Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238711.3769 | 157131.8257 | 81579.5512 | 193802.5491 | 69359.8243 | 124442.7247 |
Total P&L (%) | 238.7114 | 157.1318 | 81.5796 | 193.8025 | 69.3598 | 124.4427 |
Avg Daily Profit (%) | 0.2292 | 0.1509 | 0.0783 | 0.1035 | 0.0506 | 0.0776 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53132 | -56117 | -38345 | -224209 | -212553 | -125128 |
Profit Factor | 1.5042 | 1.603 | 1.3833 | 1.1663 | 1.1054 | 1.2453 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 81 | 35 | 46 | 81 | 35 | 46 |
Losing Trades | 91 | 51 | 40 | 91 | 51 | 40 |
Profitability (%) | 47.093 | 40.6977 | 53.4884 | 47.093 | 40.6977 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.6899 | 2.3357 | 1.2029 | 1.3103 | 1.6107 | 1.0829 |
Largest Winning Trade | 145563 | 145563 | 33735 | 233918 | 233918 | 126559 |
Largest Losing Trade | -19701 | -15315 | -19701 | -75565 | -67896 | -75565 |
Avg Bars in Trades | 143 | 135 | 151 | 143 | 135 | 151 |
Avg Bars in Winners | 199 | 202 | 197 | 199 | 202 | 197 |
Avg Bars in Losers | 92 | 89 | 97 | 92 | 89 | 97 |
Bars Traded | 24643 | 11640 | 13003 | 24643 | 11640 | 13003 |
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 | 363022 | 226559 | -87658 | -92588 | -232806 | -89401 |
{ "trading_pair": "SAND_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669370400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758891787241, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 172, "offset": 7 } } }
{ "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": [ [ 238711.3769068086, 157131.8257290106, 81579.551177798, 193802.5490635338, 69359.8243183105, 124442.7247452231 ], [ 238.711377, 157.131826, 81.579551, 193.802549, 69.359824, 124.442725 ], [ 0.229173, 0.150853, 0.07832, 0.103521, 0.050593, 0.077645 ], [ 10, 10, 10, 10, 10, 10 ], [ -53132, -56117, -38345, -224209, -212553, -125128 ], [ 1.50424, 1.60296, 1.383349, 1.166315, 1.105403, 1.245338 ], [ 172, 86, 86, 172, 86, 86 ], [ 81, 35, 46, 81, 35, 46 ], [ 91, 51, 40, 91, 51, 40 ], [ 47.093023, 40.697674, 53.488372, 47.093023, 40.697674, 53.488372 ], [ 1.689949, 2.335742, 1.202912, 1.310304, 1.61073, 1.082903 ], [ 145563, 145563, 33735, 233918, 233918, 126559 ], [ -19701, -15315, -19701, -75565, -67896, -75565 ], [ 143, 135, 151, 143, 135, 151 ], [ 199, 202, 197, 199, 202, 197 ], [ 92, 89, 97, 92, 89, 97 ], [ 24643, 11640, 13003, 24643, 11640, 13003 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 363022, 226559, -87658, -92588, -232806, -89401 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669370400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758891787241, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 172, "offset": 7 } } }
# | 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) |
---|