Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1987359.1036 | 2124900.8067 | -137541.7032 | -77033.8326 | 188449.3579 | -265483.1905 |
Total P&L (%) | 1987.3591 | 2124.9008 | -137.5417 | -77.0338 | 188.4494 | -265.4832 |
Avg Daily Profit (%) | 1.0647 | 1.1383 | -0.0737 | -0.0788 | 0.0568 | 0 |
Buy And Hold Return (%) | 522.6462 | 522.6462 | 522.6462 | 522.6462 | 522.6462 | 522.6462 |
Max Trade Drawdown | -194752 | -164659 | -143141 | -432768 | -292786 | -299879 |
Profit Factor | 3.409 | 5.5688 | 0.6178 | 0.9279 | 1.3186 | 0.4425 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 37.0787 | 29.5455 | 44.4444 | 37.0787 | 29.5455 | 44.4444 |
Ratio Avg Win / Avg Loss | 5.785 | 13.2794 | 0.7723 | 1.5745 | 3.1444 | 0.5532 |
Largest Winning Trade | 1454147 | 1454147 | 49573 | 407814 | 407814 | 90637 |
Largest Losing Trade | -78511 | -47159 | -78511 | -194219 | -121526 | -194219 |
Avg Bars in Trades | 236 | 335 | 138 | 236 | 335 | 138 |
Avg Bars in Winners | 320 | 539 | 177 | 320 | 539 | 177 |
Avg Bars in Losers | 186 | 249 | 108 | 186 | 249 | 108 |
Bars Traded | 21007 | 14754 | 6253 | 21007 | 14754 | 6253 |
Profit Streak | 0 | 168.9964 | 0 | 0 | 168.9964 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458276 | 387097 | -582872 | -582787 | -290341 | -582872 |
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{ "first_band": { "type": "dcl", "factors": { "length": 145, "offset": 240 } }, "second_band": { "type": "sinwma", "factors": { "length": 53, "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": [ [ 1987359.1035947092, 2124900.8067449783, -137541.7031502688, -77033.8325844121, 188449.3578942788, -265483.190478691 ], [ 1987.359104, 2124.900807, -137.541703, -77.033833, 188.449358, -265.48319 ], [ 1.064655, 1.138338, -0.073683, -0.07878, 0.056767, 0 ], [ 522.64619, 522.64619, 522.64619, 522.64619, 522.64619, 522.64619 ], [ -194752, -164659, -143141, -432768, -292786, -299879 ], [ 3.409027, 5.568761, 0.617802, 0.927852, 1.3186, 0.442533 ], [ 89, 44, 45, 89, 44, 45 ], [ 33, 13, 20, 33, 13, 20 ], [ 56, 31, 25, 56, 31, 25 ], [ 37.078652, 29.545455, 44.444444, 37.078652, 29.545455, 44.444444 ], [ 5.785015, 13.279353, 0.772252, 1.574537, 3.144353, 0.553166 ], [ 1454147, 1454147, 49573, 407814, 407814, 90637 ], [ -78511, -47159, -78511, -194219, -121526, -194219 ], [ 236, 335, 138, 236, 335, 138 ], [ 320, 539, 177, 320, 539, 177 ], [ 186, 249, 108, 186, 249, 108 ], [ 21007, 14754, 6253, 21007, 14754, 6253 ], [ 0, 168.996436, 0, 0, 168.996436, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 458276, 387097, -582872, -582787, -290341, -582872 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22400, "evaluation_days": 1866.67, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600171200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759024492050, "expiration_time": 1764528480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 145, "offset": 240 } }, "second_band": { "type": "sinwma", "factors": { "length": 53, "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) |
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