Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2233672.9467 | -190387.957 | -2043284.9897 | -92940.0733 | 1443055.903 | -1535995.9763 |
Total P&L (%) | -2233.6729 | -190.388 | -2043.285 | -92.9401 | 1443.0559 | -1535.996 |
Avg Daily Profit (%) | -1.1867 | -0.1011 | -1.0855 | -0.1407 | 0.1455 | 0 |
Buy And Hold Return (%) | 553.7901 | 553.7901 | 553.7901 | 553.7901 | 553.7901 | 553.7901 |
Max Trade Drawdown | -2256298 | -233179 | -2086551 | -1835376 | -38492 | -1945894 |
Profit Factor | 0.1746 | 0.4413 | 0.1362 | 0.9722 | 11.0492 | 0.5205 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 36 | 16 | 20 | 36 | 20 | 16 |
Losing Trades | 31 | 18 | 13 | 31 | 14 | 17 |
Profitability (%) | 53.7313 | 47.0588 | 60.6061 | 53.7313 | 58.8235 | 48.4848 |
Ratio Avg Win / Avg Loss | 0.1504 | 0.4965 | 0.0885 | 0.8372 | 7.7344 | 0.553 |
Largest Winning Trade | 68443 | 68443 | 48404 | 721604 | 647674 | 721604 |
Largest Losing Trade | -1147570 | -41830 | -1147570 | -1810422 | -26411 | -1810422 |
Avg Bars in Trades | 78 | 44 | 114 | 78 | 44 | 114 |
Avg Bars in Winners | 60 | 18 | 93 | 78 | 61 | 98 |
Avg Bars in Losers | 100 | 67 | 145 | 79 | 19 | 129 |
Bars Traded | 5284 | 1512 | 3772 | 5284 | 1512 | 3772 |
Profit Streak | 51.898 | 113.2313 | 0 | 51.898 | 113.2313 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -700730 | -580981 | -579427 | -700730 | 314268 | -581392 |
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5647, "evaluation_days": 1882.33, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1603440000000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760016788579, "expiration_time": 1764875808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 177, "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": [ [ -2233672.9467014605, -190387.9570451524, -2043284.989656309, -92940.0733366785, 1443055.902966673, -1535995.9763033523 ], [ -2233.672947, -190.387957, -2043.28499, -92.940073, 1443.055903, -1535.995976 ], [ -1.186653, -0.101145, -1.085508, -0.140723, 0.145476, 0 ], [ 553.790105, 553.790105, 553.790105, 553.790105, 553.790105, 553.790105 ], [ -2256298, -233179, -2086551, -1835376, -38492, -1945894 ], [ 0.174605, 0.441338, 0.136175, 0.972229, 11.049172, 0.520464 ], [ 67, 34, 33, 67, 34, 33 ], [ 36, 16, 20, 36, 20, 16 ], [ 31, 18, 13, 31, 14, 17 ], [ 53.731343, 47.058824, 60.606061, 53.731343, 58.823529, 48.484848 ], [ 0.150354, 0.496506, 0.088514, 0.837197, 7.734421, 0.552993 ], [ 68443, 68443, 48404, 721604, 647674, 721604 ], [ -1147570, -41830, -1147570, -1810422, -26411, -1810422 ], [ 78, 44, 114, 78, 44, 114 ], [ 60, 18, 93, 78, 61, 98 ], [ 100, 67, 145, 79, 19, 129 ], [ 5284, 1512, 3772, 5284, 1512, 3772 ], [ 51.898016, 113.231349, 0, 51.898016, 113.231349, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -700730, -580981, -579427, -700730, 314268, -581392 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5647, "evaluation_days": 1882.33, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1603440000000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760016788579, "expiration_time": 1764875808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 177, "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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