Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2141824.5741 | -130860.4065 | -2010964.1676 | 94703.4928 | 5269787.5424 | -5175084.0497 |
Total P&L (%) | -2141.8246 | -130.8604 | -2010.9642 | 94.7035 | 5269.7875 | -5175.0841 |
Avg Daily Profit (%) | -1.1383 | -0.0695 | -1.0687 | 0.0354 | 0.2119 | 0 |
Buy And Hold Return (%) | 303.5346 | 303.5346 | 303.5346 | 303.5346 | 303.5346 | 303.5346 |
Max Trade Drawdown | -2223848 | -225769 | -2060028 | -5417277 | -851498 | -6706434 |
Profit Factor | 0.235 | 0.6992 | 0.1496 | 1.0077 | 2.8361 | 0.4535 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 120 | 57 | 63 | 74 | 43 | 31 |
Losing Trades | 49 | 27 | 22 | 95 | 41 | 54 |
Profitability (%) | 71.0059 | 67.8571 | 74.1176 | 43.787 | 51.1905 | 36.4706 |
Ratio Avg Win / Avg Loss | 0.096 | 0.3312 | 0.0522 | 1.2936 | 2.7042 | 0.79 |
Largest Winning Trade | 25235 | 25235 | 18924 | 2130306 | 2130306 | 1253445 |
Largest Losing Trade | -1308332 | -55411 | -1308332 | -4093340 | -851498 | -4093340 |
Avg Bars in Trades | 32 | 36 | 28 | 32 | 36 | 28 |
Avg Bars in Winners | 12 | 12 | 12 | 44 | 52 | 34 |
Avg Bars in Losers | 80 | 84 | 74 | 22 | 18 | 25 |
Bars Traded | 5478 | 3026 | 2452 | 5478 | 3026 | 2452 |
Profit Streak | 70.563 | 91.8964 | 70.563 | 70.563 | 91.8964 | 70.563 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575520 | -577070 | -575942 | -523328 | 533614 | -584608 |
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5645, "evaluation_days": 1881.67, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1597392000000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759959045310, "expiration_time": 1764816480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 151, "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": [ [ -2141824.574146813, -130860.4065224222, -2010964.1676243905, 94703.4927882919, 5269787.542438306, -5175084.049650013 ], [ -2141.824574, -130.860407, -2010.964168, 94.703493, 5269.787542, -5175.08405 ], [ -1.138257, -0.069545, -1.068712, 0.035417, 0.211918, 0 ], [ 303.53461, 303.53461, 303.53461, 303.53461, 303.53461, 303.53461 ], [ -2223848, -225769, -2060028, -5417277, -851498, -6706434 ], [ 0.235017, 0.699248, 0.149598, 1.007674, 2.836064, 0.453545 ], [ 169, 84, 85, 169, 84, 85 ], [ 120, 57, 63, 74, 43, 31 ], [ 49, 27, 22, 95, 41, 54 ], [ 71.005917, 67.857143, 74.117647, 43.786982, 51.190476, 36.470588 ], [ 0.095965, 0.331223, 0.05224, 1.293636, 2.704154, 0.790046 ], [ 25235, 25235, 18924, 2130306, 2130306, 1253445 ], [ -1308332, -55411, -1308332, -4093340, -851498, -4093340 ], [ 32, 36, 28, 32, 36, 28 ], [ 12, 12, 12, 44, 52, 34 ], [ 80, 84, 74, 22, 18, 25 ], [ 5478, 3026, 2452, 5478, 3026, 2452 ], [ 70.563024, 91.896358, 70.563024, 70.563024, 91.896358, 70.563024 ], [ 10, 5, 5, 10, 5, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575520, -577070, -575942, -523328, 533614, -584608 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5645, "evaluation_days": 1881.67, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1597392000000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759959045310, "expiration_time": 1764816480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 151, "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) |
---|