Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1358840.2181 | 1538056.9189 | -179216.7008 | -79906.1922 | 921771.5945 | -1001677.7866 |
Total P&L (%) | 1358.8402 | 1538.0569 | -179.2167 | -79.9062 | 921.7716 | -1001.6778 |
Avg Daily Profit (%) | 0.727 | 0.8229 | -0.0959 | -0.0858 | 0.1244 | 0 |
Buy And Hold Return (%) | 502.4936 | 502.4936 | 502.4936 | 502.4936 | 502.4936 | 502.4936 |
Max Trade Drawdown | -405804 | -281738 | -211791 | -1803062 | -1240716 | -991878 |
Profit Factor | 2.5252 | 4.0196 | 0.5303 | 0.9745 | 1.5251 | 0.2711 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 36.4706 | 38.0952 | 34.8837 | 36.4706 | 38.0952 | 34.8837 |
Ratio Avg Win / Avg Loss | 4.3987 | 6.5318 | 0.9899 | 1.6975 | 2.4783 | 0.5061 |
Largest Winning Trade | 1111252 | 1111252 | 49509 | 1530400 | 1530400 | 240950 |
Largest Losing Trade | -54981 | -50814 | -54981 | -529313 | -390945 | -529313 |
Avg Bars in Trades | 62 | 85 | 40 | 62 | 85 | 40 |
Avg Bars in Winners | 88 | 116 | 58 | 88 | 116 | 58 |
Avg Bars in Losers | 48 | 67 | 30 | 48 | 67 | 30 |
Bars Traded | 5328 | 3606 | 1721 | 5328 | 3606 | 1721 |
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 | 322118 | 454265 | -586605 | -583034 | -36492 | -586605 |
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5607, "evaluation_days": 1869, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1601712000000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758866111416, "expiration_time": 1763689248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 36, "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": [ [ 1358840.2181028663, 1538056.918864512, -179216.7007616453, -79906.1921747847, 921771.5944546128, -1001677.7866293977 ], [ 1358.840218, 1538.056919, -179.216701, -79.906192, 921.771594, -1001.677787 ], [ 0.727041, 0.82293, -0.095889, -0.085825, 0.124429, 0 ], [ 502.493557, 502.493557, 502.493557, 502.493557, 502.493557, 502.493557 ], [ -405804, -281738, -211791, -1803062, -1240716, -991878 ], [ 2.525181, 4.019567, 0.530322, 0.974468, 1.525104, 0.27112 ], [ 85, 42, 43, 85, 42, 43 ], [ 31, 16, 15, 31, 16, 15 ], [ 54, 26, 28, 54, 26, 28 ], [ 36.470588, 38.095238, 34.883721, 36.470588, 38.095238, 34.883721 ], [ 4.398702, 6.531796, 0.989935, 1.697461, 2.478294, 0.50609 ], [ 1111252, 1111252, 49509, 1530400, 1530400, 240950 ], [ -54981, -50814, -54981, -529313, -390945, -529313 ], [ 62, 85, 40, 62, 85, 40 ], [ 88, 116, 58, 88, 116, 58 ], [ 48, 67, 30, 48, 67, 30 ], [ 5328, 3606, 1721, 5328, 3606, 1721 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 322118, 454265, -586605, -583034, -36492, -586605 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5607, "evaluation_days": 1869, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1601712000000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758866111416, "expiration_time": 1763689248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 36, "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) |
---|