Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 162724.5317 | 88401.8431 | 74322.6885 | 170368.5646 | 62424.4276 | 107944.137 |
Total P&L (%) | 162.7245 | 88.4018 | 74.3227 | 170.3686 | 62.4244 | 107.9441 |
Avg Daily Profit (%) | 0.3124 | 0.1697 | 0.1427 | 0.1912 | 0.0932 | 0.1407 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82391 | -49643 | -46380 | -389235 | -158207 | -249098 |
Profit Factor | 1.5922 | 1.5614 | 1.6335 | 1.1909 | 1.1414 | 1.2393 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 54.2169 | 47.619 | 60.9756 | 54.2169 | 47.619 | 60.9756 |
Ratio Avg Win / Avg Loss | 1.3445 | 1.7175 | 1.0455 | 1.0056 | 1.2555 | 0.7932 |
Largest Winning Trade | 82177 | 82177 | 25572 | 105009 | 105009 | 68960 |
Largest Losing Trade | -22037 | -19893 | -22037 | -145358 | -58301 | -145358 |
Avg Bars in Trades | 293 | 285 | 301 | 293 | 285 | 301 |
Avg Bars in Winners | 215 | 210 | 219 | 215 | 210 | 219 |
Avg Bars in Losers | 385 | 353 | 429 | 385 | 353 | 429 |
Bars Traded | 24347 | 11988 | 12359 | 24347 | 11988 | 12359 |
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 | 329462 | 313315 | 11952 | -4344 | -135572 | -6319 |
{ "trading_pair": "SAND_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714674600000, "first_datapoint_time": 1715090400000, "last_datapoint_time": 1759672800000, "evaluation_time": 1759674651498, "expiration_time": 1766152800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 232, "offset": 0, "a": 0.75641 } } }
{ "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": [ [ 162724.531656743, 88401.8431133297, 74322.6885434133, 170368.5646263455, 62424.4275795448, 107944.1370468008 ], [ 162.724532, 88.401843, 74.322689, 170.368565, 62.424428, 107.944137 ], [ 0.312433, 0.169733, 0.1427, 0.19115, 0.093172, 0.140663 ], [ 10, 10, 10, 10, 10, 10 ], [ -82391, -49643, -46380, -389235, -158207, -249098 ], [ 1.592185, 1.561373, 1.633545, 1.190852, 1.141353, 1.239315 ], [ 83, 42, 41, 83, 42, 41 ], [ 45, 20, 25, 45, 20, 25 ], [ 38, 22, 16, 38, 22, 16 ], [ 54.216867, 47.619048, 60.97561, 54.216867, 47.619048, 60.97561 ], [ 1.344511, 1.71751, 1.045468, 1.005608, 1.255488, 0.793162 ], [ 82177, 82177, 25572, 105009, 105009, 68960 ], [ -22037, -19893, -22037, -145358, -58301, -145358 ], [ 293, 285, 301, 293, 285, 301 ], [ 215, 210, 219, 215, 210, 219 ], [ 385, 353, 429, 385, 353, 429 ], [ 24347, 11988, 12359, 24347, 11988, 12359 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 329462, 313315, 11952, -4344, -135572, -6319 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714674600000, "first_datapoint_time": 1715090400000, "last_datapoint_time": 1759672800000, "evaluation_time": 1759674651498, "expiration_time": 1766152800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 232, "offset": 0, "a": 0.75641 } } }
# | 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) |
---|