Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1674904.72 | -243.5428 | -1674661.1772 | 20308.5397 | 5358115.5659 | -5337807.0262 |
Total P&L (%) | -1674.9047 | -0.2435 | -1674.6612 | 20.3085 | 5358.1156 | -5337.807 |
Avg Daily Profit (%) | -0.8952 | -0.0001 | -0.8951 | 0.0099 | 0.214 | 0 |
Buy And Hold Return (%) | 424.3393 | 424.3393 | 424.3393 | 424.3393 | 424.3393 | 424.3393 |
Max Trade Drawdown | -1919229 | -155652 | -1819368 | -5646415 | -812590 | -6838490 |
Profit Factor | 0.2984 | 0.9993 | 0.1862 | 1.0016 | 3.37 | 0.5009 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 73 | 32 | 41 | 53 | 30 | 23 |
Losing Trades | 26 | 17 | 9 | 46 | 19 | 27 |
Profitability (%) | 73.7374 | 65.3061 | 82 | 53.5354 | 61.2245 | 46 |
Ratio Avg Win / Avg Loss | 0.1063 | 0.5309 | 0.0409 | 0.8693 | 2.1343 | 0.588 |
Largest Winning Trade | 42174 | 42174 | 23915 | 2954879 | 2680254 | 2954879 |
Largest Losing Trade | -1221735 | -57567 | -1221735 | -4735486 | -812590 | -4735486 |
Avg Bars in Trades | 54 | 64 | 45 | 54 | 64 | 45 |
Avg Bars in Winners | 25 | 28 | 23 | 66 | 75 | 55 |
Avg Bars in Losers | 138 | 132 | 149 | 41 | 46 | 38 |
Bars Traded | 5439 | 3146 | 2293 | 5439 | 3146 | 2293 |
Profit Streak | 79.5125 | 79.5125 | 282.1792 | 79.5125 | 79.5125 | 337.8459 |
Trades During Streak | 9 | 4 | 10 | 9 | 4 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575537 | -577282 | -755248 | -563533 | 632452 | -760889 |
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{ "first_band": { "type": "bbm", "factors": { "length": 227, "offset": 0, "std": 4.90919 } }, "second_band": { "type": "wma", "factors": { "length": 156, "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": [ [ -1674904.719981369, -243.5427750749, -1674661.1772062948, 20308.5396839235, 5358115.565892954, -5337807.026209029 ], [ -1674.90472, -0.243543, -1674.661177, 20.30854, 5358.115566, -5337.807026 ], [ -0.895192, -0.00013, -0.895062, 0.009882, 0.214001, 0 ], [ 424.339304, 424.339304, 424.339304, 424.339304, 424.339304, 424.339304 ], [ -1919229, -155652, -1819368, -5646415, -812590, -6838490 ], [ 0.298372, 0.99926, 0.186217, 1.001568, 3.369996, 0.500881 ], [ 99, 49, 50, 99, 49, 50 ], [ 73, 32, 41, 53, 30, 23 ], [ 26, 17, 9, 46, 19, 27 ], [ 73.737374, 65.306122, 82, 53.535354, 61.22449, 46 ], [ 0.106269, 0.530857, 0.040877, 0.869285, 2.134331, 0.587991 ], [ 42174, 42174, 23915, 2954879, 2680254, 2954879 ], [ -1221735, -57567, -1221735, -4735486, -812590, -4735486 ], [ 54, 64, 45, 54, 64, 45 ], [ 25, 28, 23, 66, 75, 55 ], [ 138, 132, 149, 41, 46, 38 ], [ 5439, 3146, 2293, 5439, 3146, 2293 ], [ 79.512545, 79.512545, 282.179212, 79.512545, 79.512545, 337.845878 ], [ 9, 4, 10, 9, 4, 11 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575537, -577282, -755248, -563533, 632452, -760889 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5613, "evaluation_days": 1871, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1601856000000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759033083902, "expiration_time": 1763867232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 227, "offset": 0, "std": 4.90919 } }, "second_band": { "type": "wma", "factors": { "length": 156, "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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