Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1517403.8166 | 1505174.7056 | 12229.111 | 833052.7151 | 1070146.2538 | -237093.5387 |
Total P&L (%) | 1517.4038 | 1505.1747 | 12.2291 | 833.0527 | 1070.1463 | -237.0935 |
Avg Daily Profit (%) | 0.8089 | 0.8023 | 0.0065 | 0.1191 | 0.1312 | 0 |
Buy And Hold Return (%) | 472.9293 | 472.9293 | 472.9293 | 472.9293 | 472.9293 | 472.9293 |
Max Trade Drawdown | -118500 | -118684 | -83196 | -2308824 | -2145016 | -1270496 |
Profit Factor | 3.3552 | 5.401 | 1.0405 | 1.1074 | 1.2566 | 0.9339 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 34.9398 | 28.5714 | 41.4634 | 34.9398 | 28.5714 | 41.4634 |
Ratio Avg Win / Avg Loss | 6.2477 | 13.5024 | 1.4689 | 2.062 | 3.1415 | 1.3185 |
Largest Winning Trade | 1027767 | 1027767 | 62831 | 2523921 | 2523921 | 690419 |
Largest Losing Trade | -39557 | -29872 | -39557 | -1094154 | -512641 | -1094154 |
Avg Bars in Trades | 87 | 75 | 99 | 87 | 75 | 99 |
Avg Bars in Winners | 160 | 153 | 164 | 160 | 153 | 164 |
Avg Bars in Losers | 48 | 43 | 54 | 48 | 43 | 54 |
Bars Traded | 7259 | 3160 | 4099 | 7259 | 3160 | 4099 |
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 | 343049 | 153988 | -529198 | -150498 | -35692 | -582395 |
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7504, "evaluation_days": 1876, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600927200000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759481578199, "expiration_time": 1764333792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 21, "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": [ [ 1517403.8166262887, 1505174.7056177165, 12229.1110085713, 833052.7150975424, 1070146.2537927332, -237093.5386951921 ], [ 1517.403817, 1505.174706, 12.229111, 833.052715, 1070.146254, -237.093539 ], [ 0.808851, 0.802332, 0.006519, 0.119116, 0.131201, 0 ], [ 472.929293, 472.929293, 472.929293, 472.929293, 472.929293, 472.929293 ], [ -118500, -118684, -83196, -2308824, -2145016, -1270496 ], [ 3.355227, 5.400976, 1.040459, 1.107363, 1.256581, 0.933929 ], [ 83, 42, 41, 83, 42, 41 ], [ 29, 12, 17, 29, 12, 17 ], [ 54, 30, 24, 54, 30, 24 ], [ 34.939759, 28.571429, 41.463415, 34.939759, 28.571429, 41.463415 ], [ 6.247664, 13.50244, 1.468883, 2.061985, 3.141451, 1.318488 ], [ 1027767, 1027767, 62831, 2523921, 2523921, 690419 ], [ -39557, -29872, -39557, -1094154, -512641, -1094154 ], [ 87, 75, 99, 87, 75, 99 ], [ 160, 153, 164, 160, 153, 164 ], [ 48, 43, 54, 48, 43, 54 ], [ 7259, 3160, 4099, 7259, 3160, 4099 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 343049, 153988, -529198, -150498, -35692, -582395 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7504, "evaluation_days": 1876, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600927200000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759481578199, "expiration_time": 1764333792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 21, "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) |
---|