Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1668999.4646 | -43636.6076 | -1625362.857 | -73679.7922 | 3803004.952 | -3876684.7442 |
Total P&L (%) | -1668.9995 | -43.6366 | -1625.3629 | -73.6798 | 3803.005 | -3876.6847 |
Avg Daily Profit (%) | -0.8939 | -0.0234 | -0.8705 | -0.0715 | 0.1964 | 0 |
Buy And Hold Return (%) | 535.3553 | 535.3553 | 535.3553 | 535.3553 | 535.3553 | 535.3553 |
Max Trade Drawdown | -1853619 | -185815 | -1720662 | -5456535 | -1020149 | -4881656 |
Profit Factor | 0.3358 | 0.8998 | 0.2175 | 0.9925 | 3.0002 | 0.5108 |
Total Trades | 403 | 201 | 202 | 403 | 201 | 202 |
Winning Trades | 306 | 151 | 155 | 172 | 94 | 78 |
Losing Trades | 97 | 50 | 47 | 231 | 107 | 124 |
Profitability (%) | 75.9305 | 75.1244 | 76.7327 | 42.6799 | 46.7662 | 38.6139 |
Ratio Avg Win / Avg Loss | 0.1064 | 0.298 | 0.0659 | 1.333 | 3.4151 | 0.812 |
Largest Winning Trade | 27892 | 19985 | 27892 | 2797666 | 1883297 | 2797666 |
Largest Losing Trade | -1046301 | -60485 | -1046301 | -4040914 | -335163 | -4040914 |
Avg Bars in Trades | 27 | 31 | 22 | 27 | 31 | 22 |
Avg Bars in Winners | 8 | 8 | 8 | 39 | 48 | 28 |
Avg Bars in Losers | 86 | 103 | 68 | 17 | 16 | 18 |
Bars Traded | 10885 | 6372 | 4513 | 10885 | 6372 | 4513 |
Profit Streak | 16.5748 | 28.9081 | 16.5748 | 16.5748 | 28.9081 | 16.5748 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573497 | -575451 | -575464 | -578039 | 523799 | -583357 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.82226, "nb": 0.77929, "nc": 0.12846 } }, "second_band": { "type": "midprice", "factors": { "length": 72, "offset": 112 } } }
{ "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": [ [ -1668999.4646241048, -43636.6075930656, -1625362.8570310392, -73679.7922472039, 3803004.951983282, -3876684.744230485 ], [ -1668.999465, -43.636608, -1625.362857, -73.679792, 3803.004952, -3876.684744 ], [ -0.893866, -0.02337, -0.870495, -0.071464, 0.196443, 0 ], [ 535.355302, 535.355302, 535.355302, 535.355302, 535.355302, 535.355302 ], [ -1853619, -185815, -1720662, -5456535, -1020149, -4881656 ], [ 0.335781, 0.899842, 0.217465, 0.992501, 3.000204, 0.51076 ], [ 403, 201, 202, 403, 201, 202 ], [ 306, 151, 155, 172, 94, 78 ], [ 97, 50, 47, 231, 107, 124 ], [ 75.930521, 75.124378, 76.732673, 42.679901, 46.766169, 38.613861 ], [ 0.106441, 0.297961, 0.065941, 1.332952, 3.415126, 0.811977 ], [ 27892, 19985, 27892, 2797666, 1883297, 2797666 ], [ -1046301, -60485, -1046301, -4040914, -335163, -4040914 ], [ 27, 31, 22, 27, 31, 22 ], [ 8, 8, 8, 39, 48, 28 ], [ 86, 103, 68, 17, 16, 18 ], [ 10885, 6372, 4513, 10885, 6372, 4513 ], [ 16.574781, 28.908114, 16.574781, 16.574781, 28.908114, 16.574781 ], [ 4, 6, 2, 4, 6, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -573497, -575451, -575464, -578039, 523799, -583357 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11203, "evaluation_days": 1867.17, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600041600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758851261088, "expiration_time": 1763554896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.82226, "nb": 0.77929, "nc": 0.12846 } }, "second_band": { "type": "midprice", "factors": { "length": 72, "offset": 112 } } }
# | 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) |
---|