Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254712.8328 | 145635.0911 | 109077.7418 | 468715.3166 | 215260.604 | 253454.7125 |
Total P&L (%) | 254.7128 | 145.6351 | 109.0777 | 468.7153 | 215.2606 | 253.4547 |
Avg Daily Profit (%) | 0.4891 | 0.2796 | 0.2094 | 0.3343 | 0.2207 | 0.2427 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67122 | -59425 | -35977 | -281800 | -245489 | -124645 |
Profit Factor | 1.4661 | 1.5816 | 1.3684 | 1.2895 | 1.2949 | 1.2851 |
Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Winning Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Losing Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Profitability (%) | 40.5063 | 40.5063 | 40.5063 | 40.5063 | 40.5063 | 40.5063 |
Ratio Avg Win / Avg Loss | 2.1533 | 2.323 | 2.0099 | 1.894 | 1.9019 | 1.8875 |
Largest Winning Trade | 98917 | 98917 | 23383 | 144883 | 144883 | 81354 |
Largest Losing Trade | -33187 | -10087 | -33187 | -110179 | -55475 | -110179 |
Avg Bars in Trades | 78 | 81 | 74 | 78 | 81 | 74 |
Avg Bars in Winners | 122 | 120 | 125 | 122 | 120 | 125 |
Avg Bars in Losers | 47 | 56 | 39 | 47 | 56 | 39 |
Bars Traded | 24702 | 12946 | 11756 | 24702 | 12946 | 11756 |
Profit Streak | 2.8182 | 3.9224 | 0 | 2.8182 | 3.9224 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301477 | 249730 | 191745 | 215010 | 168530 | 183653 |
{ "trading_pair": "SAND_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714550400000, "first_datapoint_time": 1714995000000, "last_datapoint_time": 1759548600000, "evaluation_time": 1759549092451, "expiration_time": 1766028600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 113, "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": [ [ 254712.8328290951, 145635.0910610554, 109077.7417680402, 468715.3165611415, 215260.6040428478, 253454.7125182943 ], [ 254.712833, 145.635091, 109.077742, 468.715317, 215.260604, 253.454713 ], [ 0.489052, 0.279621, 0.209431, 0.334296, 0.220705, 0.242712 ], [ 10, 10, 10, 10, 10, 10 ], [ -67122, -59425, -35977, -281800, -245489, -124645 ], [ 1.466097, 1.58159, 1.368416, 1.28951, 1.294899, 1.285086 ], [ 316, 158, 158, 316, 158, 158 ], [ 128, 64, 64, 128, 64, 64 ], [ 188, 94, 94, 188, 94, 94 ], [ 40.506329, 40.506329, 40.506329, 40.506329, 40.506329, 40.506329 ], [ 2.15333, 2.322961, 2.009862, 1.893968, 1.901884, 1.88747 ], [ 98917, 98917, 23383, 144883, 144883, 81354 ], [ -33187, -10087, -33187, -110179, -55475, -110179 ], [ 78, 81, 74, 78, 81, 74 ], [ 122, 120, 125, 122, 120, 125 ], [ 47, 56, 39, 47, 56, 39 ], [ 24702, 12946, 11756, 24702, 12946, 11756 ], [ 2.8182, 3.922366, 0, 2.8182, 3.922366, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 301477, 249730, 191745, 215010, 168530, 183653 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714550400000, "first_datapoint_time": 1714995000000, "last_datapoint_time": 1759548600000, "evaluation_time": 1759549092451, "expiration_time": 1766028600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 113, "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) |
---|