Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1723086.2956 | 1702799.96 | 20286.3356 | 1164320.8654 | 1952683.7839 | -788362.9186 |
Total P&L (%) | 1723.0863 | 1702.8 | 20.2863 | 1164.3209 | 1952.6838 | -788.3629 |
Avg Daily Profit (%) | 0.9227 | 0.9118 | 0.0109 | 0.1359 | 0.1619 | 0 |
Buy And Hold Return (%) | 538.5291 | 538.5291 | 538.5291 | 538.5291 | 538.5291 | 538.5291 |
Max Trade Drawdown | -124844 | -149635 | -79000 | -5749653 | -5595038 | -2854279 |
Profit Factor | 3.9794 | 6.1015 | 1.083 | 1.0746 | 1.2095 | 0.8746 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 40.2778 | 36.1111 | 44.4444 | 40.2778 | 36.1111 | 44.4444 |
Ratio Avg Win / Avg Loss | 5.9004 | 10.795 | 1.3537 | 1.5934 | 2.1399 | 1.0932 |
Largest Winning Trade | 1395041 | 1395041 | 62815 | 5051692 | 5051692 | 1231056 |
Largest Losing Trade | -39310 | -33057 | -39310 | -1549837 | -1549837 | -1509836 |
Avg Bars in Trades | 49 | 43 | 56 | 49 | 43 | 56 |
Avg Bars in Winners | 78 | 71 | 83 | 78 | 71 | 83 |
Avg Bars in Losers | 30 | 27 | 34 | 30 | 27 | 34 |
Bars Traded | 3599 | 1558 | 2041 | 3599 | 1558 | 2041 |
Profit Streak | 0 | 55.5418 | 0 | 0 | 55.5418 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70173 | 503373 | -475542 | -241835 | 34493 | -581273 |
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3735, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1601208000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758978008903, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 47, "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": [ [ 1723086.295593881, 1702799.9599620597, 20286.3356318217, 1164320.865360038, 1952683.783935957, -788362.9185759207 ], [ 1723.086296, 1702.79996, 20.286336, 1164.320865, 1952.683784, -788.362919 ], [ 0.92267, 0.911807, 0.010863, 0.135949, 0.161937, 0 ], [ 538.52914, 538.52914, 538.52914, 538.52914, 538.52914, 538.52914 ], [ -124844, -149635, -79000, -5749653, -5595038, -2854279 ], [ 3.979363, 6.101501, 1.082952, 1.074611, 1.209508, 0.874563 ], [ 72, 36, 36, 72, 36, 36 ], [ 29, 13, 16, 29, 13, 16 ], [ 43, 23, 20, 43, 23, 20 ], [ 40.277778, 36.111111, 44.444444, 40.277778, 36.111111, 44.444444 ], [ 5.900435, 10.794964, 1.353689, 1.593388, 2.139898, 1.093204 ], [ 1395041, 1395041, 62815, 5051692, 5051692, 1231056 ], [ -39310, -33057, -39310, -1549837, -1549837, -1509836 ], [ 49, 43, 56, 49, 43, 56 ], [ 78, 71, 83, 78, 71, 83 ], [ 30, 27, 34, 30, 27, 34 ], [ 3599, 1558, 2041, 3599, 1558, 2041 ], [ 0, 55.54177, 0, 0, 55.54177, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -70173, 503373, -475542, -241835, 34493, -581273 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3735, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1601208000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758978008903, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 47, "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) |
---|