Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1823035.9722 | 1790147.6563 | 32888.3159 | 1100955.22 | 3677978.0253 | -2577022.8053 |
Total P&L (%) | 1823.036 | 1790.1477 | 32.8883 | 1100.9552 | 3677.978 | -2577.0228 |
Avg Daily Profit (%) | 0.9725 | 0.9549 | 0.0175 | 0.1327 | 0.1939 | 0 |
Buy And Hold Return (%) | 532.8377 | 532.8377 | 532.8377 | 532.8377 | 532.8377 | 532.8377 |
Max Trade Drawdown | -142010 | -158250 | -73878 | -10924991 | -8424282 | -5455389 |
Profit Factor | 3.9815 | 5.9889 | 1.1302 | 1.0517 | 1.3019 | 0.7177 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 34.7826 | 34.2857 | 35.2941 | 34.7826 | 34.2857 | 35.2941 |
Ratio Avg Win / Avg Loss | 7.4653 | 11.4787 | 2.072 | 1.9719 | 2.4953 | 1.3158 |
Largest Winning Trade | 1346709 | 1346709 | 54038 | 10020083 | 10020083 | 1471641 |
Largest Losing Trade | -37828 | -37828 | -37016 | -4450602 | -2236536 | -4450602 |
Avg Bars in Trades | 157 | 141 | 175 | 157 | 141 | 175 |
Avg Bars in Winners | 273 | 263 | 282 | 273 | 263 | 282 |
Avg Bars in Losers | 96 | 77 | 116 | 96 | 77 | 116 |
Bars Traded | 10898 | 4948 | 5950 | 10898 | 4948 | 5950 |
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 | -94568 | 464700 | -417137 | -296714 | 108237 | -584847 |
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11248, "evaluation_days": 1874.67, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600574400000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759375036069, "expiration_time": 1764222336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 127, "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": [ [ 1823035.9722227252, 1790147.6563477141, 32888.3158750113, 1100955.2199596933, 3677978.0252623735, -2577022.8053026823 ], [ 1823.035972, 1790.147656, 32.888316, 1100.95522, 3677.978025, -2577.022805 ], [ 0.972457, 0.954913, 0.017544, 0.132682, 0.193916, 0 ], [ 532.837693, 532.837693, 532.837693, 532.837693, 532.837693, 532.837693 ], [ -142010, -158250, -73878, -10924991, -8424282, -5455389 ], [ 3.981495, 5.988867, 1.130188, 1.051659, 1.301896, 0.717713 ], [ 69, 35, 34, 69, 35, 34 ], [ 24, 12, 12, 24, 12, 12 ], [ 45, 23, 22, 45, 23, 22 ], [ 34.782609, 34.285714, 35.294118, 34.782609, 34.285714, 35.294118 ], [ 7.465303, 11.478662, 2.072011, 1.971861, 2.495301, 1.315807 ], [ 1346709, 1346709, 54038, 10020083, 10020083, 1471641 ], [ -37828, -37828, -37016, -4450602, -2236536, -4450602 ], [ 157, 141, 175, 157, 141, 175 ], [ 273, 263, 282, 273, 263, 282 ], [ 96, 77, 116, 96, 77, 116 ], [ 10898, 4948, 5950, 10898, 4948, 5950 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -94568, 464700, -417137, -296714, 108237, -584847 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11248, "evaluation_days": 1874.67, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600574400000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759375036069, "expiration_time": 1764222336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 127, "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) |
---|