Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1484024.3848 | 1409705.7134 | 74318.6714 | 3338707.5666 | 910105.4996 | 2428602.067 |
Total P&L (%) | 1484.0244 | 1409.7057 | 74.3187 | 3338.7076 | 910.1055 | 2428.6021 |
Avg Daily Profit (%) | 0.7869 | 0.7475 | 0.0394 | 0.1878 | 0.1227 | 0.1714 |
Buy And Hold Return (%) | 401.1332 | 401.1332 | 401.1332 | 401.1332 | 401.1332 | 401.1332 |
Max Trade Drawdown | -136654 | -89633 | -83005 | -14751213 | -8673404 | -10917267 |
Profit Factor | 3.6045 | 5.6702 | 1.2774 | 1.064 | 1.0323 | 1.1012 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 44.3396 | 39.6226 | 49.0566 | 44.3396 | 39.6226 | 49.0566 |
Ratio Avg Win / Avg Loss | 4.5247 | 8.6404 | 1.3265 | 1.3357 | 1.5731 | 1.1436 |
Largest Winning Trade | 920189 | 920189 | 62408 | 8707351 | 8707351 | 5240149 |
Largest Losing Trade | -32759 | -32759 | -30723 | -4573018 | -3233750 | -4573018 |
Avg Bars in Trades | 52 | 37 | 67 | 52 | 37 | 67 |
Avg Bars in Winners | 82 | 69 | 94 | 82 | 69 | 94 |
Avg Bars in Losers | 28 | 17 | 41 | 28 | 17 | 41 |
Bars Traded | 5578 | 2009 | 3569 | 5578 | 2009 | 3569 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 555000 | -165741 | -486520 | -144067 | -401828 | -282415 |
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5658, "evaluation_days": 1886, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1599148800000, "last_datapoint_time": 1760313600000, "evaluation_time": 1760341224960, "expiration_time": 1765202112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1484024.3847995019, 1409705.7133748927, 74318.671424609, 3338707.566572829, 910105.4995572034, 2428602.0670156395 ], [ 1484.024385, 1409.705713, 74.318671, 3338.707567, 910.1055, 2428.602067 ], [ 0.786863, 0.747458, 0.039405, 0.187752, 0.122697, 0.171422 ], [ 401.133216, 401.133216, 401.133216, 401.133216, 401.133216, 401.133216 ], [ -136654, -89633, -83005, -14751213, -8673404, -10917267 ], [ 3.604459, 5.670243, 1.277357, 1.064042, 1.032335, 1.101246 ], [ 106, 53, 53, 106, 53, 53 ], [ 47, 21, 26, 47, 21, 26 ], [ 59, 32, 27, 59, 32, 27 ], [ 44.339623, 39.622642, 49.056604, 44.339623, 39.622642, 49.056604 ], [ 4.524747, 8.64037, 1.326486, 1.335713, 1.573082, 1.143602 ], [ 920189, 920189, 62408, 8707351, 8707351, 5240149 ], [ -32759, -32759, -30723, -4573018, -3233750, -4573018 ], [ 52, 37, 67, 52, 37, 67 ], [ 82, 69, 94, 82, 69, 94 ], [ 28, 17, 41, 28, 17, 41 ], [ 5578, 2009, 3569, 5578, 2009, 3569 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 555000, -165741, -486520, -144067, -401828, -282415 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5658, "evaluation_days": 1886, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1599148800000, "last_datapoint_time": 1760313600000, "evaluation_time": 1760341224960, "expiration_time": 1765202112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|