Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1747530.8998 | 1656566.5772 | 90964.3226 | 5871893.6034 | 1901335.277 | 3970558.3264 |
Total P&L (%) | 1747.5309 | 1656.5666 | 90.9643 | 5871.8936 | 1901.3353 | 3970.5583 |
Avg Daily Profit (%) | 0.931 | 0.8826 | 0.0485 | 0.2181 | 0.1598 | 0.1977 |
Buy And Hold Return (%) | 520.6453 | 520.6453 | 520.6453 | 520.6453 | 520.6453 | 520.6453 |
Max Trade Drawdown | -95313 | -59537 | -115978 | -10918702 | -7578933 | -6538720 |
Profit Factor | 2.5368 | 3.894 | 1.1611 | 1.0848 | 1.0499 | 1.1275 |
Total Trades | 472 | 236 | 236 | 472 | 236 | 236 |
Winning Trades | 184 | 82 | 102 | 184 | 82 | 102 |
Losing Trades | 288 | 154 | 134 | 288 | 154 | 134 |
Profitability (%) | 38.9831 | 34.7458 | 43.2203 | 38.9831 | 34.7458 | 43.2203 |
Ratio Avg Win / Avg Loss | 3.9706 | 7.313 | 1.5253 | 1.698 | 1.9718 | 1.4812 |
Largest Winning Trade | 1004124 | 1004124 | 61042 | 9023764 | 9023764 | 5991420 |
Largest Losing Trade | -20250 | -19494 | -20250 | -3217493 | -3217493 | -2254487 |
Avg Bars in Trades | 23 | 21 | 25 | 23 | 21 | 25 |
Avg Bars in Winners | 42 | 38 | 45 | 42 | 38 | 45 |
Avg Bars in Losers | 10 | 12 | 9 | 10 | 12 | 9 |
Bars Traded | 10949 | 5039 | 5910 | 10949 | 5039 | 5910 |
Profit Streak | 0 | 10.4438 | 0 | 0 | 10.4438 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496139 | 466201 | -337870 | -119480 | -163679 | -73947 |
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11262, "evaluation_days": 1877, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600243200000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759574341756, "expiration_time": 1764429984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 198, "offset": 0, "a": 0.73923 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.80385, "nc": 0.40381 } } }
{ "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": [ [ 1747530.8998433363, 1656566.5772044854, 90964.3226388515, 5871893.603440188, 1901335.2769953087, 3970558.3264448885 ], [ 1747.5309, 1656.566577, 90.964323, 5871.893603, 1901.335277, 3970.558326 ], [ 0.931023, 0.882561, 0.048463, 0.21812, 0.159765, 0.197657 ], [ 520.645276, 520.645276, 520.645276, 520.645276, 520.645276, 520.645276 ], [ -95313, -59537, -115978, -10918702, -7578933, -6538720 ], [ 2.536792, 3.893956, 1.161083, 1.084803, 1.049906, 1.127492 ], [ 472, 236, 236, 472, 236, 236 ], [ 184, 82, 102, 184, 82, 102 ], [ 288, 154, 134, 288, 154, 134 ], [ 38.983051, 34.745763, 43.220339, 38.983051, 34.745763, 43.220339 ], [ 3.97063, 7.313039, 1.525344, 1.697952, 1.971774, 1.481215 ], [ 1004124, 1004124, 61042, 9023764, 9023764, 5991420 ], [ -20250, -19494, -20250, -3217493, -3217493, -2254487 ], [ 23, 21, 25, 23, 21, 25 ], [ 42, 38, 45, 42, 38, 45 ], [ 10, 12, 9, 10, 12, 9 ], [ 10949, 5039, 5910, 10949, 5039, 5910 ], [ 0, 10.44377, 0, 0, 10.44377, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 496139, 466201, -337870, -119480, -163679, -73947 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11262, "evaluation_days": 1877, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600243200000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759574341756, "expiration_time": 1764429984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 198, "offset": 0, "a": 0.73923 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.80385, "nc": 0.40381 } } }
# | 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) |
---|