Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2113040.3986 | 1999091.7028 | 113948.6958 | 10690432.8418 | 3364380.3392 | 7326052.5026 |
Total P&L (%) | 2113.0404 | 1999.0917 | 113.9487 | 10690.4328 | 3364.3803 | 7326.0525 |
Avg Daily Profit (%) | 1.1315 | 1.0705 | 0.061 | 0.251 | 0.19 | 0.2309 |
Buy And Hold Return (%) | 495.4666 | 495.4666 | 495.4666 | 495.4666 | 495.4666 | 495.4666 |
Max Trade Drawdown | -91263 | -119153 | -104960 | -16757810 | -9460329 | -7297480 |
Profit Factor | 4.5389 | 6.7447 | 1.4574 | 1.273 | 1.1365 | 1.5051 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Profitability (%) | 31.3131 | 24 | 38.7755 | 31.3131 | 24 | 38.7755 |
Ratio Avg Win / Avg Loss | 9.9562 | 21.3581 | 2.3012 | 2.7924 | 3.5988 | 2.3765 |
Largest Winning Trade | 1356689 | 1356689 | 60330 | 11016704 | 11016704 | 9887314 |
Largest Losing Trade | -31278 | -31278 | -24139 | -4705476 | -4705476 | -2339966 |
Avg Bars in Trades | 35 | 38 | 32 | 35 | 38 | 32 |
Avg Bars in Winners | 77 | 95 | 66 | 77 | 95 | 66 |
Avg Bars in Losers | 16 | 20 | 11 | 16 | 20 | 11 |
Bars Traded | 3556 | 1943 | 1612 | 3556 | 1943 | 1612 |
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 | 429125 | -194817 | -279339 | 90001 | -276054 | 233341 |
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3735, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1602590400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758878071155, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 81, "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": [ [ 2113040.3986191107, 1999091.7027944191, 113948.6958246922, 10690432.841753505, 3364380.3391958666, 7326052.502557634 ], [ 2113.040399, 1999.091703, 113.948696, 10690.432842, 3364.380339, 7326.052503 ], [ 1.131481, 1.070464, 0.061017, 0.250984, 0.190013, 0.230926 ], [ 495.466603, 495.466603, 495.466603, 495.466603, 495.466603, 495.466603 ], [ -91263, -119153, -104960, -16757810, -9460329, -7297480 ], [ 4.538866, 6.744673, 1.457433, 1.273004, 1.136459, 1.505117 ], [ 99, 50, 49, 99, 50, 49 ], [ 31, 12, 19, 31, 12, 19 ], [ 68, 38, 30, 68, 38, 30 ], [ 31.313131, 24, 38.77551, 31.313131, 24, 38.77551 ], [ 9.956223, 21.358132, 2.30121, 2.792396, 3.598787, 2.3765 ], [ 1356689, 1356689, 60330, 11016704, 11016704, 9887314 ], [ -31278, -31278, -24139, -4705476, -4705476, -2339966 ], [ 35, 38, 32, 35, 38, 32 ], [ 77, 95, 66, 77, 95, 66 ], [ 16, 20, 11, 16, 20, 11 ], [ 3556, 1943, 1612, 3556, 1943, 1612 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 429125, -194817, -279339, 90001, -276054, 233341 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3735, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1602590400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758878071155, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 81, "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) |
---|