Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1307058.9651 | -38832.9889 | -1268225.9762 | -197583.5108 | -6688002.1703 | 6490418.6595 |
Total P&L (%) | -1307.059 | -38.833 | -1268.226 | -197.5835 | -6688.0022 | 6490.4187 |
Avg Daily Profit (%) | -0.6978 | -0.0207 | -0.6771 | 0 | 0 | 0.2239 |
Buy And Hold Return (%) | 637.4944 | 637.4944 | 637.4944 | 637.4944 | 637.4944 | 637.4944 |
Max Trade Drawdown | -1569543 | -216285 | -1402542 | -6178910 | -7061585 | -2967260 |
Profit Factor | 0.2744 | 0.8724 | 0.1528 | 0.9847 | 0.2163 | 2.4943 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 53 | 25 | 28 | 27 | 12 | 15 |
Losing Trades | 16 | 9 | 7 | 42 | 22 | 20 |
Profitability (%) | 76.8116 | 73.5294 | 80 | 39.1304 | 35.2941 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.0828 | 0.3141 | 0.0382 | 1.5317 | 0.3965 | 3.3257 |
Largest Winning Trade | 34704 | 34704 | 19505 | 7587000 | 1007799 | 7587000 |
Largest Losing Trade | -754918 | -62511 | -754918 | -3650075 | -3650075 | -2908758 |
Avg Bars in Trades | 77 | 94 | 60 | 77 | 94 | 60 |
Avg Bars in Winners | 25 | 28 | 22 | 61 | 73 | 51 |
Avg Bars in Losers | 249 | 278 | 211 | 87 | 105 | 67 |
Bars Traded | 5325 | 3205 | 2120 | 5325 | 3205 | 2120 |
Profit Streak | 158.5224 | 158.5224 | 261.8557 | 0 | 0 | 0 |
Trades During Streak | 19 | 9 | 12 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -681568 | -576215 | -575355 | -688504 | -586514 | 367501 |
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5619, "evaluation_days": 1873, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1604131200000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759206731617, "expiration_time": 1764045216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 235, "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": [ [ -1307058.9651219926, -38832.9888732674, -1268225.9762487253, -197583.5107607973, -6688002.17028765, 6490418.659526853 ], [ -1307.058965, -38.832989, -1268.225976, -197.583511, -6688.00217, 6490.41866 ], [ -0.697842, -0.020733, -0.677109, 0, 0, 0.223859 ], [ 637.494417, 637.494417, 637.494417, 637.494417, 637.494417, 637.494417 ], [ -1569543, -216285, -1402542, -6178910, -7061585, -2967260 ], [ 0.274371, 0.872429, 0.152751, 0.984656, 0.21628, 2.494307 ], [ 69, 34, 35, 69, 34, 35 ], [ 53, 25, 28, 27, 12, 15 ], [ 16, 9, 7, 42, 22, 20 ], [ 76.811594, 73.529412, 80, 39.130435, 35.294118, 42.857143 ], [ 0.082829, 0.314074, 0.038188, 1.531687, 0.396513, 3.325743 ], [ 34704, 34704, 19505, 7587000, 1007799, 7587000 ], [ -754918, -62511, -754918, -3650075, -3650075, -2908758 ], [ 77, 94, 60, 77, 94, 60 ], [ 25, 28, 22, 61, 73, 51 ], [ 249, 278, 211, 87, 105, 67 ], [ 5325, 3205, 2120, 5325, 3205, 2120 ], [ 158.522357, 158.522357, 261.85569, 0, 0, 0 ], [ 19, 9, 12, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -681568, -576215, -575355, -688504, -586514, 367501 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5619, "evaluation_days": 1873, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1604131200000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759206731617, "expiration_time": 1764045216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 235, "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) |
---|