Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 255703.3825 | 151426.3709 | 104277.0116 | 365305.0183 | 194470.6163 | 170834.402 |
Total P&L (%) | 255.7034 | 151.4264 | 104.277 | 365.305 | 194.4706 | 170.8344 |
Avg Daily Profit (%) | 0.2455 | 0.1454 | 0.1001 | 0.1477 | 0.1037 | 0.0957 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80622 | -48195 | -69405 | -393703 | -298430 | -361804 |
Profit Factor | 1.3827 | 1.5091 | 1.2813 | 1.1582 | 1.1863 | 1.135 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 107 | 50 | 57 | 107 | 50 | 57 |
Losing Trades | 133 | 70 | 63 | 133 | 70 | 63 |
Profitability (%) | 44.5833 | 41.6667 | 47.5 | 44.5833 | 41.6667 | 47.5 |
Ratio Avg Win / Avg Loss | 1.7187 | 2.1127 | 1.4161 | 1.4396 | 1.6608 | 1.2544 |
Largest Winning Trade | 59168 | 59168 | 29300 | 209635 | 209635 | 109752 |
Largest Losing Trade | -30604 | -11853 | -30604 | -172590 | -53734 | -172590 |
Avg Bars in Trades | 102 | 104 | 101 | 102 | 104 | 101 |
Avg Bars in Winners | 153 | 155 | 151 | 153 | 155 | 151 |
Avg Bars in Losers | 61 | 67 | 55 | 61 | 67 | 55 |
Bars Traded | 24638 | 12482 | 12156 | 24638 | 12482 | 12156 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318939 | 895 | -60564 | -43233 | -72443 | -138469 |
{ "trading_pair": "SAND_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669626000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758901580747, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 111, "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": [ [ 255703.3824765382, 151426.3708646429, 104277.0116118952, 365305.0182786271, 194470.6162819864, 170834.4019966405 ], [ 255.703382, 151.426371, 104.277012, 365.305018, 194.470616, 170.834402 ], [ 0.245486, 0.145376, 0.10011, 0.147718, 0.103739, 0.095698 ], [ 10, 10, 10, 10, 10, 10 ], [ -80622, -48195, -69405, -393703, -298430, -361804 ], [ 1.382677, 1.509071, 1.281267, 1.158176, 1.186306, 1.134977 ], [ 240, 120, 120, 240, 120, 120 ], [ 107, 50, 57, 107, 50, 57 ], [ 133, 70, 63, 133, 70, 63 ], [ 44.583333, 41.666667, 47.5, 44.583333, 41.666667, 47.5 ], [ 1.718655, 2.1127, 1.416137, 1.439602, 1.660829, 1.254448 ], [ 59168, 59168, 29300, 209635, 209635, 109752 ], [ -30604, -11853, -30604, -172590, -53734, -172590 ], [ 102, 104, 101, 102, 104, 101 ], [ 153, 155, 151, 153, 155, 151 ], [ 61, 67, 55, 61, 67, 55 ], [ 24638, 12482, 12156, 24638, 12482, 12156 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 318939, 895, -60564, -43233, -72443, -138469 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669626000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758901580747, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 111, "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) |
---|