Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1629844.4281 | -72904.483 | -1556939.9451 | -39099.8691 | -6244291.3374 | 6205191.4683 |
Total P&L (%) | -1629.8444 | -72.9045 | -1556.9399 | -39.0999 | -6244.2913 | 6205.1915 |
Avg Daily Profit (%) | -0.8679 | -0.0388 | -0.829 | -0.0264 | 0 | 0.2209 |
Buy And Hold Return (%) | 646.7583 | 646.7583 | 646.7583 | 646.7583 | 646.7583 | 646.7583 |
Max Trade Drawdown | -1802561 | -181149 | -1663284 | -5677081 | -6774382 | -2296477 |
Profit Factor | 0.2272 | 0.7511 | 0.1428 | 0.9968 | 0.2048 | 2.4184 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 49 | 23 | 26 | 43 | 19 | 24 |
Losing Trades | 16 | 9 | 7 | 22 | 13 | 9 |
Profitability (%) | 75.3846 | 71.875 | 78.7879 | 66.1538 | 59.375 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.0742 | 0.2939 | 0.0384 | 0.51 | 0.1401 | 0.9069 |
Largest Winning Trade | 30070 | 27169 | 30070 | 7145356 | 577931 | 7145356 |
Largest Losing Trade | -1088439 | -57894 | -1088439 | -2936869 | -2936869 | -2140115 |
Avg Bars in Trades | 54 | 65 | 43 | 54 | 65 | 43 |
Avg Bars in Winners | 17 | 18 | 17 | 28 | 26 | 29 |
Avg Bars in Losers | 165 | 183 | 143 | 105 | 121 | 81 |
Bars Traded | 3528 | 2083 | 1445 | 3528 | 2083 | 1445 |
Profit Streak | 163.8865 | 163.8865 | 265.3865 | 163.8865 | 163.8865 | 265.3865 |
Trades During Streak | 13 | 6 | 8 | 13 | 6 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -711861 | -576534 | -575608 | -713057 | -578154 | 519490 |
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3756, "evaluation_days": 1878, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1605355200000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759655790238, "expiration_time": 1764490176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 185, "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": [ [ -1629844.4280623035, -72904.4829914633, -1556939.9450708404, -39099.8690642032, -6244291.337376715, 6205191.46831251 ], [ -1629.844428, -72.904483, -1556.939945, -39.099869, -6244.291337, 6205.191468 ], [ -0.867862, -0.03882, -0.829042, -0.026404, 0, 0.220902 ], [ 646.758319, 646.758319, 646.758319, 646.758319, 646.758319, 646.758319 ], [ -1802561, -181149, -1663284, -5677081, -6774382, -2296477 ], [ 0.227236, 0.751099, 0.142751, 0.996802, 0.204817, 2.418403 ], [ 65, 32, 33, 65, 32, 33 ], [ 49, 23, 26, 43, 19, 24 ], [ 16, 9, 7, 22, 13, 9 ], [ 75.384615, 71.875, 78.787879, 66.153846, 59.375, 72.727273 ], [ 0.0742, 0.293908, 0.038433, 0.509992, 0.140138, 0.906901 ], [ 30070, 27169, 30070, 7145356, 577931, 7145356 ], [ -1088439, -57894, -1088439, -2936869, -2936869, -2140115 ], [ 54, 65, 43, 54, 65, 43 ], [ 17, 18, 17, 28, 26, 29 ], [ 165, 183, 143, 105, 121, 81 ], [ 3528, 2083, 1445, 3528, 2083, 1445 ], [ 163.886461, 163.886461, 265.386461, 163.886461, 163.886461, 265.386461 ], [ 13, 6, 8, 13, 6, 8 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -711861, -576534, -575608, -713057, -578154, 519490 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3756, "evaluation_days": 1878, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1605355200000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759655790238, "expiration_time": 1764490176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 185, "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) |
---|