Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2086229.6406 | -200028.353 | -1886201.2876 | -66277.6784 | 7105261.7608 | -7171539.4391 |
Total P&L (%) | -2086.2296 | -200.0284 | -1886.2013 | -66.2777 | 7105.2618 | -7171.5394 |
Avg Daily Profit (%) | -1.1091 | -0.1063 | -1.0028 | -0.0578 | 0.2277 | 0 |
Buy And Hold Return (%) | 367.5105 | 367.5105 | 367.5105 | 367.5105 | 367.5105 | 367.5105 |
Max Trade Drawdown | -2214315 | -285841 | -1962428 | -6523379 | -254777 | -7857631 |
Profit Factor | 0.1517 | 0.434 | 0.1043 | 0.9939 | 24.3038 | 0.3242 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 33 | 14 | 19 | 35 | 23 | 12 |
Losing Trades | 26 | 16 | 10 | 24 | 7 | 17 |
Profitability (%) | 55.9322 | 46.6667 | 65.5172 | 59.322 | 76.6667 | 41.3793 |
Ratio Avg Win / Avg Loss | 0.1195 | 0.496 | 0.0549 | 0.6816 | 7.3968 | 0.4593 |
Largest Winning Trade | 31491 | 31491 | 27763 | 3256117 | 3256117 | 2504046 |
Largest Losing Trade | -1134349 | -63893 | -1134349 | -6403898 | -254777 | -6403898 |
Avg Bars in Trades | 62 | 61 | 63 | 62 | 61 | 63 |
Avg Bars in Winners | 32 | 31 | 34 | 67 | 63 | 76 |
Avg Bars in Losers | 100 | 88 | 120 | 55 | 56 | 55 |
Bars Traded | 3707 | 1852 | 1855 | 3707 | 1852 | 1855 |
Profit Streak | 70.237 | 90.737 | 70.237 | 70.237 | 90.737 | 70.237 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758130 | -581162 | -578263 | -757691 | 762171 | -583627 |
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3762, "evaluation_days": 1881, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1597622400000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759902074918, "expiration_time": 1764757152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 10, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 5, "offset": 0, "multiplier": 3.2825 } } }
{ "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": [ [ -2086229.6405929131, -200028.353002704, -1886201.2875902085, -66277.6783588863, 7105261.760778959, -7171539.43913784 ], [ -2086.229641, -200.028353, -1886.201288, -66.277678, 7105.261761, -7171.539439 ], [ -1.109107, -0.106341, -1.002765, -0.057772, 0.227659, 0 ], [ 367.510489, 367.510489, 367.510489, 367.510489, 367.510489, 367.510489 ], [ -2214315, -285841, -1962428, -6523379, -254777, -7857631 ], [ 0.151663, 0.434031, 0.104271, 0.993929, 24.303789, 0.324211 ], [ 59, 30, 29, 59, 30, 29 ], [ 33, 14, 19, 35, 23, 12 ], [ 26, 16, 10, 24, 7, 17 ], [ 55.932203, 46.666667, 65.517241, 59.322034, 76.666667, 41.37931 ], [ 0.119492, 0.496035, 0.05488, 0.681551, 7.396805, 0.459299 ], [ 31491, 31491, 27763, 3256117, 3256117, 2504046 ], [ -1134349, -63893, -1134349, -6403898, -254777, -6403898 ], [ 62, 61, 63, 62, 61, 63 ], [ 32, 31, 34, 67, 63, 76 ], [ 100, 88, 120, 55, 56, 55 ], [ 3707, 1852, 1855, 3707, 1852, 1855 ], [ 70.236978, 90.736978, 70.236978, 70.236978, 90.736978, 70.236978 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -758130, -581162, -578263, -757691, 762171, -583627 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3762, "evaluation_days": 1881, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1597622400000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759902074918, "expiration_time": 1764757152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 10, "offset": 0, "poles": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 5, "offset": 0, "multiplier": 3.2825 } } }
# | 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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