Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1090057.7395 | 16951.3089 | -1107009.0485 | 1491131.308 | -14475197.9944 | 15966329.3024 |
Total P&L (%) | -1090.0577 | 16.9513 | -1107.009 | 1491.1313 | -14475.198 | 15966.3293 |
Avg Daily Profit (%) | -0.5803 | 0.009 | -0.5893 | 0.1474 | 0 | 0.2708 |
Buy And Hold Return (%) | 606.2299 | 606.2299 | 606.2299 | 606.2299 | 606.2299 | 606.2299 |
Max Trade Drawdown | -1209761 | -180254 | -1172423 | -14047563 | -14895997 | -1664740 |
Profit Factor | 0.2751 | 1.0804 | 0.1437 | 1.0713 | 0.1321 | 4.7676 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 41 | 18 | 23 | 39 | 16 | 23 |
Losing Trades | 23 | 14 | 9 | 25 | 16 | 9 |
Profitability (%) | 64.0625 | 56.25 | 71.875 | 60.9375 | 50 | 71.875 |
Ratio Avg Win / Avg Loss | 0.1543 | 0.8403 | 0.0562 | 0.6867 | 0.1321 | 1.8656 |
Largest Winning Trade | 95639 | 95639 | 30058 | 16578029 | 713511 | 16578029 |
Largest Losing Trade | -735232 | -69401 | -735232 | -10318773 | -10318773 | -1118555 |
Avg Bars in Trades | 54 | 62 | 46 | 54 | 62 | 46 |
Avg Bars in Winners | 10 | 13 | 8 | 20 | 9 | 27 |
Avg Bars in Losers | 132 | 124 | 143 | 107 | 114 | 95 |
Bars Traded | 3483 | 1994 | 1489 | 3483 | 1994 | 1489 |
Profit Streak | 39.9482 | 39.9482 | 72.9482 | 39.9482 | 39.9482 | 72.9482 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -720887 | -478111 | -576499 | -283958 | -579382 | 739623 |
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3757, "evaluation_days": 1878.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1605182400000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759704326548, "expiration_time": 1764534672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 11, "offset": 170 } } }
{ "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": [ [ -1090057.7395457644, 16951.3089352722, -1107009.0484810367, 1491131.3080150536, -14475197.994385824, 15966329.30240088 ], [ -1090.05774, 16.951309, -1107.009048, 1491.131308, -14475.197994, 15966.329302 ], [ -0.580281, 0.009024, -0.589305, 0.147409, 0, 0.270758 ], [ 606.229929, 606.229929, 606.229929, 606.229929, 606.229929, 606.229929 ], [ -1209761, -180254, -1172423, -14047563, -14895997, -1664740 ], [ 0.275071, 1.08039, 0.143719, 1.07129, 0.13211, 4.76756 ], [ 64, 32, 32, 64, 32, 32 ], [ 41, 18, 23, 39, 16, 23 ], [ 23, 14, 9, 25, 16, 9 ], [ 64.0625, 56.25, 71.875, 60.9375, 50, 71.875 ], [ 0.154308, 0.840303, 0.056238, 0.686724, 0.13211, 1.865567 ], [ 95639, 95639, 30058, 16578029, 713511, 16578029 ], [ -735232, -69401, -735232, -10318773, -10318773, -1118555 ], [ 54, 62, 46, 54, 62, 46 ], [ 10, 13, 8, 20, 9, 27 ], [ 132, 124, 143, 107, 114, 95 ], [ 3483, 1994, 1489, 3483, 1994, 1489 ], [ 39.948224, 39.948224, 72.948224, 39.948224, 39.948224, 72.948224 ], [ 6, 3, 5, 6, 3, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -720887, -478111, -576499, -283958, -579382, 739623 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3757, "evaluation_days": 1878.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1605182400000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759704326548, "expiration_time": 1764534672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 11, "offset": 170 } } }
# | 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) |
---|