Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2113296.8176 | 2001560.6123 | 111736.2054 | 8238085.423 | 3376243.1509 | 4861842.2721 |
Total P&L (%) | 2113.2968 | 2001.5606 | 111.7362 | 8238.0854 | 3376.2432 | 4861.8423 |
Avg Daily Profit (%) | 1.1318 | 1.072 | 0.0598 | 0.2372 | 0.1902 | 0.2093 |
Buy And Hold Return (%) | 529.4456 | 529.4456 | 529.4456 | 529.4456 | 529.4456 | 529.4456 |
Max Trade Drawdown | -91205 | -141697 | -36166 | -10225706 | -12581986 | -3021333 |
Profit Factor | 5.6218 | 7.589 | 1.728 | 1.2665 | 1.164 | 1.4707 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 41.0256 | 33.3333 | 48.7179 | 41.0256 | 33.3333 | 48.7179 |
Ratio Avg Win / Avg Loss | 8.0813 | 15.178 | 1.819 | 1.8206 | 2.328 | 1.5481 |
Largest Winning Trade | 1411736 | 1411736 | 60678 | 11663009 | 11663009 | 3741848 |
Largest Losing Trade | -31539 | -31539 | -21328 | -3189609 | -3189609 | -2919754 |
Avg Bars in Trades | 138 | 124 | 152 | 138 | 124 | 152 |
Avg Bars in Winners | 200 | 197 | 202 | 200 | 197 | 202 |
Avg Bars in Losers | 95 | 87 | 105 | 95 | 87 | 105 |
Bars Traded | 10807 | 4853 | 5954 | 10807 | 4853 | 5954 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22792 | 469875 | -275995 | -32921 | -37918 | 355595 |
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11203, "evaluation_days": 1867.17, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600804800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759017688458, "expiration_time": 1763554896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 120, "offset": 0, "std": 3.72083 } }, "second_band": { "type": "hma", "factors": { "length": 224, "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": [ [ 2113296.817643518, 2001560.6122611403, 111736.2053823769, 8238085.423007393, 3376243.150907179, 4861842.272100214 ], [ 2113.296818, 2001.560612, 111.736205, 8238.085423, 3376.243151, 4861.842272 ], [ 1.131818, 1.071976, 0.059843, 0.237186, 0.19023, 0.209325 ], [ 529.445559, 529.445559, 529.445559, 529.445559, 529.445559, 529.445559 ], [ -91205, -141697, -36166, -10225706, -12581986, -3021333 ], [ 5.62179, 7.58902, 1.728045, 1.26649, 1.164018, 1.470708 ], [ 78, 39, 39, 78, 39, 39 ], [ 32, 13, 19, 32, 13, 19 ], [ 46, 26, 20, 46, 26, 20 ], [ 41.025641, 33.333333, 48.717949, 41.025641, 33.333333, 48.717949 ], [ 8.081323, 15.17804, 1.818995, 1.820579, 2.328037, 1.548114 ], [ 1411736, 1411736, 60678, 11663009, 11663009, 3741848 ], [ -31539, -31539, -21328, -3189609, -3189609, -2919754 ], [ 138, 124, 152, 138, 124, 152 ], [ 200, 197, 202, 200, 197, 202 ], [ 95, 87, 105, 95, 87, 105 ], [ 10807, 4853, 5954, 10807, 4853, 5954 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -22792, 469875, -275995, -32921, -37918, 355595 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11203, "evaluation_days": 1867.17, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600804800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759017688458, "expiration_time": 1763554896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 120, "offset": 0, "std": 3.72083 } }, "second_band": { "type": "hma", "factors": { "length": 224, "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) |
---|