Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1680427.3635 | 1562188.248 | 118239.1156 | 7752483.7185 | 3219851.4797 | 4532632.2389 |
Total P&L (%) | 1680.4274 | 1562.1882 | 118.2391 | 7752.4837 | 3219.8515 | 4532.6322 |
Avg Daily Profit (%) | 0.894 | 0.8311 | 0.0629 | 0.2324 | 0.1865 | 0.2043 |
Buy And Hold Return (%) | 553.7762 | 553.7762 | 553.7762 | 553.7762 | 553.7762 | 553.7762 |
Max Trade Drawdown | -93058 | -77531 | -85747 | -4724633 | -4246973 | -2140333 |
Profit Factor | 4.6758 | 7.3136 | 1.5638 | 1.431 | 1.3048 | 1.6105 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 27 | 9 | 18 | 27 | 9 | 18 |
Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Profitability (%) | 34.6154 | 23.0769 | 46.1538 | 34.6154 | 23.0769 | 46.1538 |
Ratio Avg Win / Avg Loss | 8.8321 | 24.3787 | 1.8244 | 2.703 | 4.3494 | 1.8789 |
Largest Winning Trade | 974253 | 974253 | 56576 | 5792365 | 5792365 | 3531009 |
Largest Losing Trade | -39493 | -18751 | -39493 | -1519969 | -1519969 | -1189743 |
Avg Bars in Trades | 70 | 56 | 84 | 70 | 56 | 84 |
Avg Bars in Winners | 148 | 154 | 146 | 148 | 154 | 146 |
Avg Bars in Losers | 29 | 27 | 32 | 29 | 27 | 32 |
Bars Traded | 5522 | 2218 | 3304 | 5522 | 2218 | 3304 |
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 | -27036 | -19819 | -273380 | -34450 | -29913 | 347315 |
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5639, "evaluation_days": 1879.67, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1600444800000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759777985579, "expiration_time": 1764638496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 5, "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": [ [ 1680427.3635382578, 1562188.247972499, 118239.1155657594, 7752483.718545523, 3219851.479669442, 4532632.23887608 ], [ 1680.427364, 1562.188248, 118.239116, 7752.483719, 3219.85148, 4532.632239 ], [ 0.894001, 0.831097, 0.062904, 0.232407, 0.18651, 0.204271 ], [ 553.77616, 553.77616, 553.77616, 553.77616, 553.77616, 553.77616 ], [ -93058, -77531, -85747, -4724633, -4246973, -2140333 ], [ 4.675804, 7.313621, 1.563774, 1.430981, 1.304815, 1.610482 ], [ 78, 39, 39, 78, 39, 39 ], [ 27, 9, 18, 27, 9, 18 ], [ 51, 30, 21, 51, 30, 21 ], [ 34.615385, 23.076923, 46.153846, 34.615385, 23.076923, 46.153846 ], [ 8.832075, 24.378736, 1.824404, 2.702964, 4.349382, 1.878895 ], [ 974253, 974253, 56576, 5792365, 5792365, 3531009 ], [ -39493, -18751, -39493, -1519969, -1519969, -1189743 ], [ 70, 56, 84, 70, 56, 84 ], [ 148, 154, 146, 148, 154, 146 ], [ 29, 27, 32, 29, 27, 32 ], [ 5522, 2218, 3304, 5522, 2218, 3304 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -27036, -19819, -273380, -34450, -29913, 347315 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5639, "evaluation_days": 1879.67, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1600444800000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759777985579, "expiration_time": 1764638496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 5, "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) |
---|