Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1340980.1891 | 1299279.8657 | 41700.3234 | 1260210.2033 | 153497.3917 | 1106712.8116 |
Total P&L (%) | 1340.9802 | 1299.2799 | 41.7003 | 1260.2102 | 153.4974 | 1106.7128 |
Avg Daily Profit (%) | 0.7157 | 0.6934 | 0.0223 | 0.1394 | 0.0497 | 0.133 |
Buy And Hold Return (%) | 387.3663 | 387.3663 | 387.3663 | 387.3663 | 387.3663 | 387.3663 |
Max Trade Drawdown | -181234 | -142023 | -106661 | -1768641 | -1727679 | -494571 |
Profit Factor | 2.2041 | 3.1296 | 1.0828 | 1.1153 | 1.0245 | 1.2374 |
Total Trades | 328 | 164 | 164 | 328 | 164 | 164 |
Winning Trades | 116 | 45 | 71 | 116 | 45 | 71 |
Losing Trades | 212 | 119 | 93 | 212 | 119 | 93 |
Profitability (%) | 35.3659 | 27.439 | 43.2927 | 35.3659 | 27.439 | 43.2927 |
Ratio Avg Win / Avg Loss | 4.0282 | 8.2761 | 1.4183 | 2.0383 | 2.7092 | 1.6208 |
Largest Winning Trade | 585815 | 585815 | 34695 | 1293474 | 1293474 | 518031 |
Largest Losing Trade | -59074 | -27169 | -59074 | -276689 | -260228 | -276689 |
Avg Bars in Trades | 16 | 23 | 10 | 16 | 23 | 10 |
Avg Bars in Winners | 29 | 53 | 14 | 29 | 53 | 14 |
Avg Bars in Losers | 10 | 12 | 7 | 10 | 12 | 7 |
Bars Traded | 5534 | 3824 | 1710 | 5534 | 3824 | 1710 |
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 | 368667 | -3044 | -460372 | -105659 | -503323 | -19497 |
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5621, "evaluation_days": 1873.67, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1599091200000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759276752308, "expiration_time": 1764104544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 3, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 1340980.189072416, 1299279.8657140834, 41700.3233583331, 1260210.2032857516, 153497.3916574452, 1106712.8116283065 ], [ 1340.980189, 1299.279866, 41.700323, 1260.210203, 153.497392, 1106.712812 ], [ 0.715697, 0.693441, 0.022256, 0.139408, 0.049657, 0.133009 ], [ 387.366277, 387.366277, 387.366277, 387.366277, 387.366277, 387.366277 ], [ -181234, -142023, -106661, -1768641, -1727679, -494571 ], [ 2.204113, 3.129624, 1.08281, 1.115321, 1.024501, 1.237351 ], [ 328, 164, 164, 328, 164, 164 ], [ 116, 45, 71, 116, 45, 71 ], [ 212, 119, 93, 212, 119, 93 ], [ 35.365854, 27.439024, 43.292683, 35.365854, 27.439024, 43.292683 ], [ 4.028207, 8.276118, 1.418328, 2.038346, 2.709235, 1.620756 ], [ 585815, 585815, 34695, 1293474, 1293474, 518031 ], [ -59074, -27169, -59074, -276689, -260228, -276689 ], [ 16, 23, 10, 16, 23, 10 ], [ 29, 53, 14, 29, 53, 14 ], [ 10, 12, 7, 10, 12, 7 ], [ 5534, 3824, 1710, 5534, 3824, 1710 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 368667, -3044, -460372, -105659, -503323, -19497 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5621, "evaluation_days": 1873.67, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1599091200000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759276752308, "expiration_time": 1764104544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 3, "offset": 0, "scalar": 2 } } }
# | 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) |
---|