Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2015449.7294 | 2035143.5796 | -19693.8502 | 304559.6176 | 1334134.756 | -1029575.1384 |
Total P&L (%) | 2015.4497 | 2035.1436 | -19.6939 | 304.5596 | 1334.1348 | -1029.5751 |
Avg Daily Profit (%) | 1.072 | 1.0825 | -0.0105 | 0.0744 | 0.1418 | 0 |
Buy And Hold Return (%) | 519.2858 | 519.2858 | 519.2858 | 519.2858 | 519.2858 | 519.2858 |
Max Trade Drawdown | -236889 | -203851 | -71840 | -6839318 | -4314217 | -2537221 |
Profit Factor | 4.0019 | 6.4545 | 0.934 | 1.0274 | 1.2397 | 0.8151 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 41.7476 | 43.1373 | 40.3846 | 41.7476 | 43.1373 | 40.3846 |
Ratio Avg Win / Avg Loss | 5.5841 | 8.5083 | 1.3787 | 1.4335 | 1.6342 | 1.2032 |
Largest Winning Trade | 1528562 | 1528562 | 42558 | 5024228 | 5024228 | 1582491 |
Largest Losing Trade | -58487 | -30871 | -58487 | -1931915 | -1382599 | -1931915 |
Avg Bars in Trades | 50 | 74 | 26 | 50 | 74 | 26 |
Avg Bars in Winners | 77 | 119 | 33 | 77 | 119 | 33 |
Avg Bars in Losers | 30 | 40 | 21 | 30 | 40 | 21 |
Bars Traded | 5150 | 3790 | 1360 | 5150 | 3790 | 1360 |
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 | 547276 | -163078 | -762628 | -452794 | -188772 | -762628 |
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5640, "evaluation_days": 1880, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1602748800000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759826686713, "expiration_time": 1764668160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 32, "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": [ [ 2015449.7293633125, 2035143.5795846279, -19693.8502213148, 304559.6176022313, 1334134.7559636158, -1029575.1383613845 ], [ 2015.449729, 2035.14358, -19.69385, 304.559618, 1334.134756, -1029.575138 ], [ 1.072048, 1.082523, -0.010475, 0.07437, 0.141757, 0 ], [ 519.285761, 519.285761, 519.285761, 519.285761, 519.285761, 519.285761 ], [ -236889, -203851, -71840, -6839318, -4314217, -2537221 ], [ 4.001922, 6.454545, 0.933975, 1.027356, 1.239707, 0.81507 ], [ 103, 51, 52, 103, 51, 52 ], [ 43, 22, 21, 43, 22, 21 ], [ 60, 29, 31, 60, 29, 31 ], [ 41.747573, 43.137255, 40.384615, 41.747573, 43.137255, 40.384615 ], [ 5.584077, 8.508264, 1.378724, 1.43352, 1.634159, 1.203199 ], [ 1528562, 1528562, 42558, 5024228, 5024228, 1582491 ], [ -58487, -30871, -58487, -1931915, -1382599, -1931915 ], [ 50, 74, 26, 50, 74, 26 ], [ 77, 119, 33, 77, 119, 33 ], [ 30, 40, 21, 30, 40, 21 ], [ 5150, 3790, 1360, 5150, 3790, 1360 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 547276, -163078, -762628, -452794, -188772, -762628 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5640, "evaluation_days": 1880, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1602748800000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759826686713, "expiration_time": 1764668160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 32, "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) |
---|