Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1343930.0695 | 1341304.5424 | 2625.5271 | 343199.0816 | 421322.8801 | -78123.7985 |
Total P&L (%) | 1343.9301 | 1341.3045 | 2.6255 | 343.1991 | 421.3229 | -78.1238 |
Avg Daily Profit (%) | 0.7197 | 0.7183 | 0.0014 | 0.0798 | 0.0885 | -0.0814 |
Buy And Hold Return (%) | 452.1337 | 452.1337 | 452.1337 | 452.1337 | 452.1337 | 452.1337 |
Max Trade Drawdown | -175879 | -158601 | -94252 | -3149217 | -2595823 | -1447897 |
Profit Factor | 3.1328 | 5.5257 | 1.0079 | 1.0474 | 1.1156 | 0.9782 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 39 | 14 | 25 | 39 | 14 | 25 |
Losing Trades | 46 | 28 | 18 | 46 | 28 | 18 |
Profitability (%) | 45.8824 | 33.3333 | 58.1395 | 45.8824 | 33.3333 | 58.1395 |
Ratio Avg Win / Avg Loss | 3.6951 | 11.0515 | 0.7257 | 1.2354 | 2.2312 | 0.7043 |
Largest Winning Trade | 892626 | 892626 | 48460 | 1989504 | 1989504 | 1134090 |
Largest Losing Trade | -69030 | -34140 | -69030 | -1447897 | -1186141 | -1447897 |
Avg Bars in Trades | 84 | 94 | 74 | 84 | 94 | 74 |
Avg Bars in Winners | 119 | 173 | 89 | 119 | 173 | 89 |
Avg Bars in Losers | 54 | 55 | 53 | 54 | 55 | 53 |
Bars Traded | 7185 | 3989 | 3196 | 7185 | 3989 | 3196 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502430 | 398501 | -569144 | -421952 | -339329 | -579672 |
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7469, "evaluation_days": 1867.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1602244800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758917440302, "expiration_time": 1763555112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 163, "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": [ [ 1343930.0694564807, 1341304.5423896813, 2625.5270667998, 343199.0816168886, 421322.8800909852, -78123.7984740971 ], [ 1343.930069, 1341.304542, 2.625527, 343.199082, 421.32288, -78.123798 ], [ 0.719738, 0.718332, 0.001406, 0.079767, 0.088469, -0.081358 ], [ 452.133744, 452.133744, 452.133744, 452.133744, 452.133744, 452.133744 ], [ -175879, -158601, -94252, -3149217, -2595823, -1447897 ], [ 3.132763, 5.525748, 1.007866, 1.047434, 1.115591, 0.97824 ], [ 85, 42, 43, 85, 42, 43 ], [ 39, 14, 25, 39, 14, 25 ], [ 46, 28, 18, 46, 28, 18 ], [ 45.882353, 33.333333, 58.139535, 45.882353, 33.333333, 58.139535 ], [ 3.695054, 11.051496, 0.725664, 1.235435, 2.231181, 0.704333 ], [ 892626, 892626, 48460, 1989504, 1989504, 1134090 ], [ -69030, -34140, -69030, -1447897, -1186141, -1447897 ], [ 84, 94, 74, 84, 94, 74 ], [ 119, 173, 89, 119, 173, 89 ], [ 54, 55, 53, 54, 55, 53 ], [ 7185, 3989, 3196, 7185, 3989, 3196 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 502430, 398501, -569144, -421952, -339329, -579672 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7469, "evaluation_days": 1867.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1602244800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758917440302, "expiration_time": 1763555112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 163, "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) |
---|