Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1569131.1746 | 1409486.9983 | 159644.1763 | 18900382.2731 | 2672310.4591 | 16228071.814 |
Total P&L (%) | 1569.1312 | 1409.487 | 159.6442 | 18900.3823 | 2672.3105 | 16228.0718 |
Avg Daily Profit (%) | 0.8403 | 0.7548 | 0.0855 | 0.2814 | 0.1781 | 0.2733 |
Buy And Hold Return (%) | 456.642 | 456.642 | 456.642 | 456.642 | 456.642 | 456.642 |
Max Trade Drawdown | -74854 | -84504 | -41958 | -19097128 | -17335965 | -10938684 |
Profit Factor | 3.2456 | 4.2746 | 1.595 | 1.1994 | 1.0474 | 1.4227 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 59 | 24 | 35 | 59 | 24 | 35 |
Losing Trades | 108 | 60 | 48 | 108 | 60 | 48 |
Profitability (%) | 35.3293 | 28.5714 | 42.1687 | 35.3293 | 28.5714 | 42.1687 |
Ratio Avg Win / Avg Loss | 5.9412 | 10.6866 | 2.1874 | 2.1956 | 2.6185 | 1.9511 |
Largest Winning Trade | 609387 | 609387 | 48863 | 18732672 | 18732672 | 5133440 |
Largest Losing Trade | -25754 | -25754 | -23885 | -5985190 | -3844870 | -5985190 |
Avg Bars in Trades | 43 | 53 | 33 | 43 | 53 | 33 |
Avg Bars in Winners | 71 | 93 | 56 | 71 | 93 | 56 |
Avg Bars in Losers | 28 | 37 | 17 | 28 | 37 | 17 |
Bars Traded | 7336 | 4515 | 2821 | 7336 | 4515 | 2821 |
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 | 426646 | 93798 | -244967 | 138797 | -174599 | 260325 |
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7469, "evaluation_days": 1867.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599588000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758828887283, "expiration_time": 1763555112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 11, "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": [ [ 1569131.1745830104, 1409486.9983164533, 159644.1762665574, 18900382.273061763, 2672310.459080779, 16228071.81398099 ], [ 1569.131175, 1409.486998, 159.644176, 18900.382273, 2672.310459, 16228.071814 ], [ 0.840343, 0.754846, 0.085497, 0.281399, 0.178081, 0.273259 ], [ 456.642003, 456.642003, 456.642003, 456.642003, 456.642003, 456.642003 ], [ -74854, -84504, -41958, -19097128, -17335965, -10938684 ], [ 3.245636, 4.274642, 1.594972, 1.199426, 1.047395, 1.422711 ], [ 167, 84, 83, 167, 84, 83 ], [ 59, 24, 35, 59, 24, 35 ], [ 108, 60, 48, 108, 60, 48 ], [ 35.329341, 28.571429, 42.168675, 35.329341, 28.571429, 42.168675 ], [ 5.941164, 10.686606, 2.18739, 2.195559, 2.618488, 1.951147 ], [ 609387, 609387, 48863, 18732672, 18732672, 5133440 ], [ -25754, -25754, -23885, -5985190, -3844870, -5985190 ], [ 43, 53, 33, 43, 53, 33 ], [ 71, 93, 56, 71, 93, 56 ], [ 28, 37, 17, 28, 37, 17 ], [ 7336, 4515, 2821, 7336, 4515, 2821 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 426646, 93798, -244967, 138797, -174599, 260325 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7469, "evaluation_days": 1867.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599588000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758828887283, "expiration_time": 1763555112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 11, "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) |
---|