Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1546169.4027 | 1463732.0542 | 82437.3484 | -141370278.8713 | -39411931.0577 | -101958347.8136 |
Total P&L (%) | 1546.1694 | 1463.7321 | 82.4373 | -141370.2789 | -39411.9311 | -101958.3478 |
Avg Daily Profit (%) | 0.8239 | 0.78 | 0.0439 | 0 | 0 | 0 |
Buy And Hold Return (%) | 706.3476 | 706.3476 | 706.3476 | 706.3476 | 706.3476 | 706.3476 |
Max Trade Drawdown | -221933 | -96792 | -220081 | -164753952 | -93756603 | -107121029 |
Profit Factor | 3.6748 | 6.2845 | 1.2738 | 0.5114 | 0.7683 | 0.145 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 38 | 16 | 22 | 26 | 16 | 10 |
Losing Trades | 27 | 16 | 11 | 39 | 16 | 23 |
Profitability (%) | 58.4615 | 50 | 66.6667 | 40 | 50 | 30.303 |
Ratio Avg Win / Avg Loss | 2.611 | 6.2845 | 0.6369 | 0.767 | 0.7683 | 0.3334 |
Largest Winning Trade | 681725 | 681725 | 48785 | 59896224 | 59896224 | 5194328 |
Largest Losing Trade | -220081 | -45135 | -220081 | -83086936 | -83086936 | -28933156 |
Avg Bars in Trades | 81 | 112 | 50 | 81 | 112 | 50 |
Avg Bars in Winners | 89 | 129 | 60 | 65 | 87 | 32 |
Avg Bars in Losers | 69 | 95 | 32 | 91 | 136 | 59 |
Bars Traded | 5267 | 3586 | 1681 | 5267 | 3586 | 1681 |
Profit Streak | 0 | 110.0814 | 0 | 45.0814 | 0 | 91.4147 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120522 | 563244 | -299621 | -720388 | -580810 | -587903 |
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5630, "evaluation_days": 1876.67, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1604073600000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759514232831, "expiration_time": 1764371520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 227, "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": [ [ 1546169.4026776443, 1463732.0542427837, 82437.34843486, -141370278.87127733, -39411931.0577019, -101958347.81357543 ], [ 1546.169403, 1463.732054, 82.437348, -141370.278871, -39411.931058, -101958.347814 ], [ 0.82389, 0.779962, 0.043927, 0, 0, 0 ], [ 706.347604, 706.347604, 706.347604, 706.347604, 706.347604, 706.347604 ], [ -221933, -96792, -220081, -164753952, -93756603, -107121029 ], [ 3.6748, 6.284461, 1.273821, 0.511359, 0.768256, 0.144978 ], [ 65, 32, 33, 65, 32, 33 ], [ 38, 16, 22, 26, 16, 10 ], [ 27, 16, 11, 39, 16, 23 ], [ 58.461538, 50, 66.666667, 40, 50, 30.30303 ], [ 2.611042, 6.284461, 0.636911, 0.767039, 0.768256, 0.333449 ], [ 681725, 681725, 48785, 59896224, 59896224, 5194328 ], [ -220081, -45135, -220081, -83086936, -83086936, -28933156 ], [ 81, 112, 50, 81, 112, 50 ], [ 89, 129, 60, 65, 87, 32 ], [ 69, 95, 32, 91, 136, 59 ], [ 5267, 3586, 1681, 5267, 3586, 1681 ], [ 0, 110.081398, 0, 45.081398, 0, 91.414732 ], [ 0, 1, 0, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -120522, 563244, -299621, -720388, -580810, -587903 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5630, "evaluation_days": 1876.67, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1604073600000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759514232831, "expiration_time": 1764371520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 227, "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) |
---|