Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1072976.9744 | 1063894.9013 | 9082.0731 | 379191.8819 | 270266.1977 | 108925.6842 |
Total P&L (%) | 1072.977 | 1063.8949 | 9.0821 | 379.1919 | 270.2662 | 108.9257 |
Avg Daily Profit (%) | 0.5701 | 0.5653 | 0.0048 | 0.0833 | 0.0696 | 0.0392 |
Buy And Hold Return (%) | 314.3958 | 314.3958 | 314.3958 | 314.3958 | 314.3958 | 314.3958 |
Max Trade Drawdown | -78154 | -97249 | -174078 | -305752 | -337156 | -267394 |
Profit Factor | 2.362 | 3.5913 | 1.0241 | 1.193 | 1.2493 | 1.1236 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 64 | 37 | 27 | 64 | 37 | 27 |
Profitability (%) | 38.4615 | 28.8462 | 48.0769 | 38.4615 | 28.8462 | 48.0769 |
Ratio Avg Win / Avg Loss | 3.7791 | 8.8586 | 1.106 | 1.9087 | 3.0816 | 1.2135 |
Largest Winning Trade | 549872 | 549872 | 55432 | 439239 | 439239 | 227905 |
Largest Losing Trade | -51601 | -35780 | -51601 | -121116 | -107055 | -121116 |
Avg Bars in Trades | 35 | 32 | 39 | 35 | 32 | 39 |
Avg Bars in Winners | 58 | 55 | 60 | 58 | 55 | 60 |
Avg Bars in Losers | 21 | 23 | 19 | 21 | 23 | 19 |
Bars Traded | 3729 | 1693 | 2036 | 3729 | 1693 | 2036 |
Profit Streak | 16.6519 | 0 | 29.6519 | 16.6519 | 0 | 29.6519 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335465 | -178044 | -726459 | -194209 | -458120 | -571177 |
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3764, "evaluation_days": 1882, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598486400000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759981126202, "expiration_time": 1764846144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 80, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 26, "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": [ [ 1072976.9744079267, 1063894.9012612489, 9082.0731466782, 379191.8819281926, 270266.1977024171, 108925.6842257755 ], [ 1072.976974, 1063.894901, 9.082073, 379.191882, 270.266198, 108.925684 ], [ 0.570126, 0.5653, 0.004826, 0.083293, 0.069581, 0.039158 ], [ 314.395776, 314.395776, 314.395776, 314.395776, 314.395776, 314.395776 ], [ -78154, -97249, -174078, -305752, -337156, -267394 ], [ 2.361952, 3.591337, 1.024073, 1.192956, 1.249308, 1.123624 ], [ 104, 52, 52, 104, 52, 52 ], [ 40, 15, 25, 40, 15, 25 ], [ 64, 37, 27, 64, 37, 27 ], [ 38.461538, 28.846154, 48.076923, 38.461538, 28.846154, 48.076923 ], [ 3.779124, 8.858631, 1.105999, 1.908729, 3.081625, 1.213514 ], [ 549872, 549872, 55432, 439239, 439239, 227905 ], [ -51601, -35780, -51601, -121116, -107055, -121116 ], [ 35, 32, 39, 35, 32, 39 ], [ 58, 55, 60, 58, 55, 60 ], [ 21, 23, 19, 21, 23, 19 ], [ 3729, 1693, 2036, 3729, 1693, 2036 ], [ 16.651924, 0, 29.651924, 16.651924, 0, 29.651924 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 335465, -178044, -726459, -194209, -458120, -571177 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3764, "evaluation_days": 1882, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598486400000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759981126202, "expiration_time": 1764846144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 80, "offset": 0, "poles": 2 } }, "second_band": { "type": "jma", "factors": { "length": 26, "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) |
---|