Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -390702.6657 | 171177.2452 | -561879.9109 | 145974.1052 | -1448443.6763 | 1594417.7815 |
Total P&L (%) | -390.7027 | 171.1772 | -561.8799 | 145.9741 | -1448.4437 | 1594.4178 |
Avg Daily Profit (%) | -0.2086 | 0.0914 | -0.3 | 0.0481 | 0 | 0.1512 |
Buy And Hold Return (%) | 466.0176 | 466.0176 | 466.0176 | 466.0176 | 466.0176 | 466.0176 |
Max Trade Drawdown | -626459 | -133485 | -627072 | -1431796 | -1905183 | -1046122 |
Profit Factor | 0.6134 | 1.7223 | 0.2736 | 1.0334 | 0.3874 | 1.7941 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 34 | 17 | 17 | 34 | 15 | 19 |
Losing Trades | 23 | 11 | 12 | 23 | 13 | 10 |
Profitability (%) | 59.6491 | 60.7143 | 58.6207 | 59.6491 | 53.5714 | 65.5172 |
Ratio Avg Win / Avg Loss | 0.4149 | 1.1144 | 0.1931 | 0.6991 | 0.3358 | 0.9443 |
Largest Winning Trade | 168163 | 168163 | 32156 | 2494057 | 354693 | 2494057 |
Largest Losing Trade | -386258 | -52787 | -386258 | -1042587 | -548520 | -1042587 |
Avg Bars in Trades | 189 | 228 | 152 | 189 | 228 | 152 |
Avg Bars in Winners | 116 | 134 | 97 | 128 | 115 | 139 |
Avg Bars in Losers | 298 | 373 | 228 | 279 | 358 | 176 |
Bars Traded | 10800 | 6391 | 4409 | 10800 | 6391 | 4409 |
Profit Streak | 141.0942 | 145.5942 | 141.0942 | 141.0942 | 145.5942 | 141.0942 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757580 | -252868 | -578364 | -656757 | -600018 | 317417 |
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11236, "evaluation_days": 1872.67, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1602158400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759198540522, "expiration_time": 1764044352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 115, "offset": 0, "std": 2.92957 } }, "second_band": { "type": "pwma", "factors": { "length": 87, "offset": 244 } } }
{ "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": [ [ -390702.6656536365, 171177.2451986438, -561879.9108522802, 145974.1051706976, -1448443.6762817793, 1594417.7814524763 ], [ -390.702666, 171.177245, -561.879911, 145.974105, -1448.443676, 1594.417781 ], [ -0.208634, 0.091408, -0.300042, 0.048074, 0, 0.151231 ], [ 466.017616, 466.017616, 466.017616, 466.017616, 466.017616, 466.017616 ], [ -626459, -133485, -627072, -1431796, -1905183, -1046122 ], [ 0.613362, 1.72228, 0.273603, 1.033386, 0.387447, 1.794135 ], [ 57, 28, 29, 57, 28, 29 ], [ 34, 17, 17, 34, 15, 19 ], [ 23, 11, 12, 23, 13, 10 ], [ 59.649123, 60.714286, 58.62069, 59.649123, 53.571429, 65.517241 ], [ 0.414921, 1.114416, 0.193131, 0.699055, 0.335788, 0.944282 ], [ 168163, 168163, 32156, 2494057, 354693, 2494057 ], [ -386258, -52787, -386258, -1042587, -548520, -1042587 ], [ 189, 228, 152, 189, 228, 152 ], [ 116, 134, 97, 128, 115, 139 ], [ 298, 373, 228, 279, 358, 176 ], [ 10800, 6391, 4409, 10800, 6391, 4409 ], [ 141.094219, 145.594219, 141.094219, 141.094219, 145.594219, 141.094219 ], [ 6, 3, 3, 6, 3, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -757580, -252868, -578364, -656757, -600018, 317417 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11236, "evaluation_days": 1872.67, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1602158400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759198540522, "expiration_time": 1764044352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 115, "offset": 0, "std": 2.92957 } }, "second_band": { "type": "pwma", "factors": { "length": 87, "offset": 244 } } }
# | 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) |
---|