Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1545002.396 | -13608.2938 | -1531394.1022 | -981478.3291 | 10202159.6321 | -11183637.9612 |
Total P&L (%) | -1545.0024 | -13.6083 | -1531.3941 | -981.4783 | 10202.1596 | -11183.638 |
Avg Daily Profit (%) | -0.8274 | -0.0073 | -0.8201 | 0 | 0.2485 | 0 |
Buy And Hold Return (%) | 527.044 | 527.044 | 527.044 | 527.044 | 527.044 | 527.044 |
Max Trade Drawdown | -1793693 | -186628 | -1656104 | -10385268 | -934608 | -13696838 |
Profit Factor | 0.3066 | 0.9625 | 0.1788 | 0.961 | 3.2817 | 0.4594 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 57 | 23 | 34 | 39 | 23 | 16 |
Losing Trades | 32 | 21 | 11 | 50 | 21 | 29 |
Profitability (%) | 64.0449 | 52.2727 | 75.5556 | 43.8202 | 52.2727 | 35.5556 |
Ratio Avg Win / Avg Loss | 0.1721 | 0.8788 | 0.0578 | 1.232 | 2.9963 | 0.8327 |
Largest Winning Trade | 42950 | 42950 | 32655 | 4873862 | 4873862 | 4496713 |
Largest Losing Trade | -938811 | -64288 | -938811 | -10304496 | -934608 | -10304496 |
Avg Bars in Trades | 81 | 96 | 66 | 81 | 96 | 66 |
Avg Bars in Winners | 38 | 46 | 32 | 123 | 148 | 87 |
Avg Bars in Losers | 158 | 151 | 171 | 48 | 39 | 54 |
Bars Traded | 7239 | 4248 | 2991 | 7239 | 4248 | 2991 |
Profit Streak | 27.7114 | 29.9614 | 27.7114 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577430 | -579884 | -576858 | -581277 | 542852 | -586329 |
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7469, "evaluation_days": 1867.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600300800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758798265664, "expiration_time": 1763555112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 135, "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": [ [ -1545002.3960388417, -13608.2937977908, -1531394.1022410507, -981478.3291015498, 10202159.632102007, -11183637.961203562 ], [ -1545.002396, -13.608294, -1531.394102, -981.478329, 10202.159632, -11183.637961 ], [ -0.827421, -0.007288, -0.820133, 0, 0.248531, 0 ], [ 527.043968, 527.043968, 527.043968, 527.043968, 527.043968, 527.043968 ], [ -1793693, -186628, -1656104, -10385268, -934608, -13696838 ], [ 0.306588, 0.962546, 0.178782, 0.960991, 3.281692, 0.459435 ], [ 89, 44, 45, 89, 44, 45 ], [ 57, 23, 34, 39, 23, 16 ], [ 32, 21, 11, 50, 21, 29 ], [ 64.044944, 52.272727, 75.555556, 43.820225, 52.272727, 35.555556 ], [ 0.17212, 0.878846, 0.057841, 1.232039, 2.996327, 0.832725 ], [ 42950, 42950, 32655, 4873862, 4873862, 4496713 ], [ -938811, -64288, -938811, -10304496, -934608, -10304496 ], [ 81, 96, 66, 81, 96, 66 ], [ 38, 46, 32, 123, 148, 87 ], [ 158, 151, 171, 48, 39, 54 ], [ 7239, 4248, 2991, 7239, 4248, 2991 ], [ 27.711408, 29.961408, 27.711408, 0, 0, 0 ], [ 2, 1, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577430, -579884, -576858, -581277, 542852, -586329 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7469, "evaluation_days": 1867.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600300800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758798265664, "expiration_time": 1763555112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 135, "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) |
---|