Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1332240.4598 | -51981.8252 | -1280258.6346 | 167386.8164 | -9176635.8966 | 9344022.713 |
Total P&L (%) | -1332.2405 | -51.9818 | -1280.2586 | 167.3868 | -9176.6359 | 9344.0227 |
Avg Daily Profit (%) | -0.7113 | -0.0278 | -0.6835 | 0.0525 | 0 | 0.2431 |
Buy And Hold Return (%) | 620.5037 | 620.5037 | 620.5037 | 620.5037 | 620.5037 | 620.5037 |
Max Trade Drawdown | -1495800 | -183665 | -1378697 | -10136025 | -9870919 | -2734710 |
Profit Factor | 0.2006 | 0.749 | 0.1227 | 1.0112 | 0.1604 | 3.3405 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 41 | 19 | 22 | 39 | 17 | 22 |
Losing Trades | 16 | 9 | 7 | 18 | 11 | 7 |
Profitability (%) | 71.9298 | 67.8571 | 75.8621 | 68.4211 | 60.7143 | 75.8621 |
Ratio Avg Win / Avg Loss | 0.0783 | 0.3548 | 0.0391 | 0.4667 | 0.1038 | 1.0629 |
Largest Winning Trade | 26711 | 17360 | 26711 | 8877801 | 680618 | 8877801 |
Largest Losing Trade | -865604 | -80446 | -865604 | -8278444 | -8278444 | -2348951 |
Avg Bars in Trades | 61 | 78 | 46 | 61 | 78 | 46 |
Avg Bars in Winners | 12 | 13 | 10 | 23 | 21 | 25 |
Avg Bars in Losers | 189 | 213 | 159 | 144 | 165 | 111 |
Bars Traded | 3528 | 2186 | 1342 | 3528 | 2186 | 1342 |
Profit Streak | 80.3116 | 80.3116 | 246.3116 | 80.3116 | 80.3116 | 246.3116 |
Trades During Streak | 11 | 5 | 8 | 11 | 5 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -755777 | -598057 | -576011 | -673860 | -598983 | 664158 |
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3746, "evaluation_days": 1873, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1605744000000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759217323079, "expiration_time": 1764045216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 194, "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": [ [ -1332240.4597569935, -51981.8251826285, -1280258.6345743656, 167386.8164238772, -9176635.896563105, 9344022.712986983 ], [ -1332.24046, -51.981825, -1280.258635, 167.386816, -9176.635897, 9344.022713 ], [ -0.711287, -0.027753, -0.683534, 0.052525, 0, 0.243112 ], [ 620.503696, 620.503696, 620.503696, 620.503696, 620.503696, 620.503696 ], [ -1495800, -183665, -1378697, -10136025, -9870919, -2734710 ], [ 0.200558, 0.748993, 0.122732, 1.011217, 0.16041, 3.340485 ], [ 57, 28, 29, 57, 28, 29 ], [ 41, 19, 22, 39, 17, 22 ], [ 16, 9, 7, 18, 11, 7 ], [ 71.929825, 67.857143, 75.862069, 68.421053, 60.714286, 75.862069 ], [ 0.078267, 0.354786, 0.039051, 0.466716, 0.103795, 1.062882 ], [ 26711, 17360, 26711, 8877801, 680618, 8877801 ], [ -865604, -80446, -865604, -8278444, -8278444, -2348951 ], [ 61, 78, 46, 61, 78, 46 ], [ 12, 13, 10, 23, 21, 25 ], [ 189, 213, 159, 144, 165, 111 ], [ 3528, 2186, 1342, 3528, 2186, 1342 ], [ 80.31161, 80.31161, 246.31161, 80.31161, 80.31161, 246.31161 ], [ 11, 5, 8, 11, 5, 8 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -755777, -598057, -576011, -673860, -598983, 664158 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3746, "evaluation_days": 1873, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1605744000000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759217323079, "expiration_time": 1764045216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 194, "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) |
---|