Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 441115.9291 | 521228.927 | -80112.9979 | -44094.8402 | 6812.9897 | -50907.8298 |
Total P&L (%) | 441.1159 | 521.2289 | -80.113 | -44.0948 | 6.813 | -50.9078 |
Avg Daily Profit (%) | 0.2342 | 0.2767 | -0.0425 | -0.0309 | 0.0035 | -0.0378 |
Buy And Hold Return (%) | 196.5157 | 196.5157 | 196.5157 | 196.5157 | 196.5157 | 196.5157 |
Max Trade Drawdown | -175817 | -108845 | -295403 | -143104 | -105232 | -122358 |
Profit Factor | 1.1718 | 1.4255 | 0.9403 | 0.975 | 1.0076 | 0.9412 |
Total Trades | 734 | 367 | 367 | 734 | 367 | 367 |
Winning Trades | 362 | 170 | 192 | 362 | 170 | 192 |
Losing Trades | 372 | 197 | 175 | 372 | 197 | 175 |
Profitability (%) | 49.3188 | 46.3215 | 52.3161 | 49.3188 | 46.3215 | 52.3161 |
Ratio Avg Win / Avg Loss | 1.2041 | 1.6518 | 0.8571 | 1.002 | 1.1676 | 0.8579 |
Largest Winning Trade | 103033 | 103033 | 37952 | 61727 | 61727 | 24069 |
Largest Losing Trade | -62377 | -27092 | -62377 | -44430 | -44430 | -31471 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 11192 | 5580 | 5612 | 11192 | 5580 | 5612 |
Profit Streak | 7.0386 | 14.7053 | 7.0386 | 7.0386 | 14.7053 | 7.0386 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23928 | 306680 | -578153 | -574111 | -564839 | -578153 |
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11301, "evaluation_days": 1883.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598760000000, "last_datapoint_time": 1760126400000, "evaluation_time": 1760144137127, "expiration_time": 1765008432000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.56743 } }, "second_band": { "type": "hma", "factors": { "length": 87, "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": [ [ 441115.929116636, 521228.9270371876, -80112.9979205514, -44094.8401815097, 6812.989664737, -50907.8298462468 ], [ 441.115929, 521.228927, -80.112998, -44.09484, 6.81299, -50.90783 ], [ 0.2342, 0.276734, -0.042534, -0.030869, 0.003499, -0.037767 ], [ 196.515711, 196.515711, 196.515711, 196.515711, 196.515711, 196.515711 ], [ -175817, -108845, -295403, -143104, -105232, -122358 ], [ 1.171767, 1.425451, 0.940347, 0.975032, 1.007566, 0.941188 ], [ 734, 367, 367, 734, 367, 367 ], [ 362, 170, 192, 362, 170, 192 ], [ 372, 197, 175, 372, 197, 175 ], [ 49.318801, 46.321526, 52.316076, 49.318801, 46.321526, 52.316076 ], [ 1.204136, 1.651847, 0.857087, 1.001967, 1.167591, 0.857854 ], [ 103033, 103033, 37952, 61727, 61727, 24069 ], [ -62377, -27092, -62377, -44430, -44430, -31471 ], [ 15, 15, 15, 15, 15, 15 ], [ 15, 15, 15, 15, 15, 15 ], [ 15, 15, 15, 15, 15, 15 ], [ 11192, 5580, 5612, 11192, 5580, 5612 ], [ 7.038624, 14.705291, 7.038624, 7.038624, 14.705291, 7.038624 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -23928, 306680, -578153, -574111, -564839, -578153 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11301, "evaluation_days": 1883.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598760000000, "last_datapoint_time": 1760126400000, "evaluation_time": 1760144137127, "expiration_time": 1765008432000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.56743 } }, "second_band": { "type": "hma", "factors": { "length": 87, "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) |
---|