Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1683169.1249 | 22726.6208 | -1705895.7457 | 413337.2857 | -2394070.3655 | 2807407.6513 |
Total P&L (%) | -1683.1691 | 22.7266 | -1705.8957 | 413.3373 | -2394.0704 | 2807.4077 |
Avg Daily Profit (%) | -0.9013 | 0.0122 | -0.9135 | 0.0876 | 0 | 0.1806 |
Buy And Hold Return (%) | 525.0707 | 525.0707 | 525.0707 | 525.0707 | 525.0707 | 525.0707 |
Max Trade Drawdown | -1777482 | -106160 | -1818425 | -5644670 | -4352946 | -3708601 |
Profit Factor | 0.2875 | 1.076 | 0.1732 | 1.0265 | 0.677 | 1.3419 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 60 | 29 | 31 | 60 | 27 | 33 |
Losing Trades | 28 | 15 | 13 | 28 | 17 | 11 |
Profitability (%) | 68.1818 | 65.9091 | 70.4545 | 68.1818 | 61.3636 | 75 |
Ratio Avg Win / Avg Loss | 0.1342 | 0.5566 | 0.0726 | 0.479 | 0.4262 | 0.4473 |
Largest Winning Trade | 43698 | 43698 | 32606 | 2947588 | 640053 | 2947588 |
Largest Losing Trade | -1396877 | -55588 | -1396877 | -3291992 | -3291992 | -2318503 |
Avg Bars in Trades | 41 | 44 | 38 | 41 | 44 | 38 |
Avg Bars in Winners | 26 | 29 | 24 | 29 | 31 | 27 |
Avg Bars in Losers | 72 | 73 | 71 | 66 | 64 | 68 |
Bars Traded | 3618 | 1943 | 1675 | 3618 | 1943 | 1675 |
Profit Streak | 182.0232 | 182.0232 | 282.5232 | 182.0232 | 182.0232 | 282.5232 |
Trades During Streak | 10 | 5 | 6 | 10 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576361 | -477393 | -576653 | -430418 | -577835 | 365630 |
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3735, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600257600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759019601059, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 54, "offset": 0, "std": 1.07843 } } }
{ "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": [ [ -1683169.1248606162, 22726.6208325597, -1705895.7456931756, 413337.2857334276, -2394070.3655339577, 2807407.6512673837 ], [ -1683.169125, 22.726621, -1705.895746, 413.337286, -2394.070366, 2807.407651 ], [ -0.901295, 0.01217, -0.913465, 0.087629, 0, 0.18061 ], [ 525.070748, 525.070748, 525.070748, 525.070748, 525.070748, 525.070748 ], [ -1777482, -106160, -1818425, -5644670, -4352946, -3708601 ], [ 0.287475, 1.076024, 0.173229, 1.026458, 0.676962, 1.341899 ], [ 88, 44, 44, 88, 44, 44 ], [ 60, 29, 31, 60, 27, 33 ], [ 28, 15, 13, 28, 17, 11 ], [ 68.181818, 65.909091, 70.454545, 68.181818, 61.363636, 75 ], [ 0.134155, 0.556564, 0.072644, 0.479014, 0.426235, 0.4473 ], [ 43698, 43698, 32606, 2947588, 640053, 2947588 ], [ -1396877, -55588, -1396877, -3291992, -3291992, -2318503 ], [ 41, 44, 38, 41, 44, 38 ], [ 26, 29, 24, 29, 31, 27 ], [ 72, 73, 71, 66, 64, 68 ], [ 3618, 1943, 1675, 3618, 1943, 1675 ], [ 182.02316, 182.02316, 282.52316, 182.02316, 182.02316, 282.52316 ], [ 10, 5, 6, 10, 5, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576361, -477393, -576653, -430418, -577835, 365630 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3735, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600257600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759019601059, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 54, "offset": 0, "std": 1.07843 } } }
# | 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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