Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1960883.6004 | -150008.7202 | -1810874.8802 | -37614.3152 | 4139658.9851 | -4177273.3003 |
Total P&L (%) | -1960.8836 | -150.0087 | -1810.8749 | -37.6143 | 4139.659 | -4177.2733 |
Avg Daily Profit (%) | -1.0441 | -0.0799 | -0.9643 | -0.0251 | 0.1997 | 0 |
Buy And Hold Return (%) | 538.9156 | 538.9156 | 538.9156 | 538.9156 | 538.9156 | 538.9156 |
Max Trade Drawdown | -2118306 | -248923 | -1899757 | -4711056 | -712071 | -4767417 |
Profit Factor | 0.245 | 0.6755 | 0.1517 | 0.9963 | 3.2632 | 0.4936 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 175 | 82 | 93 | 105 | 60 | 45 |
Losing Trades | 60 | 35 | 25 | 130 | 57 | 73 |
Profitability (%) | 74.4681 | 70.0855 | 78.8136 | 44.6809 | 51.2821 | 38.1356 |
Ratio Avg Win / Avg Loss | 0.084 | 0.2883 | 0.0408 | 1.2335 | 3.1001 | 0.8008 |
Largest Winning Trade | 33778 | 33778 | 16837 | 2722329 | 2317021 | 2722329 |
Largest Losing Trade | -1146611 | -60580 | -1146611 | -3455877 | -469370 | -3455877 |
Avg Bars in Trades | 31 | 37 | 25 | 31 | 37 | 25 |
Avg Bars in Winners | 9 | 9 | 10 | 43 | 53 | 31 |
Avg Bars in Losers | 93 | 102 | 81 | 20 | 20 | 21 |
Bars Traded | 7344 | 4371 | 2973 | 7344 | 4371 | 2973 |
Profit Streak | 2.7586 | 29.7586 | 2.7586 | 2.7586 | 29.7586 | 2.7586 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577280 | -576951 | -578102 | -580853 | 563840 | -586729 |
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{ "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": [ [ -1960883.6003799262, -150008.7201559659, -1810874.8802239604, -37614.3152004869, 4139658.9850790845, -4177273.3002795726 ], [ -1960.8836, -150.00872, -1810.87488, -37.614315, 4139.658985, -4177.2733 ], [ -1.044134, -0.079877, -0.964257, -0.025121, 0.199724, 0 ], [ 538.915563, 538.915563, 538.915563, 538.915563, 538.915563, 538.915563 ], [ -2118306, -248923, -1899757, -4711056, -712071, -4767417 ], [ 0.244976, 0.675542, 0.151727, 0.996268, 3.263218, 0.493645 ], [ 235, 117, 118, 235, 117, 118 ], [ 175, 82, 93, 105, 60, 45 ], [ 60, 35, 25, 130, 57, 73 ], [ 74.468085, 70.08547, 78.813559, 44.680851, 51.282051, 38.135593 ], [ 0.083992, 0.288341, 0.040787, 1.233475, 3.100057, 0.800802 ], [ 33778, 33778, 16837, 2722329, 2317021, 2722329 ], [ -1146611, -60580, -1146611, -3455877, -469370, -3455877 ], [ 31, 37, 25, 31, 37, 25 ], [ 9, 9, 10, 43, 53, 31 ], [ 93, 102, 81, 20, 20, 21 ], [ 7344, 4371, 2973, 7344, 4371, 2973 ], [ 2.758583, 29.758583, 2.758583, 2.758583, 29.758583, 2.758583 ], [ 2, 3, 1, 2, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577280, -576951, -578102, -580853, 563840, -586729 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7512, "evaluation_days": 1878, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600257600000, "last_datapoint_time": 1759644000000, "evaluation_time": 1759644741585, "expiration_time": 1764511776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 133, "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) |
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