Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1482642.6581 | -88991.5889 | -1393651.0692 | -164999.2557 | -8287164.6199 | 8122165.3642 |
Total P&L (%) | -1482.6427 | -88.9916 | -1393.6511 | -164.9993 | -8287.1646 | 8122.1654 |
Avg Daily Profit (%) | -0.7924 | -0.0476 | -0.7449 | 0 | 0 | 0.236 |
Buy And Hold Return (%) | 639.681 | 639.681 | 639.681 | 639.681 | 639.681 | 639.681 |
Max Trade Drawdown | -1687417 | -251186 | -1491760 | -7417139 | -8582328 | -2658038 |
Profit Factor | 0.2453 | 0.7277 | 0.1491 | 0.989 | 0.1707 | 2.6155 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 41 | 18 | 23 | 31 | 11 | 20 |
Losing Trades | 24 | 14 | 10 | 34 | 21 | 13 |
Profitability (%) | 63.0769 | 56.25 | 69.697 | 47.6923 | 34.375 | 60.6061 |
Ratio Avg Win / Avg Loss | 0.1436 | 0.566 | 0.0648 | 1.0847 | 0.3258 | 1.7001 |
Largest Winning Trade | 40642 | 40642 | 24153 | 8850890 | 977505 | 8850890 |
Largest Losing Trade | -780676 | -50859 | -780676 | -3028588 | -3028588 | -2377762 |
Avg Bars in Trades | 81 | 97 | 65 | 81 | 97 | 65 |
Avg Bars in Winners | 33 | 36 | 30 | 56 | 80 | 43 |
Avg Bars in Losers | 163 | 176 | 146 | 104 | 107 | 99 |
Bars Traded | 5291 | 3135 | 2156 | 5291 | 3135 | 2156 |
Profit Streak | 158.5126 | 158.5126 | 262.8459 | 0 | 0 | 0 |
Trades During Streak | 9 | 4 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -713553 | -578617 | -576853 | -716008 | -586886 | 528591 |
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5613, "evaluation_days": 1871, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1604332800000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759033088941, "expiration_time": 1763867232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 242, "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": [ [ -1482642.6581014867, -88991.5888641478, -1393651.0692373395, -164999.2556631201, -8287164.619893297, 8122165.36423018 ], [ -1482.642658, -88.991589, -1393.651069, -164.999256, -8287.16462, 8122.165364 ], [ -0.792433, -0.047564, -0.74487, 0, 0, 0.23595 ], [ 639.681011, 639.681011, 639.681011, 639.681011, 639.681011, 639.681011 ], [ -1687417, -251186, -1491760, -7417139, -8582328, -2658038 ], [ 0.245326, 0.727733, 0.14905, 0.989015, 0.170661, 2.615502 ], [ 65, 32, 33, 65, 32, 33 ], [ 41, 18, 23, 31, 11, 20 ], [ 24, 14, 10, 34, 21, 13 ], [ 63.076923, 56.25, 69.69697, 47.692308, 34.375, 60.606061 ], [ 0.143605, 0.566014, 0.064804, 1.084726, 0.325807, 1.700077 ], [ 40642, 40642, 24153, 8850890, 977505, 8850890 ], [ -780676, -50859, -780676, -3028588, -3028588, -2377762 ], [ 81, 97, 65, 81, 97, 65 ], [ 33, 36, 30, 56, 80, 43 ], [ 163, 176, 146, 104, 107, 99 ], [ 5291, 3135, 2156, 5291, 3135, 2156 ], [ 158.512603, 158.512603, 262.845937, 0, 0, 0 ], [ 9, 4, 5, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -713553, -578617, -576853, -716008, -586886, 528591 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5613, "evaluation_days": 1871, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1604332800000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759033088941, "expiration_time": 1763867232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 242, "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) |
---|