Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1336188.8285 | -34098.2263 | -1302090.6022 | -22107.0804 | -5423688.2238 | 5401581.1434 |
Total P&L (%) | -1336.1888 | -34.0982 | -1302.0906 | -22.1071 | -5423.6882 | 5401.5811 |
Avg Daily Profit (%) | -0.7095 | -0.0181 | -0.6914 | -0.0133 | 0 | 0.213 |
Buy And Hold Return (%) | 238.2848 | 238.2848 | 238.2848 | 238.2848 | 238.2848 | 238.2848 |
Max Trade Drawdown | -1473814 | -165296 | -1379030 | -5792637 | -5686252 | -2491347 |
Profit Factor | 0.2848 | 0.8754 | 0.1835 | 0.9982 | 0.2097 | 2.0532 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 65 | 29 | 36 | 63 | 28 | 35 |
Losing Trades | 31 | 19 | 12 | 33 | 20 | 13 |
Profitability (%) | 67.7083 | 60.4167 | 75 | 65.625 | 58.3333 | 72.9167 |
Ratio Avg Win / Avg Loss | 0.1358 | 0.5735 | 0.0612 | 0.5228 | 0.1498 | 0.7626 |
Largest Winning Trade | 42537 | 42537 | 28394 | 5204556 | 172560 | 5204556 |
Largest Losing Trade | -818276 | -58435 | -818276 | -3411265 | -3411265 | -1641010 |
Avg Bars in Trades | 230 | 265 | 195 | 230 | 265 | 195 |
Avg Bars in Winners | 108 | 119 | 100 | 143 | 134 | 149 |
Avg Bars in Losers | 486 | 489 | 481 | 397 | 448 | 318 |
Bars Traded | 22125 | 12744 | 9381 | 22125 | 12744 | 9381 |
Profit Streak | 0 | 166.546 | 0 | 0 | 166.546 | 0 |
Trades During Streak | 0 | 7 | 0 | 0 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577948 | -577870 | -577448 | -578218 | -578140 | 444009 |
{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22599, "evaluation_days": 1883.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599026400000, "last_datapoint_time": 1760155200000, "evaluation_time": 1760159176238, "expiration_time": 1766012860800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 226, "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": [ [ -1336188.828495973, -34098.2262682673, -1302090.602227706, -22107.0803925814, -5423688.223834543, 5401581.14344196 ], [ -1336.188828, -34.098226, -1302.090602, -22.10708, -5423.688224, 5401.581143 ], [ -0.709512, -0.018106, -0.691406, -0.013265, 0, 0.21303 ], [ 238.284816, 238.284816, 238.284816, 238.284816, 238.284816, 238.284816 ], [ -1473814, -165296, -1379030, -5792637, -5686252, -2491347 ], [ 0.284828, 0.875393, 0.18349, 0.998156, 0.209716, 2.053192 ], [ 96, 48, 48, 96, 48, 48 ], [ 65, 29, 36, 63, 28, 35 ], [ 31, 19, 12, 33, 20, 13 ], [ 67.708333, 60.416667, 75, 65.625, 58.333333, 72.916667 ], [ 0.135841, 0.573533, 0.061163, 0.522844, 0.149797, 0.762614 ], [ 42537, 42537, 28394, 5204556, 172560, 5204556 ], [ -818276, -58435, -818276, -3411265, -3411265, -1641010 ], [ 230, 265, 195, 230, 265, 195 ], [ 108, 119, 100, 143, 134, 149 ], [ 486, 489, 481, 397, 448, 318 ], [ 22125, 12744, 9381, 22125, 12744, 9381 ], [ 0, 166.546021, 0, 0, 166.546021, 0 ], [ 0, 7, 0, 0, 7, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577948, -577870, -577448, -578218, -578140, 444009 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22599, "evaluation_days": 1883.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599026400000, "last_datapoint_time": 1760155200000, "evaluation_time": 1760159176238, "expiration_time": 1766012860800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 226, "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) |
---|