Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2182169.3879 | -168862.0579 | -2013307.3299 | -86461.7385 | 1925591.667 | -2012053.4054 |
Total P&L (%) | -2182.1694 | -168.8621 | -2013.3073 | -86.4617 | 1925.5917 | -2012.0534 |
Avg Daily Profit (%) | -1.1607 | -0.0898 | -1.0709 | -0.1063 | 0.1602 | 0 |
Buy And Hold Return (%) | 325.3224 | 325.3224 | 325.3224 | 325.3224 | 325.3224 | 325.3224 |
Max Trade Drawdown | -2317065 | -238101 | -2103343 | -2599989 | -264639 | -2335350 |
Profit Factor | 0.1672 | 0.537 | 0.1075 | 0.98 | 5.668 | 0.4841 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 63 | 28 | 35 | 53 | 31 | 22 |
Losing Trades | 36 | 21 | 15 | 46 | 18 | 28 |
Profitability (%) | 63.6364 | 57.1429 | 70 | 53.5354 | 63.2653 | 44 |
Ratio Avg Win / Avg Loss | 0.0956 | 0.4027 | 0.0461 | 0.8505 | 3.2911 | 0.6162 |
Largest Winning Trade | 43030 | 21261 | 43030 | 1376452 | 1191861 | 1376452 |
Largest Losing Trade | -1393601 | -57141 | -1393601 | -2281236 | -165579 | -2281236 |
Avg Bars in Trades | 37 | 43 | 32 | 37 | 43 | 32 |
Avg Bars in Winners | 16 | 19 | 14 | 49 | 55 | 40 |
Avg Bars in Losers | 74 | 76 | 72 | 25 | 24 | 25 |
Bars Traded | 3749 | 2145 | 1604 | 3749 | 2145 | 1604 |
Profit Streak | 21.0281 | 64.0281 | 21.0281 | 21.0281 | 64.0281 | 21.0281 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577233 | -578313 | -757186 | -578543 | 666690 | -762112 |
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3760, "evaluation_days": 1880, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1597406400000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759840827195, "expiration_time": 1764668160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2282, "nb": 0.84492, "nc": 0.1 } }, "second_band": { "type": "ssf", "factors": { "length": 207, "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": [ [ -2182169.3878620462, -168862.0579213058, -2013307.3299407407, -86461.7384572922, 1925591.6669519786, -2012053.4054092704 ], [ -2182.169388, -168.862058, -2013.30733, -86.461738, 1925.591667, -2012.053405 ], [ -1.160728, -0.08982, -1.070908, -0.106308, 0.160152, 0 ], [ 325.322363, 325.322363, 325.322363, 325.322363, 325.322363, 325.322363 ], [ -2317065, -238101, -2103343, -2599989, -264639, -2335350 ], [ 0.167239, 0.536994, 0.107456, 0.979952, 5.668029, 0.484124 ], [ 99, 49, 50, 99, 49, 50 ], [ 63, 28, 35, 53, 31, 22 ], [ 36, 21, 15, 46, 18, 28 ], [ 63.636364, 57.142857, 70, 53.535354, 63.265306, 44 ], [ 0.095565, 0.402746, 0.046053, 0.850525, 3.291114, 0.616158 ], [ 43030, 21261, 43030, 1376452, 1191861, 1376452 ], [ -1393601, -57141, -1393601, -2281236, -165579, -2281236 ], [ 37, 43, 32, 37, 43, 32 ], [ 16, 19, 14, 49, 55, 40 ], [ 74, 76, 72, 25, 24, 25 ], [ 3749, 2145, 1604, 3749, 2145, 1604 ], [ 21.028092, 64.028092, 21.028092, 21.028092, 64.028093, 21.028092 ], [ 4, 4, 2, 4, 4, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577233, -578313, -757186, -578543, 666690, -762112 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3760, "evaluation_days": 1880, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1597406400000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759840827195, "expiration_time": 1764668160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2282, "nb": 0.84492, "nc": 0.1 } }, "second_band": { "type": "ssf", "factors": { "length": 207, "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) |
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