Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1204116.5579 | -55253.3002 | -1148863.2577 | -146184.9855 | -2750074.8609 | 2603889.8754 |
Total P&L (%) | -1204.1166 | -55.2533 | -1148.8633 | -146.185 | -2750.0749 | 2603.8899 |
Avg Daily Profit (%) | -0.6449 | -0.0296 | -0.6153 | 0 | 0 | 0.1767 |
Buy And Hold Return (%) | 498.9154 | 498.9154 | 498.9154 | 498.9154 | 498.9154 | 498.9154 |
Max Trade Drawdown | -1402893 | -233882 | -1219987 | -3013495 | -3103827 | -2137781 |
Profit Factor | 0.2913 | 0.8302 | 0.1636 | 0.98 | 0.3094 | 1.7847 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 39 | 18 | 21 | 40 | 18 | 22 |
Losing Trades | 30 | 17 | 13 | 29 | 17 | 12 |
Profitability (%) | 56.5217 | 51.4286 | 61.7647 | 57.971 | 51.4286 | 64.7059 |
Ratio Avg Win / Avg Loss | 0.2241 | 0.7841 | 0.1013 | 0.7105 | 0.2922 | 0.9735 |
Largest Winning Trade | 50977 | 50977 | 29898 | 3402366 | 707043 | 3402366 |
Largest Losing Trade | -566872 | -54092 | -566872 | -2085790 | -1184840 | -2085790 |
Avg Bars in Trades | 104 | 119 | 89 | 104 | 119 | 89 |
Avg Bars in Winners | 52 | 49 | 54 | 73 | 76 | 69 |
Avg Bars in Losers | 173 | 194 | 145 | 148 | 165 | 124 |
Bars Traded | 7231 | 4197 | 3034 | 7231 | 4197 | 3034 |
Profit Streak | 19.5935 | 21.0935 | 0 | 0 | 0 | 36.3435 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -685375 | -580050 | -579270 | -685744 | -580602 | 348884 |
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7469, "evaluation_days": 1867.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1601467200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759004078880, "expiration_time": 1763555112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 248, "offset": 0, "multiplier": 2.84106 } }, "second_band": { "type": "alma", "factors": { "length": 189, "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": [ [ -1204116.5579127632, -55253.3002272752, -1148863.2576854879, -146184.9854635033, -2750074.860901632, 2603889.875438128 ], [ -1204.116558, -55.2533, -1148.863258, -146.184985, -2750.074861, 2603.889875 ], [ -0.644861, -0.029591, -0.61527, 0, 0, 0.176741 ], [ 498.915401, 498.915401, 498.915401, 498.915401, 498.915401, 498.915401 ], [ -1402893, -233882, -1219987, -3013495, -3103827, -2137781 ], [ 0.291288, 0.830217, 0.163604, 0.979977, 0.30944, 1.784693 ], [ 69, 35, 34, 69, 35, 34 ], [ 39, 18, 21, 40, 18, 22 ], [ 30, 17, 13, 29, 17, 12 ], [ 56.521739, 51.428571, 61.764706, 57.971014, 51.428571, 64.705882 ], [ 0.224068, 0.784094, 0.101279, 0.710483, 0.292249, 0.973469 ], [ 50977, 50977, 29898, 3402366, 707043, 3402366 ], [ -566872, -54092, -566872, -2085790, -1184840, -2085790 ], [ 104, 119, 89, 104, 119, 89 ], [ 52, 49, 54, 73, 76, 69 ], [ 173, 194, 145, 148, 165, 124 ], [ 7231, 4197, 3034, 7231, 4197, 3034 ], [ 19.593505, 21.093505, 0, 0, 0, 36.343506 ], [ 1, 1, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -685375, -580050, -579270, -685744, -580602, 348884 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7469, "evaluation_days": 1867.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1601467200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759004078880, "expiration_time": 1763555112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 248, "offset": 0, "multiplier": 2.84106 } }, "second_band": { "type": "alma", "factors": { "length": 189, "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) |
---|