Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379007.9427 | 567105.749 | -188097.8063 | 2165285.244 | 183082.8951 | 1982202.3489 |
Total P&L (%) | 379.0079 | 567.1057 | -188.0978 | 2165.2852 | 183.0829 | 1982.2023 |
Avg Daily Profit (%) | 0.2021 | 0.3024 | -0.1003 | 0.1665 | 0.0555 | 0.162 |
Buy And Hold Return (%) | 574.457 | 574.457 | 574.457 | 574.457 | 574.457 | 574.457 |
Max Trade Drawdown | -294643 | -86335 | -275551 | -2272972 | -1666230 | -631360 |
Profit Factor | 1.5308 | 3.7677 | 0.6305 | 1.48 | 1.0612 | 2.3047 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 33 | 16 | 17 | 33 | 15 | 18 |
Losing Trades | 26 | 14 | 12 | 26 | 15 | 11 |
Profitability (%) | 55.9322 | 53.3333 | 58.6207 | 55.9322 | 50 | 62.069 |
Ratio Avg Win / Avg Loss | 1.2061 | 3.2968 | 0.4451 | 1.166 | 1.0612 | 1.4084 |
Largest Winning Trade | 372045 | 372045 | 48467 | 1191631 | 1037038 | 1191631 |
Largest Losing Trade | -266280 | -29439 | -266280 | -1135681 | -1135681 | -631360 |
Avg Bars in Trades | 59 | 39 | 80 | 59 | 39 | 80 |
Avg Bars in Winners | 57 | 38 | 75 | 57 | 26 | 84 |
Avg Bars in Losers | 62 | 39 | 88 | 62 | 52 | 75 |
Bars Traded | 3520 | 1176 | 2344 | 3520 | 1176 | 2344 |
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 | -335375 | -149589 | -579715 | -172222 | -437851 | 352403 |
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3751, "evaluation_days": 1875.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1601683200000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759441765936, "expiration_time": 1764267696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 94, "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": [ [ 379007.9426675364, 567105.7490124509, -188097.8063449145, 2165285.2440266223, 183082.8951417241, 1982202.3488848982 ], [ 379.007943, 567.105749, -188.097806, 2165.285244, 183.082895, 1982.202349 ], [ 0.202084, 0.302376, -0.100292, 0.166509, 0.055498, 0.162009 ], [ 574.457035, 574.457035, 574.457035, 574.457035, 574.457035, 574.457035 ], [ -294643, -86335, -275551, -2272972, -1666230, -631360 ], [ 1.530814, 3.76773, 0.630538, 1.479974, 1.061191, 2.304711 ], [ 59, 30, 29, 59, 30, 29 ], [ 33, 16, 17, 33, 15, 18 ], [ 26, 14, 12, 26, 15, 11 ], [ 55.932203, 53.333333, 58.62069, 55.932203, 50, 62.068966 ], [ 1.206096, 3.296764, 0.445086, 1.16604, 1.061191, 1.408435 ], [ 372045, 372045, 48467, 1191631, 1037038, 1191631 ], [ -266280, -29439, -266280, -1135681, -1135681, -631360 ], [ 59, 39, 80, 59, 39, 80 ], [ 57, 38, 75, 57, 26, 84 ], [ 62, 39, 88, 62, 52, 75 ], [ 3520, 1176, 2344, 3520, 1176, 2344 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -335375, -149589, -579715, -172222, -437851, 352403 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3751, "evaluation_days": 1875.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1601683200000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759441765936, "expiration_time": 1764267696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 94, "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) |
---|