Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2217213.0488 | -159638.4304 | -2057574.6185 | -68206.1937 | 3081457.3639 | -3149663.5576 |
Total P&L (%) | -2217.213 | -159.6384 | -2057.5746 | -68.2062 | 3081.4574 | -3149.6636 |
Avg Daily Profit (%) | -1.1775 | -0.0848 | -1.0927 | -0.0608 | 0.1839 | 0 |
Buy And Hold Return (%) | 510.4385 | 510.4385 | 510.4385 | 510.4385 | 510.4385 | 510.4385 |
Max Trade Drawdown | -2242466 | -222631 | -2078523 | -2694045 | -483089 | -3915411 |
Profit Factor | 0.1807 | 0.5782 | 0.1161 | 0.9892 | 4.0557 | 0.405 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 62 | 29 | 33 | 34 | 22 | 12 |
Losing Trades | 27 | 15 | 12 | 55 | 22 | 33 |
Profitability (%) | 69.6629 | 65.9091 | 73.3333 | 38.2022 | 50 | 26.6667 |
Ratio Avg Win / Avg Loss | 0.0787 | 0.2991 | 0.0422 | 1.6001 | 4.0557 | 1.1137 |
Largest Winning Trade | 31586 | 31586 | 23448 | 1333131 | 1333131 | 989391 |
Largest Losing Trade | -1354766 | -57434 | -1354766 | -1865070 | -483089 | -1865070 |
Avg Bars in Trades | 40 | 45 | 35 | 40 | 45 | 35 |
Avg Bars in Winners | 17 | 19 | 14 | 61 | 67 | 51 |
Avg Bars in Losers | 92 | 94 | 90 | 26 | 23 | 29 |
Bars Traded | 3561 | 1985 | 1576 | 3561 | 1985 | 1576 |
Profit Streak | 70.9251 | 92.9251 | 70.9251 | 70.9251 | 92.9251 | 70.9251 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576746 | -578098 | -577129 | -581383 | 539211 | -600956 |
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3766, "evaluation_days": 1883, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1602892800000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760091127729, "expiration_time": 1764935136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 112, "offset": 0, "poles": 3 } } }
{ "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": [ [ -2217213.0488489764, -159638.4303609871, -2057574.6184879895, -68206.1936760997, 3081457.3638790064, -3149663.5575551065 ], [ -2217.213049, -159.63843, -2057.574618, -68.206194, 3081.457364, -3149.663558 ], [ -1.17749, -0.084779, -1.092711, -0.060836, 0.183914, 0 ], [ 510.438452, 510.438452, 510.438452, 510.438452, 510.438452, 510.438452 ], [ -2242466, -222631, -2078523, -2694045, -483089, -3915411 ], [ 0.180721, 0.578204, 0.116096, 0.989177, 4.055715, 0.404978 ], [ 89, 44, 45, 89, 44, 45 ], [ 62, 29, 33, 34, 22, 12 ], [ 27, 15, 12, 55, 22, 33 ], [ 69.662921, 65.909091, 73.333333, 38.202247, 50, 26.666667 ], [ 0.078701, 0.299071, 0.042217, 1.600139, 4.055715, 1.113691 ], [ 31586, 31586, 23448, 1333131, 1333131, 989391 ], [ -1354766, -57434, -1354766, -1865070, -483089, -1865070 ], [ 40, 45, 35, 40, 45, 35 ], [ 17, 19, 14, 61, 67, 51 ], [ 92, 94, 90, 26, 23, 29 ], [ 3561, 1985, 1576, 3561, 1985, 1576 ], [ 70.925089, 92.925089, 70.925089, 70.925089, 92.925089, 70.925089 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576746, -578098, -577129, -581383, 539211, -600956 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3766, "evaluation_days": 1883, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1602892800000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760091127729, "expiration_time": 1764935136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 112, "offset": 0, "poles": 3 } } }
# | 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) |
---|