Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1595035.3757 | 1764098.6845 | -169063.3088 | -76776.4413 | 92960.1682 | -169736.6095 |
Total P&L (%) | 1595.0354 | 1764.0987 | -169.0633 | -76.7764 | 92.9602 | -169.7366 |
Avg Daily Profit (%) | 0.8541 | 0.9446 | -0.0905 | -0.0781 | 0.0352 | 0 |
Buy And Hold Return (%) | 458.5451 | 458.5451 | 458.5451 | 458.5451 | 458.5451 | 458.5451 |
Max Trade Drawdown | -229482 | -207032 | -183713 | -522267 | -384559 | -289023 |
Profit Factor | 2.7825 | 4.5215 | 0.5708 | 0.9415 | 1.1088 | 0.63 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 34.0659 | 35.5556 | 32.6087 | 34.0659 | 35.5556 | 32.6087 |
Ratio Avg Win / Avg Loss | 5.3855 | 8.1952 | 1.1796 | 1.8223 | 2.0097 | 1.302 |
Largest Winning Trade | 1527334 | 1527334 | 54779 | 430801 | 430801 | 89085 |
Largest Losing Trade | -54611 | -54611 | -45361 | -294842 | -294842 | -107028 |
Avg Bars in Trades | 40 | 42 | 38 | 40 | 42 | 38 |
Avg Bars in Winners | 62 | 67 | 57 | 62 | 67 | 57 |
Avg Bars in Losers | 28 | 28 | 28 | 28 | 28 | 28 |
Bars Traded | 3647 | 1896 | 1751 | 3647 | 1896 | 1751 |
Profit Streak | 0 | 117.4994 | 0 | 0 | 117.4994 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355811 | 496236 | -585801 | -583954 | -415944 | -585801 |
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3735, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599609600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758801548436, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 232, "offset": 0, "std": 3.44719 } }, "second_band": { "type": "vwma", "factors": { "length": 34, "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": [ [ 1595035.3757278407, 1764098.6844976707, -169063.3087698304, -76776.4413230612, 92960.1681583082, -169736.6094813693 ], [ 1595.035376, 1764.098684, -169.063309, -76.776441, 92.960168, -169.736609 ], [ 0.854102, 0.944631, -0.090529, -0.078149, 0.035204, 0 ], [ 458.545072, 458.545072, 458.545072, 458.545072, 458.545072, 458.545072 ], [ -229482, -207032, -183713, -522267, -384559, -289023 ], [ 2.782503, 4.52147, 0.570768, 0.941523, 1.108827, 0.629985 ], [ 91, 45, 46, 91, 45, 46 ], [ 31, 16, 15, 31, 16, 15 ], [ 60, 29, 31, 60, 29, 31 ], [ 34.065934, 35.555556, 32.608696, 34.065934, 35.555556, 32.608696 ], [ 5.38549, 8.195165, 1.179586, 1.822302, 2.009749, 1.301969 ], [ 1527334, 1527334, 54779, 430801, 430801, 89085 ], [ -54611, -54611, -45361, -294842, -294842, -107028 ], [ 40, 42, 38, 40, 42, 38 ], [ 62, 67, 57, 62, 67, 57 ], [ 28, 28, 28, 28, 28, 28 ], [ 3647, 1896, 1751, 3647, 1896, 1751 ], [ 0, 117.499403, 0, 0, 117.499403, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 355811, 496236, -585801, -583954, -415944, -585801 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3735, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599609600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758801548436, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 232, "offset": 0, "std": 3.44719 } }, "second_band": { "type": "vwma", "factors": { "length": 34, "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) |
---|