Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1427066.26 | -52448.5142 | -1374617.7458 | -134542.386 | -6513093.3049 | 6378550.9188 |
Total P&L (%) | -1427.0663 | -52.4485 | -1374.6177 | -134.5424 | -6513.0933 | 6378.5509 |
Avg Daily Profit (%) | -0.7642 | -0.0281 | -0.7361 | 0 | 0 | 0.2236 |
Buy And Hold Return (%) | 488.323 | 488.323 | 488.323 | 488.323 | 488.323 | 488.323 |
Max Trade Drawdown | -1672114 | -218656 | -1485678 | -6358316 | -7141742 | -3484381 |
Profit Factor | 0.2712 | 0.8399 | 0.1569 | 0.9904 | 0.2436 | 2.1865 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 47 | 21 | 26 | 35 | 14 | 21 |
Losing Trades | 20 | 12 | 8 | 32 | 19 | 13 |
Profitability (%) | 70.1493 | 63.6364 | 76.4706 | 52.2388 | 42.4242 | 61.7647 |
Ratio Avg Win / Avg Loss | 0.1154 | 0.4799 | 0.0483 | 0.9055 | 0.3306 | 1.3536 |
Largest Winning Trade | 36507 | 36507 | 30070 | 7940886 | 1258795 | 7940886 |
Largest Losing Trade | -870240 | -59756 | -870240 | -3235588 | -3235588 | -3165422 |
Avg Bars in Trades | 52 | 64 | 41 | 52 | 64 | 41 |
Avg Bars in Winners | 18 | 19 | 17 | 31 | 38 | 27 |
Avg Bars in Losers | 133 | 143 | 118 | 76 | 84 | 63 |
Bars Traded | 3550 | 2141 | 1409 | 3550 | 2141 | 1409 |
Profit Streak | 156.7725 | 156.7725 | 260.2725 | 0 | 0 | 0 |
Trades During Streak | 11 | 5 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -697581 | -577623 | -575944 | -701487 | -583748 | 460668 |
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3735, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1602288000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758868347212, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 114, "offset": 0, "std": 4.41669 } } }
{ "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": [ [ -1427066.2600468523, -52448.5142434814, -1374617.7458033708, -134542.3860306959, -6513093.304871307, 6378550.918840613 ], [ -1427.06626, -52.448514, -1374.617746, -134.542386, -6513.093305, 6378.550919 ], [ -0.764159, -0.028085, -0.736074, 0, 0, 0.223601 ], [ 488.323034, 488.323034, 488.323034, 488.323034, 488.323034, 488.323034 ], [ -1672114, -218656, -1485678, -6358316, -7141742, -3484381 ], [ 0.271162, 0.839893, 0.156892, 0.990381, 0.243635, 2.186528 ], [ 67, 33, 34, 67, 33, 34 ], [ 47, 21, 26, 35, 14, 21 ], [ 20, 12, 8, 32, 19, 13 ], [ 70.149254, 63.636364, 76.470588, 52.238806, 42.424242, 61.764706 ], [ 0.115388, 0.479939, 0.048274, 0.905491, 0.330647, 1.353565 ], [ 36507, 36507, 30070, 7940886, 1258795, 7940886 ], [ -870240, -59756, -870240, -3235588, -3235588, -3165422 ], [ 52, 64, 41, 52, 64, 41 ], [ 18, 19, 17, 31, 38, 27 ], [ 133, 143, 118, 76, 84, 63 ], [ 3550, 2141, 1409, 3550, 2141, 1409 ], [ 156.772537, 156.772537, 260.272537, 0, 0, 0 ], [ 11, 5, 6, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -697581, -577623, -575944, -701487, -583748, 460668 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3735, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1602288000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758868347212, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 114, "offset": 0, "std": 4.41669 } } }
# | 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) |
---|