Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2167291.5871 | 2031409.6084 | 135881.9787 | 18497504.6502 | 3483168.015 | 15014336.6352 |
Total P&L (%) | 2167.2916 | 2031.4096 | 135.882 | 18497.5047 | 3483.168 | 15014.3366 |
Avg Daily Profit (%) | 1.1605 | 1.0878 | 0.0728 | 0.2802 | 0.1918 | 0.2691 |
Buy And Hold Return (%) | 663.0234 | 663.0234 | 663.0234 | 663.0234 | 663.0234 | 663.0234 |
Max Trade Drawdown | -91122 | -102839 | -100192 | -19246158 | -12835969 | -8326909 |
Profit Factor | 4.7954 | 7.2809 | 1.5488 | 1.296 | 1.087 | 1.6683 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 86 | 47 | 39 | 86 | 47 | 39 |
Profitability (%) | 29.5082 | 22.9508 | 36.0656 | 29.5082 | 22.9508 | 36.0656 |
Ratio Avg Win / Avg Loss | 11.4557 | 24.4429 | 2.7456 | 3.096 | 3.6493 | 2.9574 |
Largest Winning Trade | 1356689 | 1356689 | 64600 | 14452071 | 14452071 | 12891682 |
Largest Losing Trade | -22904 | -22904 | -20250 | -7938057 | -7938057 | -3323808 |
Avg Bars in Trades | 28 | 30 | 26 | 28 | 30 | 26 |
Avg Bars in Winners | 71 | 88 | 60 | 71 | 88 | 60 |
Avg Bars in Losers | 10 | 12 | 7 | 10 | 12 | 7 |
Bars Traded | 3467 | 1842 | 1625 | 3467 | 1842 | 1625 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320680 | -181914 | -425953 | 19798 | -317684 | -155311 |
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3735, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1606003200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758929594729, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
{ "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": [ [ 2167291.587073875, 2031409.6083734366, 135881.9787004398, 18497504.650175277, 3483168.0149967335, 15014336.635178542 ], [ 2167.291587, 2031.409608, 135.881979, 18497.50465, 3483.168015, 15014.336635 ], [ 1.160531, 1.08777, 0.072761, 0.28021, 0.191821, 0.269075 ], [ 663.023352, 663.023352, 663.023352, 663.023352, 663.023352, 663.023352 ], [ -91122, -102839, -100192, -19246158, -12835969, -8326909 ], [ 4.795416, 7.280863, 1.548796, 1.296004, 1.08703, 1.66825 ], [ 122, 61, 61, 122, 61, 61 ], [ 36, 14, 22, 36, 14, 22 ], [ 86, 47, 39, 86, 47, 39 ], [ 29.508197, 22.95082, 36.065574, 29.508197, 22.95082, 36.065574 ], [ 11.455716, 24.442897, 2.745592, 3.09601, 3.649315, 2.957353 ], [ 1356689, 1356689, 64600, 14452071, 14452071, 12891682 ], [ -22904, -22904, -20250, -7938057, -7938057, -3323808 ], [ 28, 30, 26, 28, 30, 26 ], [ 71, 88, 60, 71, 88, 60 ], [ 10, 12, 7, 10, 12, 7 ], [ 3467, 1842, 1625, 3467, 1842, 1625 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 320680, -181914, -425953, 19798, -317684, -155311 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3735, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1606003200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758929594729, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
# | 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) |
---|