Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1204094.8022 | -17343.5774 | -1186751.2248 | 706462.7325 | -13390250.7934 | 14096713.5259 |
Total P&L (%) | -1204.0948 | -17.3436 | -1186.7512 | 706.4627 | -13390.2508 | 14096.7135 |
Avg Daily Profit (%) | -0.6426 | -0.0093 | -0.6334 | 0.1115 | 0 | 0.2648 |
Buy And Hold Return (%) | 578.7129 | 578.7129 | 578.7129 | 578.7129 | 578.7129 | 578.7129 |
Max Trade Drawdown | -1320010 | -207897 | -1238370 | -12474982 | -13581988 | -1710176 |
Profit Factor | 0.2308 | 0.9251 | 0.1102 | 1.0382 | 0.0855 | 4.6426 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 43 | 19 | 24 | 43 | 18 | 25 |
Losing Trades | 20 | 13 | 7 | 20 | 14 | 6 |
Profitability (%) | 68.254 | 59.375 | 77.4194 | 68.254 | 56.25 | 80.6452 |
Ratio Avg Win / Avg Loss | 0.1073 | 0.633 | 0.0321 | 0.4829 | 0.0665 | 1.1142 |
Largest Winning Trade | 98396 | 98396 | 22966 | 15126498 | 452779 | 15126498 |
Largest Losing Trade | -734915 | -67631 | -734915 | -8838185 | -8838185 | -1078873 |
Avg Bars in Trades | 83 | 95 | 71 | 83 | 95 | 71 |
Avg Bars in Winners | 14 | 19 | 10 | 27 | 13 | 36 |
Avg Bars in Losers | 232 | 207 | 278 | 204 | 200 | 214 |
Bars Traded | 5264 | 3059 | 2205 | 5264 | 3059 | 2205 |
Profit Streak | 33.4537 | 33.4537 | 68.787 | 33.4537 | 33.4537 | 68.787 |
Trades During Streak | 6 | 3 | 6 | 6 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -727843 | -578147 | -575726 | -468140 | -578552 | 736632 |
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5621, "evaluation_days": 1873.67, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1605398400000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759258399378, "expiration_time": 1764104544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 64, "offset": 215 } } }
{ "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": [ [ -1204094.8022497175, -17343.5774156641, -1186751.2248340528, 706462.7324658195, -13390250.793422204, 14096713.52588802 ], [ -1204.094802, -17.343577, -1186.751225, 706.462732, -13390.250793, 14096.713526 ], [ -0.64264, -0.009256, -0.633383, 0.111474, 0, 0.264836 ], [ 578.712858, 578.712858, 578.712858, 578.712858, 578.712858, 578.712858 ], [ -1320010, -207897, -1238370, -12474982, -13581988, -1710176 ], [ 0.23075, 0.92509, 0.110221, 1.038161, 0.085545, 4.642582 ], [ 63, 32, 31, 63, 32, 31 ], [ 43, 19, 24, 43, 18, 25 ], [ 20, 13, 7, 20, 14, 6 ], [ 68.253968, 59.375, 77.419355, 68.253968, 56.25, 80.645161 ], [ 0.107326, 0.632956, 0.032148, 0.482865, 0.066535, 1.11422 ], [ 98396, 98396, 22966, 15126498, 452779, 15126498 ], [ -734915, -67631, -734915, -8838185, -8838185, -1078873 ], [ 83, 95, 71, 83, 95, 71 ], [ 14, 19, 10, 27, 13, 36 ], [ 232, 207, 278, 204, 200, 214 ], [ 5264, 3059, 2205, 5264, 3059, 2205 ], [ 33.453696, 33.453696, 68.78703, 33.453696, 33.453696, 68.78703 ], [ 6, 3, 6, 6, 3, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -727843, -578147, -575726, -468140, -578552, 736632 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5621, "evaluation_days": 1873.67, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1605398400000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759258399378, "expiration_time": 1764104544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 64, "offset": 215 } } }
# | 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) |
---|