Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1481093.9009 | 1392476.398 | 88617.5029 | 3961896.6977 | -489912.1108 | 4451808.8085 |
Total P&L (%) | 1481.0939 | 1392.4764 | 88.6175 | 3961.8967 | -489.9121 | 4451.8088 |
Avg Daily Profit (%) | 0.7857 | 0.7387 | 0.047 | 0.1967 | 0 | 0.2028 |
Buy And Hold Return (%) | 319.9608 | 319.9608 | 319.9608 | 319.9608 | 319.9608 | 319.9608 |
Max Trade Drawdown | -123987 | -96365 | -102658 | -2305241 | -3636954 | -1448754 |
Profit Factor | 3.9313 | 6.2299 | 1.3708 | 1.3005 | 0.943 | 1.969 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 38.0952 | 35.7143 | 40.4762 | 38.0952 | 35.7143 | 40.4762 |
Ratio Avg Win / Avg Loss | 6.3884 | 11.2139 | 2.0158 | 2.1133 | 1.6973 | 2.8956 |
Largest Winning Trade | 777553 | 777553 | 58112 | 2559174 | 2559174 | 1670195 |
Largest Losing Trade | -38068 | -27525 | -38068 | -1013422 | -1013422 | -778815 |
Avg Bars in Trades | 131 | 109 | 153 | 131 | 109 | 153 |
Avg Bars in Winners | 242 | 207 | 273 | 242 | 207 | 273 |
Avg Bars in Losers | 62 | 54 | 71 | 62 | 54 | 71 |
Bars Traded | 11032 | 4579 | 6453 | 11032 | 4579 | 6453 |
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 | 503532 | 494959 | -297934 | 172892 | -583512 | 293090 |
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11310, "evaluation_days": 1885, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600992000000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760270012617, "expiration_time": 1765141920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 192, "offset": 161, "multiplier": 2.67411 } } }
{ "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": [ [ 1481093.9009405735, 1392476.3979916002, 88617.5029489734, 3961896.697745426, -489912.1107766177, 4451808.808522042 ], [ 1481.093901, 1392.476398, 88.617503, 3961.896698, -489.912111, 4451.808809 ], [ 0.785726, 0.738714, 0.047012, 0.196704, 0, 0.202758 ], [ 319.960787, 319.960787, 319.960787, 319.960787, 319.960787, 319.960787 ], [ -123987, -96365, -102658, -2305241, -3636954, -1448754 ], [ 3.931346, 6.229932, 1.37077, 1.300517, 0.942964, 1.96904 ], [ 84, 42, 42, 84, 42, 42 ], [ 32, 15, 17, 32, 15, 17 ], [ 52, 27, 25, 52, 27, 25 ], [ 38.095238, 35.714286, 40.47619, 38.095238, 35.714286, 40.47619 ], [ 6.388437, 11.213877, 2.015838, 2.11334, 1.697336, 2.895647 ], [ 777553, 777553, 58112, 2559174, 2559174, 1670195 ], [ -38068, -27525, -38068, -1013422, -1013422, -778815 ], [ 131, 109, 153, 131, 109, 153 ], [ 242, 207, 273, 242, 207, 273 ], [ 62, 54, 71, 62, 54, 71 ], [ 11032, 4579, 6453, 11032, 4579, 6453 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 503532, 494959, -297934, 172892, -583512, 293090 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11310, "evaluation_days": 1885, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600992000000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760270012617, "expiration_time": 1765141920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 192, "offset": 161, "multiplier": 2.67411 } } }
# | 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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