Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1966372.1501 | -155560.4107 | -1810811.7394 | -100521.4288 | 1677972.8902 | -1778494.319 |
Total P&L (%) | -1966.3722 | -155.5604 | -1810.8117 | -100.5214 | 1677.9729 | -1778.4943 |
Avg Daily Profit (%) | -1.0523 | -0.0832 | -0.969 | 0 | 0.1541 | 0 |
Buy And Hold Return (%) | 269.2593 | 269.2593 | 269.2593 | 269.2593 | 269.2593 | 269.2593 |
Max Trade Drawdown | -1985507 | -192934 | -1820223 | -1597373 | -277058 | -2111103 |
Profit Factor | 0.1782 | 0.5371 | 0.1195 | 0.9687 | 4.9723 | 0.3634 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 39 | 18 | 21 | 29 | 19 | 10 |
Losing Trades | 25 | 14 | 11 | 35 | 13 | 22 |
Profitability (%) | 60.9375 | 56.25 | 65.625 | 45.3125 | 59.375 | 31.25 |
Ratio Avg Win / Avg Loss | 0.1142 | 0.4177 | 0.0626 | 1.1692 | 3.4021 | 0.7995 |
Largest Winning Trade | 39035 | 39035 | 27562 | 839528 | 839528 | 465377 |
Largest Losing Trade | -1177130 | -59929 | -1177130 | -1016871 | -277058 | -1016871 |
Avg Bars in Trades | 85 | 97 | 72 | 85 | 97 | 72 |
Avg Bars in Winners | 39 | 48 | 31 | 116 | 122 | 105 |
Avg Bars in Losers | 156 | 161 | 149 | 59 | 62 | 57 |
Bars Traded | 5448 | 3134 | 2314 | 5448 | 3134 | 2314 |
Profit Streak | 77.0691 | 77.0691 | 120.0691 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -721489 | -579442 | -577826 | -724711 | 579280 | -588102 |
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{ "first_band": { "type": "tema", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 198, "offset": 0, "poles": 3 } } }
{ "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": [ [ -1966372.1501497775, -155560.4107243195, -1810811.739425458, -100521.4288208259, 1677972.890179044, -1778494.3189998704 ], [ -1966.37215, -155.560411, -1810.811739, -100.521429, 1677.97289, -1778.494319 ], [ -1.052284, -0.083247, -0.969038, 0, 0.154135, 0 ], [ 269.259339, 269.259339, 269.259339, 269.259339, 269.259339, 269.259339 ], [ -1985507, -192934, -1820223, -1597373, -277058, -2111103 ], [ 0.17815, 0.537095, 0.119497, 0.968746, 4.97227, 0.363415 ], [ 64, 32, 32, 64, 32, 32 ], [ 39, 18, 21, 29, 19, 10 ], [ 25, 14, 11, 35, 13, 22 ], [ 60.9375, 56.25, 65.625, 45.3125, 59.375, 31.25 ], [ 0.114199, 0.417741, 0.062594, 1.169176, 3.402079, 0.799513 ], [ 39035, 39035, 27562, 839528, 839528, 465377 ], [ -1177130, -59929, -1177130, -1016871, -277058, -1016871 ], [ 85, 97, 72, 85, 97, 72 ], [ 39, 48, 31, 116, 122, 105 ], [ 156, 161, 149, 59, 62, 57 ], [ 5448, 3134, 2314, 5448, 3134, 2314 ], [ 77.069073, 77.069073, 120.069073, 0, 0, 0 ], [ 3, 1, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -721489, -579442, -577826, -724711, 579280, -588102 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5606, "evaluation_days": 1868.67, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1598889600000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758850767940, "expiration_time": 1763659584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 198, "offset": 0, "poles": 3 } } }
# | 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) |
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