Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1713541.2361 | -74968.577 | -1638572.6591 | -147855.6153 | -9703609.1354 | 9555753.5201 |
Total P&L (%) | -1713.5412 | -74.9686 | -1638.5727 | -147.8556 | -9703.6091 | 9555.7535 |
Avg Daily Profit (%) | -0.9154 | -0.0401 | -0.8754 | 0 | 0 | 0.2445 |
Buy And Hold Return (%) | 463.6344 | 463.6344 | 463.6344 | 463.6344 | 463.6344 | 463.6344 |
Max Trade Drawdown | -1934547 | -214153 | -1739109 | -8923158 | -11032418 | -4100059 |
Profit Factor | 0.2692 | 0.8227 | 0.1474 | 0.9936 | 0.3453 | 2.1652 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 103 | 52 | 51 | 97 | 43 | 54 |
Losing Trades | 67 | 33 | 34 | 73 | 42 | 31 |
Profitability (%) | 60.5882 | 61.1765 | 60 | 57.0588 | 50.5882 | 63.5294 |
Ratio Avg Win / Avg Loss | 0.1751 | 0.5221 | 0.0983 | 0.7477 | 0.3372 | 1.243 |
Largest Winning Trade | 29978 | 29978 | 22881 | 10569249 | 1149286 | 10569249 |
Largest Losing Trade | -1002449 | -56119 | -1002449 | -4481884 | -4481884 | -4100059 |
Avg Bars in Trades | 64 | 76 | 52 | 64 | 76 | 52 |
Avg Bars in Winners | 30 | 30 | 30 | 41 | 54 | 31 |
Avg Bars in Losers | 116 | 149 | 84 | 95 | 100 | 88 |
Bars Traded | 10968 | 6530 | 4437 | 10968 | 6530 | 4437 |
Profit Streak | 9.6882 | 0 | 10.1882 | 0 | 43.0215 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577850 | -579378 | -578871 | -578972 | -580041 | 472694 |
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11231, "evaluation_days": 1871.83, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600545600000, "last_datapoint_time": 1759118400000, "evaluation_time": 1759134656567, "expiration_time": 1763970192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 218 } } }
{ "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": [ [ -1713541.2360892252, -74968.5770119322, -1638572.659077294, -147855.6152573845, -9703609.135365583, 9555753.520108193 ], [ -1713.541236, -74.968577, -1638.572659, -147.855615, -9703.609135, 9555.75352 ], [ -0.915436, -0.040051, -0.875385, 0, 0, 0.244452 ], [ 463.634434, 463.634434, 463.634434, 463.634434, 463.634434, 463.634434 ], [ -1934547, -214153, -1739109, -8923158, -11032418, -4100059 ], [ 0.269173, 0.822681, 0.147407, 0.993577, 0.345251, 2.165179 ], [ 170, 85, 85, 170, 85, 85 ], [ 103, 52, 51, 97, 43, 54 ], [ 67, 33, 34, 73, 42, 31 ], [ 60.588235, 61.176471, 60, 57.058824, 50.588235, 63.529412 ], [ 0.175093, 0.522086, 0.098272, 0.747744, 0.337222, 1.242973 ], [ 29978, 29978, 22881, 10569249, 1149286, 10569249 ], [ -1002449, -56119, -1002449, -4481884, -4481884, -4100059 ], [ 64, 76, 52, 64, 76, 52 ], [ 30, 30, 30, 41, 54, 31 ], [ 116, 149, 84, 95, 100, 88 ], [ 10968, 6530, 4437, 10968, 6530, 4437 ], [ 9.688155, 0, 10.188155, 0, 43.021488, 0 ], [ 1, 0, 1, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577850, -579378, -578871, -578972, -580041, 472694 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11231, "evaluation_days": 1871.83, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600545600000, "last_datapoint_time": 1759118400000, "evaluation_time": 1759134656567, "expiration_time": 1763970192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 218 } } }
# | 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) |
---|