Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1647153.7499 | -121802.1895 | -1525351.5604 | -99356.8442 | 2687720.1641 | -2787077.0082 |
Total P&L (%) | -1647.1538 | -121.8022 | -1525.3516 | -99.3568 | 2687.7202 | -2787.077 |
Avg Daily Profit (%) | -0.8804 | -0.0651 | -0.8153 | -0.2694 | 0.178 | 0 |
Buy And Hold Return (%) | 446.646 | 446.646 | 446.646 | 446.646 | 446.646 | 446.646 |
Max Trade Drawdown | -1830124 | -252141 | -1620714 | -3800372 | -800595 | -3080899 |
Profit Factor | 0.2183 | 0.6554 | 0.1302 | 0.9841 | 3.92 | 0.4766 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 55 | 25 | 30 | 41 | 23 | 18 |
Losing Trades | 20 | 12 | 8 | 34 | 14 | 20 |
Profitability (%) | 73.3333 | 67.5676 | 78.9474 | 54.6667 | 62.1622 | 47.3684 |
Ratio Avg Win / Avg Loss | 0.0794 | 0.3146 | 0.0347 | 0.8161 | 2.3861 | 0.5296 |
Largest Winning Trade | 34767 | 34767 | 21119 | 2080336 | 1691392 | 2080336 |
Largest Losing Trade | -895724 | -57162 | -895724 | -2592085 | -800595 | -2592085 |
Avg Bars in Trades | 71 | 86 | 56 | 71 | 86 | 56 |
Avg Bars in Winners | 23 | 25 | 21 | 97 | 114 | 76 |
Avg Bars in Losers | 201 | 212 | 185 | 38 | 40 | 37 |
Bars Traded | 5326 | 3194 | 2132 | 5326 | 3194 | 2132 |
Profit Streak | 158.5324 | 158.5324 | 274.5324 | 158.5324 | 158.5324 | 337.5324 |
Trades During Streak | 11 | 5 | 7 | 11 | 5 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -637170 | -577083 | -575574 | -639590 | 618897 | -580343 |
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{ "first_band": { "type": "fwma", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 180, "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": [ [ -1647153.7499306551, -121802.1895256343, -1525351.560405021, -99356.8441814369, 2687720.1640587337, -2787077.008240171 ], [ -1647.15375, -121.80219, -1525.35156, -99.356844, 2687.720164, -2787.077008 ], [ -0.88036, -0.0651, -0.81526, -0.269361, 0.178021, 0 ], [ 446.64601, 446.64601, 446.64601, 446.64601, 446.64601, 446.64601 ], [ -1830124, -252141, -1620714, -3800372, -800595, -3080899 ], [ 0.21828, 0.655387, 0.130182, 0.984092, 3.919988, 0.476635 ], [ 75, 37, 38, 75, 37, 38 ], [ 55, 25, 30, 41, 23, 18 ], [ 20, 12, 8, 34, 14, 20 ], [ 73.333333, 67.567568, 78.947368, 54.666667, 62.162162, 47.368421 ], [ 0.079375, 0.314586, 0.034715, 0.816076, 2.38608, 0.529595 ], [ 34767, 34767, 21119, 2080336, 1691392, 2080336 ], [ -895724, -57162, -895724, -2592085, -800595, -2592085 ], [ 71, 86, 56, 71, 86, 56 ], [ 23, 25, 21, 97, 114, 76 ], [ 201, 212, 185, 38, 40, 37 ], [ 5326, 3194, 2132, 5326, 3194, 2132 ], [ 158.532356, 158.532356, 274.532356, 158.532356, 158.532356, 337.532356 ], [ 11, 5, 7, 11, 5, 8 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -637170, -577083, -575574, -639590, 618897, -580343 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5613, "evaluation_days": 1871, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1602547200000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759034795524, "expiration_time": 1763867232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 180, "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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