Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1158891.0784 | 1134073.2567 | 24817.8216 | 966173.7561 | 437820.6658 | 528353.0903 |
Total P&L (%) | 1158.8911 | 1134.0733 | 24.8178 | 966.1738 | 437.8207 | 528.3531 |
Avg Daily Profit (%) | 0.6171 | 0.6039 | 0.0132 | 0.1261 | 0.0896 | 0.0979 |
Buy And Hold Return (%) | 491.0659 | 491.0659 | 491.0659 | 491.0659 | 491.0659 | 491.0659 |
Max Trade Drawdown | -109995 | -128423 | -184649 | -870797 | -919705 | -346783 |
Profit Factor | 2.3471 | 3.5633 | 1.0594 | 1.3055 | 1.2167 | 1.4626 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 50 | 19 | 31 | 50 | 19 | 31 |
Losing Trades | 73 | 42 | 31 | 73 | 42 | 31 |
Profitability (%) | 40.6504 | 31.1475 | 50 | 40.6504 | 31.1475 | 50 |
Ratio Avg Win / Avg Loss | 3.4267 | 7.8769 | 1.0594 | 1.906 | 2.6895 | 1.4626 |
Largest Winning Trade | 727792 | 727792 | 56947 | 904656 | 904656 | 190838 |
Largest Losing Trade | -55866 | -34940 | -55866 | -348027 | -348027 | -158783 |
Avg Bars in Trades | 44 | 46 | 41 | 44 | 46 | 41 |
Avg Bars in Winners | 68 | 76 | 63 | 68 | 76 | 63 |
Avg Bars in Losers | 27 | 33 | 19 | 27 | 33 | 19 |
Bars Traded | 5434 | 2844 | 2590 | 5434 | 2844 | 2590 |
Profit Streak | 51.1548 | 51.1548 | 53.8215 | 51.1548 | 51.1548 | 53.8215 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348737 | -155320 | -649360 | -32029 | -407127 | -356110 |
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5634, "evaluation_days": 1878, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1602374400000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759635776025, "expiration_time": 1764490176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.07794 } } }
{ "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": [ [ 1158891.0783526497, 1134073.25673269, 24817.82161996, 966173.7560547534, 437820.6657956728, 528353.0902590808 ], [ 1158.891078, 1134.073257, 24.817822, 966.173756, 437.820666, 528.35309 ], [ 0.617088, 0.603873, 0.013215, 0.1261, 0.089622, 0.097914 ], [ 491.065877, 491.065877, 491.065877, 491.065877, 491.065877, 491.065877 ], [ -109995, -128423, -184649, -870797, -919705, -346783 ], [ 2.347058, 3.563341, 1.059388, 1.305506, 1.216693, 1.462631 ], [ 123, 61, 62, 123, 61, 62 ], [ 50, 19, 31, 50, 19, 31 ], [ 73, 42, 31, 73, 42, 31 ], [ 40.650407, 31.147541, 50, 40.650407, 31.147541, 50 ], [ 3.426705, 7.876859, 1.059388, 1.906039, 2.689531, 1.462631 ], [ 727792, 727792, 56947, 904656, 904656, 190838 ], [ -55866, -34940, -55866, -348027, -348027, -158783 ], [ 44, 46, 41, 44, 46, 41 ], [ 68, 76, 63, 68, 76, 63 ], [ 27, 33, 19, 27, 33, 19 ], [ 5434, 2844, 2590, 5434, 2844, 2590 ], [ 51.154815, 51.154815, 53.821482, 51.154815, 51.154815, 53.821482 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 348737, -155320, -649360, -32029, -407127, -356110 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5634, "evaluation_days": 1878, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1602374400000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759635776025, "expiration_time": 1764490176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.07794 } } }
# | 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) |
---|