289280 | 219051 | -150271 | 468869 |
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5607, "evaluation_days": 1869, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1602201600000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758857257372, "expiration_time": 1763689248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 43, "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": [ [ 1560365.4490437629, 1465386.264986606, 94979.1840571562, 4772952.407967727, 941475.2251573807, 3831477.1828103466 ], [ 1560.365449, 1465.386265, 94.979184, 4772.952408, 941.475225, 3831.477183 ], [ 0.834866, 0.784048, 0.050818, 0.20815, 0.125452, 0.19664 ], [ 457.323141, 457.323141, 457.323141, 457.323141, 457.323141, 457.323141 ], [ -77028, -118762, -104948, -4081454, -3902229, -1496440 ], [ 3.288462, 4.585647, 1.347706, 1.370546, 1.103065, 2.022788 ], [ 90, 45, 45, 90, 45, 45 ], [ 36, 13, 23, 36, 13, 23 ], [ 54, 32, 22, 54, 32, 22 ], [ 40, 28.888889, 51.111111, 40, 28.888889, 51.111111 ], [ 4.932692, 11.287746, 1.28911, 2.055819, 2.715237, 1.93484 ], [ 718229, 718229, 53247, 3868353, 3868353, 1696554 ], [ -50009, -38470, -50009, -1391136, -1391136, -1019360 ], [ 59, 64, 55, 59, 64, 55 ], [ 86, 95, 80, 86, 95, 80 ], [ 42, 51, 28, 42, 51, 28 ], [ 5392, 2893, 2499, 5392, 2893, 2499 ], [ 0, 0, 139.477516, 0, 0, 139.477516 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 471216, 179362, -289280, 219051, -150271, 468869 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5607, "evaluation_days": 1869, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1602201600000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758857257372, "expiration_time": 1763689248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 43, "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) |
---|