Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -843742.7679 | 79523.6373 | -923266.4051 | 258012.0589 | -4436645.214 | 4694657.2728 |
Total P&L (%) | -843.7428 | 79.5236 | -923.2664 | 258.0121 | -4436.6452 | 4694.6573 |
Avg Daily Profit (%) | -0.4488 | 0.0423 | -0.4911 | 0.0679 | 0 | 0.2061 |
Buy And Hold Return (%) | 605.2504 | 605.2504 | 605.2504 | 605.2504 | 605.2504 | 605.2504 |
Max Trade Drawdown | -1120927 | -169212 | -1008607 | -4636486 | -4907464 | -2093477 |
Profit Factor | 0.4232 | 1.2841 | 0.2195 | 1.026 | 0.2643 | 2.2 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 37 | 17 | 20 | 35 | 15 | 20 |
Losing Trades | 30 | 16 | 14 | 32 | 18 | 14 |
Profitability (%) | 55.2239 | 51.5152 | 58.8235 | 52.2388 | 45.4545 | 58.8235 |
Ratio Avg Win / Avg Loss | 0.3432 | 1.2086 | 0.1537 | 0.938 | 0.3171 | 1.54 |
Largest Winning Trade | 145001 | 145001 | 29062 | 4977817 | 439604 | 4977817 |
Largest Losing Trade | -597955 | -63588 | -597955 | -2422290 | -2422290 | -1514012 |
Avg Bars in Trades | 53 | 68 | 40 | 53 | 68 | 40 |
Avg Bars in Winners | 33 | 46 | 22 | 43 | 54 | 35 |
Avg Bars in Losers | 79 | 91 | 66 | 65 | 79 | 46 |
Bars Traded | 3613 | 2247 | 1366 | 3613 | 2247 | 1366 |
Profit Streak | 162.3282 | 162.3282 | 270.3282 | 162.3282 | 162.3282 | 270.3282 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -699631 | -300672 | -578278 | -580988 | -581217 | 531891 |
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3760, "evaluation_days": 1880, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1601596800000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759823555369, "expiration_time": 1764668160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 98, "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": [ [ -843742.7678698634, 79523.637279114, -923266.4051489775, 258012.058878637, -4436645.213962728, 4694657.272841366 ], [ -843.742768, 79.523637, -923.266405, 258.012059, -4436.645214, 4694.657273 ], [ -0.448799, 0.0423, -0.491099, 0.067863, 0, 0.206068 ], [ 605.25039, 605.25039, 605.25039, 605.25039, 605.25039, 605.25039 ], [ -1120927, -169212, -1008607, -4636486, -4907464, -2093477 ], [ 0.423244, 1.284091, 0.219548, 1.025951, 0.26425, 2.199961 ], [ 67, 33, 34, 67, 33, 34 ], [ 37, 17, 20, 35, 15, 20 ], [ 30, 16, 14, 32, 18, 14 ], [ 55.223881, 51.515152, 58.823529, 52.238806, 45.454545, 58.823529 ], [ 0.343171, 1.208556, 0.153683, 0.938012, 0.3171, 1.539973 ], [ 145001, 145001, 29062, 4977817, 439604, 4977817 ], [ -597955, -63588, -597955, -2422290, -2422290, -1514012 ], [ 53, 68, 40, 53, 68, 40 ], [ 33, 46, 22, 43, 54, 35 ], [ 79, 91, 66, 65, 79, 46 ], [ 3613, 2247, 1366, 3613, 2247, 1366 ], [ 162.328187, 162.328187, 270.328187, 162.328187, 162.328187, 270.328187 ], [ 7, 3, 4, 7, 3, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -699631, -300672, -578278, -580988, -581217, 531891 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3760, "evaluation_days": 1880, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1601596800000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759823555369, "expiration_time": 1764668160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 98, "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) |
---|