Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231893.7208 | 127467.0739 | 104426.6469 | 390237.3329 | 195817.1386 | 194420.1943 |
Total P&L (%) | 231.8937 | 127.4671 | 104.4266 | 390.2373 | 195.8171 | 194.4202 |
Avg Daily Profit (%) | 0.4452 | 0.2447 | 0.2005 | 0.3057 | 0.2085 | 0.2075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57475 | -61048 | -26424 | -261997 | -281637 | -134043 |
Profit Factor | 1.4458 | 1.5177 | 1.3812 | 1.2185 | 1.2367 | 1.2028 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 115 | 54 | 61 | 115 | 54 | 61 |
Losing Trades | 169 | 88 | 81 | 169 | 88 | 81 |
Profitability (%) | 40.493 | 38.0282 | 42.9577 | 40.493 | 38.0282 | 42.9577 |
Ratio Avg Win / Avg Loss | 2.1247 | 2.4733 | 1.834 | 1.7906 | 2.0154 | 1.5971 |
Largest Winning Trade | 87373 | 87373 | 24236 | 196276 | 196276 | 94250 |
Largest Losing Trade | -24649 | -9181 | -24649 | -121353 | -48795 | -121353 |
Avg Bars in Trades | 87 | 88 | 86 | 87 | 88 | 86 |
Avg Bars in Winners | 134 | 132 | 136 | 134 | 132 | 136 |
Avg Bars in Losers | 54 | 60 | 48 | 54 | 60 | 48 |
Bars Traded | 24718 | 12498 | 12220 | 24718 | 12498 | 12220 |
Profit Streak | 12.0585 | 12.0585 | 13.8918 | 12.0585 | 12.0585 | 13.8918 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379313 | 206954 | 248663 | 286371 | 133978 | 211582 |
{ "trading_pair": "SAND_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1713992400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758900254847, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 54, "offset": 0, "a": 0.70127 } }, "second_band": { "type": "hma", "factors": { "length": 138, "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": [ [ 231893.7207889063, 127467.0738962923, 104426.6468926141, 390237.3328728486, 195817.1386048075, 194420.1942680408 ], [ 231.893721, 127.467074, 104.426647, 390.237333, 195.817139, 194.420194 ], [ 0.445239, 0.244738, 0.2005, 0.305694, 0.208456, 0.207545 ], [ 10, 10, 10, 10, 10, 10 ], [ -57475, -61048, -26424, -261997, -281637, -134043 ], [ 1.445784, 1.517692, 1.381159, 1.218487, 1.236726, 1.202753 ], [ 284, 142, 142, 284, 142, 142 ], [ 115, 54, 61, 115, 54, 61 ], [ 169, 88, 81, 169, 88, 81 ], [ 40.492958, 38.028169, 42.957746, 40.492958, 38.028169, 42.957746 ], [ 2.124673, 2.473276, 1.833998, 1.790647, 2.015406, 1.597099 ], [ 87373, 87373, 24236, 196276, 196276, 94250 ], [ -24649, -9181, -24649, -121353, -48795, -121353 ], [ 87, 88, 86, 87, 88, 86 ], [ 134, 132, 136, 134, 132, 136 ], [ 54, 60, 48, 54, 60, 48 ], [ 24718, 12498, 12220, 24718, 12498, 12220 ], [ 12.058505, 12.058505, 13.891838, 12.058505, 12.058505, 13.891838 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 379313, 206954, 248663, 286371, 133978, 211582 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1713992400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758900254847, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 54, "offset": 0, "a": 0.70127 } }, "second_band": { "type": "hma", "factors": { "length": 138, "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) |
---|