Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1183367.3954 | 1177495.5748 | 5871.8206 | 781540.1192 | 678927.5831 | 102612.5362 |
Total P&L (%) | 1183.3674 | 1177.4956 | 5.8718 | 781.5401 | 678.9276 | 102.6125 |
Avg Daily Profit (%) | 0.6332 | 0.63 | 0.0031 | 0.1165 | 0.1099 | 0.0378 |
Buy And Hold Return (%) | 476.2734 | 476.2734 | 476.2734 | 476.2734 | 476.2734 | 476.2734 |
Max Trade Drawdown | -90155 | -132137 | -144680 | -742616 | -1005757 | -582572 |
Profit Factor | 2.9928 | 4.8442 | 1.0204 | 1.2182 | 1.3389 | 1.065 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 47.9592 | 40.8163 | 55.102 | 47.9592 | 40.8163 | 55.102 |
Ratio Avg Win / Avg Loss | 3.2475 | 7.0241 | 0.8315 | 1.3218 | 1.9414 | 0.8678 |
Largest Winning Trade | 866036 | 866036 | 52232 | 882668 | 882668 | 392087 |
Largest Losing Trade | -36092 | -26616 | -36092 | -232407 | -223591 | -232407 |
Avg Bars in Trades | 55 | 45 | 65 | 55 | 45 | 65 |
Avg Bars in Winners | 76 | 65 | 84 | 76 | 65 | 84 |
Avg Bars in Losers | 35 | 30 | 41 | 35 | 30 | 41 |
Bars Traded | 5400 | 2206 | 3194 | 5400 | 2206 | 3194 |
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 | 477557 | 438425 | -553366 | -47260 | -81309 | -458138 |
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5607, "evaluation_days": 1869, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1601740800000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758854464261, "expiration_time": 1763689248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1183367.3953579688, 1177495.5747873527, 5871.8205706157, 781540.1192361347, 678927.5830587044, 102612.5361774307 ], [ 1183.367395, 1177.495575, 5.871821, 781.540119, 678.927583, 102.612536 ], [ 0.633155, 0.630014, 0.003142, 0.11652, 0.109892, 0.037788 ], [ 476.273432, 476.273432, 476.273432, 476.273432, 476.273432, 476.273432 ], [ -90155, -132137, -144680, -742616, -1005757, -582572 ], [ 2.992788, 4.84419, 1.020422, 1.218174, 1.338876, 1.064998 ], [ 98, 49, 49, 98, 49, 49 ], [ 47, 20, 27, 47, 20, 27 ], [ 51, 29, 22, 51, 29, 22 ], [ 47.959184, 40.816327, 55.102041, 47.959184, 40.816327, 55.102041 ], [ 3.247493, 7.024075, 0.831455, 1.321849, 1.94137, 0.867776 ], [ 866036, 866036, 52232, 882668, 882668, 392087 ], [ -36092, -26616, -36092, -232407, -223591, -232407 ], [ 55, 45, 65, 55, 45, 65 ], [ 76, 65, 84, 76, 65, 84 ], [ 35, 30, 41, 35, 30, 41 ], [ 5400, 2206, 3194, 5400, 2206, 3194 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 477557, 438425, -553366, -47260, -81309, -458138 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5607, "evaluation_days": 1869, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1601740800000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758854464261, "expiration_time": 1763689248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|