Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229612.195 | 126148.0478 | 103464.1472 | 379489.8927 | 104236.4513 | 275253.4414 |
Total P&L (%) | 229.6122 | 126.148 | 103.4641 | 379.4899 | 104.2365 | 275.2534 |
Avg Daily Profit (%) | 0.4409 | 0.2422 | 0.1987 | 0.3014 | 0.1372 | 0.2542 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63332 | -38240 | -45014 | -413267 | -192596 | -303229 |
Profit Factor | 1.532 | 1.5211 | 1.5458 | 1.2219 | 1.1111 | 1.3568 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 105 | 54 | 51 | 105 | 54 | 51 |
Profitability (%) | 45.8763 | 44.3299 | 47.4227 | 45.8763 | 44.3299 | 47.4227 |
Ratio Avg Win / Avg Loss | 1.8074 | 1.9103 | 1.7139 | 1.4416 | 1.3953 | 1.5043 |
Largest Winning Trade | 87293 | 87293 | 17762 | 128062 | 128062 | 89816 |
Largest Losing Trade | -21112 | -21112 | -14239 | -103238 | -53643 | -103238 |
Avg Bars in Trades | 127 | 127 | 126 | 127 | 127 | 126 |
Avg Bars in Winners | 168 | 166 | 170 | 168 | 166 | 170 |
Avg Bars in Losers | 91 | 97 | 86 | 91 | 97 | 86 |
Bars Traded | 24638 | 12393 | 12245 | 24638 | 12393 | 12245 |
Profit Streak | 7.955 | 0 | 14.8509 | 7.955 | 0 | 14.8509 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425186 | 268520 | 342484 | 274073 | -111290 | 318002 |
{ "trading_pair": "SAND_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714131000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1759010114702, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 106, "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": [ [ 229612.1949663085, 126148.0478062056, 103464.147160103, 379489.8926537943, 104236.4512881185, 275253.4413656757 ], [ 229.612195, 126.148048, 103.464147, 379.489893, 104.236451, 275.253441 ], [ 0.440858, 0.242206, 0.198652, 0.301425, 0.137204, 0.254231 ], [ 10, 10, 10, 10, 10, 10 ], [ -63332, -38240, -45014, -413267, -192596, -303229 ], [ 1.531985, 1.521131, 1.545847, 1.221939, 1.111067, 1.356833 ], [ 194, 97, 97, 194, 97, 97 ], [ 89, 43, 46, 89, 43, 46 ], [ 105, 54, 51, 105, 54, 51 ], [ 45.876289, 44.329897, 47.42268, 45.876289, 44.329897, 47.42268 ], [ 1.807399, 1.910258, 1.713874, 1.441614, 1.395293, 1.504314 ], [ 87293, 87293, 17762, 128062, 128062, 89816 ], [ -21112, -21112, -14239, -103238, -53643, -103238 ], [ 127, 127, 126, 127, 127, 126 ], [ 168, 166, 170, 168, 166, 170 ], [ 91, 97, 86, 91, 97, 86 ], [ 24638, 12393, 12245, 24638, 12393, 12245 ], [ 7.955031, 0, 14.850864, 7.955031, 0, 14.850865 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 425186, 268520, 342484, 274073, -111290, 318002 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714131000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1759010114702, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 106, "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) |
---|