Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2336718.688 | -141028.4121 | -2195690.2759 | -102966.1007 | 2412250.0444 | -2515216.145 |
Total P&L (%) | -2336.7187 | -141.0284 | -2195.6903 | -102.9661 | 2412.25 | -2515.2161 |
Avg Daily Profit (%) | -1.2436 | -0.0751 | -1.1685 | 0 | 0.1717 | 0 |
Buy And Hold Return (%) | 468.8369 | 468.8369 | 468.8369 | 468.8369 | 468.8369 | 468.8369 |
Max Trade Drawdown | -2518682 | -231116 | -2290928 | -3536932 | -26897 | -3555523 |
Profit Factor | 0.2344 | 0.729 | 0.1327 | 0.9758 | 17.8113 | 0.3878 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 119 | 56 | 63 | 91 | 51 | 40 |
Losing Trades | 83 | 45 | 38 | 111 | 50 | 61 |
Profitability (%) | 58.9109 | 55.4455 | 62.3762 | 45.0495 | 50.4951 | 39.604 |
Ratio Avg Win / Avg Loss | 0.1635 | 0.5858 | 0.08 | 1.1902 | 17.462 | 0.5914 |
Largest Winning Trade | 25749 | 25749 | 16149 | 1880996 | 1880996 | 1383096 |
Largest Losing Trade | -1573550 | -59504 | -1573550 | -3517622 | -24925 | -3517622 |
Avg Bars in Trades | 18 | 20 | 16 | 18 | 20 | 16 |
Avg Bars in Winners | 8 | 8 | 7 | 26 | 31 | 19 |
Avg Bars in Losers | 32 | 34 | 30 | 11 | 9 | 13 |
Bars Traded | 3669 | 2044 | 1625 | 3669 | 2044 | 1625 |
Profit Streak | 12.1702 | 12.1702 | 25.6702 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576774 | -579458 | -577677 | -579701 | 545209 | -584828 |
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3758, "evaluation_days": 1879, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1601035200000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759723502473, "expiration_time": 1764579168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.40102, "nb": 0.54841, "nc": 0.71557 } }, "second_band": { "type": "t3", "factors": { "length": 85, "offset": 0, "a": 0.70536 } } }
{ "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": [ [ -2336718.688019226, -141028.4120902582, -2195690.2759289686, -102966.100663906, 2412250.0443809493, -2515216.145044856 ], [ -2336.718688, -141.028412, -2195.690276, -102.966101, 2412.250044, -2515.216145 ], [ -1.243597, -0.075055, -1.168542, 0, 0.171715, 0 ], [ 468.836911, 468.836911, 468.836911, 468.836911, 468.836911, 468.836911 ], [ -2518682, -231116, -2290928, -3536932, -26897, -3555523 ], [ 0.23437, 0.729011, 0.132686, 0.975784, 17.811272, 0.387808 ], [ 202, 101, 101, 202, 101, 101 ], [ 119, 56, 63, 91, 51, 40 ], [ 83, 45, 38, 111, 50, 61 ], [ 58.910891, 55.445545, 62.376238, 45.049505, 50.49505, 39.60396 ], [ 0.163468, 0.585812, 0.080033, 1.190242, 17.462032, 0.591407 ], [ 25749, 25749, 16149, 1880996, 1880996, 1383096 ], [ -1573550, -59504, -1573550, -3517622, -24925, -3517622 ], [ 18, 20, 16, 18, 20, 16 ], [ 8, 8, 7, 26, 31, 19 ], [ 32, 34, 30, 11, 9, 13 ], [ 3669, 2044, 1625, 3669, 2044, 1625 ], [ 12.170167, 12.170167, 25.670167, 0, 0, 0 ], [ 3, 1, 4, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576774, -579458, -577677, -579701, 545209, -584828 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3758, "evaluation_days": 1879, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1601035200000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759723502473, "expiration_time": 1764579168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.40102, "nb": 0.54841, "nc": 0.71557 } }, "second_band": { "type": "t3", "factors": { "length": 85, "offset": 0, "a": 0.70536 } } }
# | 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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