Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1966347.1699 | -112231.774 | -1854115.3959 | 72068.0456 | 8385077.5063 | -8313009.4607 |
Total P&L (%) | -1966.3472 | -112.2318 | -1854.1154 | 72.068 | 8385.0775 | -8313.0095 |
Avg Daily Profit (%) | -1.045 | -0.0596 | -0.9854 | 0.0288 | 0.2363 | 0 |
Buy And Hold Return (%) | 547.0963 | 547.0963 | 547.0963 | 547.0963 | 547.0963 | 547.0963 |
Max Trade Drawdown | -2162643 | -215321 | -1966320 | -7357356 | -649995 | -10139153 |
Profit Factor | 0.2099 | 0.673 | 0.1358 | 1.0047 | 6.4681 | 0.4016 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 62 | 26 | 36 | 50 | 29 | 21 |
Losing Trades | 27 | 18 | 9 | 39 | 15 | 24 |
Profitability (%) | 69.6629 | 59.0909 | 80 | 56.1798 | 65.9091 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.0914 | 0.4659 | 0.0339 | 0.7836 | 3.3456 | 0.459 |
Largest Winning Trade | 20758 | 20758 | 20070 | 3291643 | 3291643 | 2611800 |
Largest Losing Trade | -1199008 | -56893 | -1199008 | -7126409 | -335798 | -7126409 |
Avg Bars in Trades | 60 | 70 | 49 | 60 | 70 | 49 |
Avg Bars in Winners | 23 | 25 | 21 | 75 | 83 | 65 |
Avg Bars in Losers | 145 | 137 | 162 | 40 | 47 | 35 |
Bars Traded | 5369 | 3123 | 2246 | 5369 | 3123 | 2246 |
Profit Streak | 90.2298 | 90.2298 | 292.8964 | 90.2298 | 90.2298 | 371.8964 |
Trades During Streak | 9 | 4 | 10 | 9 | 4 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576096 | -578137 | -575325 | -534520 | 734420 | -580502 |
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{ "first_band": { "type": "linreg", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 189, "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": [ [ -1966347.169924937, -112231.7740209112, -1854115.3959040258, 72068.0455947565, 8385077.506266905, -8313009.460672148 ], [ -1966.34717, -112.231774, -1854.115396, 72.068046, 8385.077506, -8313.009461 ], [ -1.045001, -0.059645, -0.985356, 0.028847, 0.236287, 0 ], [ 547.096332, 547.096332, 547.096332, 547.096332, 547.096332, 547.096332 ], [ -2162643, -215321, -1966320, -7357356, -649995, -10139153 ], [ 0.209874, 0.672993, 0.135788, 1.004672, 6.468103, 0.401635 ], [ 89, 44, 45, 89, 44, 45 ], [ 62, 26, 36, 50, 29, 21 ], [ 27, 18, 9, 39, 15, 24 ], [ 69.662921, 59.090909, 80, 56.179775, 65.909091, 46.666667 ], [ 0.091397, 0.465919, 0.033947, 0.783644, 3.345571, 0.459011 ], [ 20758, 20758, 20070, 3291643, 3291643, 2611800 ], [ -1199008, -56893, -1199008, -7126409, -335798, -7126409 ], [ 60, 70, 49, 60, 70, 49 ], [ 23, 25, 21, 75, 83, 65 ], [ 145, 137, 162, 40, 47, 35 ], [ 5369, 3123, 2246, 5369, 3123, 2246 ], [ 90.229782, 90.229783, 292.896449, 90.229783, 90.229783, 371.896449 ], [ 9, 4, 10, 9, 4, 12 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576096, -578137, -575325, -534520, 734420, -580502 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5645, "evaluation_days": 1881.67, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1602806400000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759959053216, "expiration_time": 1764816480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 189, "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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