Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1768393.9835 | 1671787.8076 | 96606.1759 | 6078251.8449 | 858052.9382 | 5220198.9067 |
Total P&L (%) | 1768.394 | 1671.7878 | 96.6062 | 6078.2518 | 858.0529 | 5220.1989 |
Avg Daily Profit (%) | 0.9448 | 0.8932 | 0.0516 | 0.2206 | 0.1208 | 0.2125 |
Buy And Hold Return (%) | 458.6153 | 458.6153 | 458.6153 | 458.6153 | 458.6153 | 458.6153 |
Max Trade Drawdown | -116656 | -91310 | -57013 | -15010097 | -8496028 | -7773695 |
Profit Factor | 4.2922 | 7.0507 | 1.3703 | 1.1699 | 1.0471 | 1.2973 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 57 | 22 | 35 | 57 | 22 | 35 |
Losing Trades | 80 | 47 | 33 | 80 | 47 | 33 |
Profitability (%) | 41.6058 | 31.8841 | 51.4706 | 41.6058 | 31.8841 | 51.4706 |
Ratio Avg Win / Avg Loss | 6.0241 | 15.0628 | 1.292 | 1.642 | 2.237 | 1.2232 |
Largest Winning Trade | 1133895 | 1133895 | 50095 | 8029799 | 8029799 | 6419274 |
Largest Losing Trade | -23232 | -20332 | -23232 | -3903433 | -1619372 | -3903433 |
Avg Bars in Trades | 51 | 40 | 63 | 51 | 40 | 63 |
Avg Bars in Winners | 95 | 84 | 101 | 95 | 84 | 101 |
Avg Bars in Losers | 20 | 20 | 21 | 20 | 20 | 21 |
Bars Traded | 7102 | 2817 | 4285 | 7102 | 2817 | 4285 |
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 | 551363 | -89765 | -398242 | -27178 | -315665 | -100777 |
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7487, "evaluation_days": 1871.75, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1602547200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759119097449, "expiration_time": 1763955576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 8, "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": [ [ 1768393.983469087, 1671787.8076024435, 96606.1758666428, 6078251.844921282, 858052.9382452391, 5220198.906676043 ], [ 1768.393983, 1671.787808, 96.606176, 6078.251845, 858.052938, 5220.198907 ], [ 0.944781, 0.893168, 0.051613, 0.220551, 0.120801, 0.212545 ], [ 458.615264, 458.615264, 458.615264, 458.615264, 458.615264, 458.615264 ], [ -116656, -91310, -57013, -15010097, -8496028, -7773695 ], [ 4.292172, 7.050656, 1.370348, 1.169933, 1.047113, 1.297348 ], [ 137, 69, 68, 137, 69, 68 ], [ 57, 22, 35, 57, 22, 35 ], [ 80, 47, 33, 80, 47, 33 ], [ 41.605839, 31.884058, 51.470588, 41.605839, 31.884058, 51.470588 ], [ 6.024101, 15.062764, 1.292042, 1.642012, 2.237014, 1.223214 ], [ 1133895, 1133895, 50095, 8029799, 8029799, 6419274 ], [ -23232, -20332, -23232, -3903433, -1619372, -3903433 ], [ 51, 40, 63, 51, 40, 63 ], [ 95, 84, 101, 95, 84, 101 ], [ 20, 20, 21, 20, 20, 21 ], [ 7102, 2817, 4285, 7102, 2817, 4285 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 551363, -89765, -398242, -27178, -315665, -100777 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7487, "evaluation_days": 1871.75, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1602547200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759119097449, "expiration_time": 1763955576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 8, "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) |
---|