Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1524226.9393 | -31548.5877 | -1492678.3517 | -383056.6728 | -8328797.1036 | 7945740.4308 |
Total P&L (%) | -1524.2269 | -31.5486 | -1492.6784 | -383.0567 | -8328.7971 | 7945.7404 |
Avg Daily Profit (%) | -0.8144 | -0.0169 | -0.7976 | 0 | 0 | 0.2347 |
Buy And Hold Return (%) | 474.2288 | 474.2288 | 474.2288 | 474.2288 | 474.2288 | 474.2288 |
Max Trade Drawdown | -1693120 | -192133 | -1581376 | -7185167 | -8856910 | -2347731 |
Profit Factor | 0.2229 | 0.8815 | 0.1195 | 0.9718 | 0.1084 | 2.8823 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 46 | 21 | 25 | 34 | 15 | 19 |
Losing Trades | 15 | 9 | 6 | 27 | 15 | 12 |
Profitability (%) | 75.4098 | 70 | 80.6452 | 55.7377 | 50 | 61.2903 |
Ratio Avg Win / Avg Loss | 0.0727 | 0.3778 | 0.0287 | 0.7717 | 0.1084 | 1.8204 |
Largest Winning Trade | 49972 | 49972 | 22840 | 9916677 | 334901 | 9916677 |
Largest Losing Trade | -1172518 | -70892 | -1172518 | -4893047 | -4893047 | -2056724 |
Avg Bars in Trades | 57 | 68 | 46 | 57 | 68 | 46 |
Avg Bars in Winners | 18 | 13 | 22 | 34 | 31 | 37 |
Avg Bars in Losers | 178 | 197 | 149 | 86 | 105 | 62 |
Bars Traded | 3513 | 2061 | 1452 | 3513 | 2061 | 1452 |
Profit Streak | 10.938 | 0 | 252.438 | 0 | 15.438 | 0 |
Trades During Streak | 1 | 0 | 7 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -742841 | -578232 | -575422 | -746034 | -580242 | 549394 |
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3743, "evaluation_days": 1871.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1606694400000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759098639520, "expiration_time": 1763911728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 216, "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": [ [ -1524226.9393261017, -31548.5876742068, -1492678.3516518953, -383056.6727882364, -8328797.103575156, 7945740.430786922 ], [ -1524.226939, -31.548588, -1492.678352, -383.056673, -8328.797104, 7945.740431 ], [ -0.814441, -0.016857, -0.797584, 0, 0, 0.234725 ], [ 474.228785, 474.228785, 474.228785, 474.228785, 474.228785, 474.228785 ], [ -1693120, -192133, -1581376, -7185167, -8856910, -2347731 ], [ 0.222945, 0.881526, 0.119494, 0.971757, 0.108417, 2.882259 ], [ 61, 30, 31, 61, 30, 31 ], [ 46, 21, 25, 34, 15, 19 ], [ 15, 9, 6, 27, 15, 12 ], [ 75.409836, 70, 80.645161, 55.737705, 50, 61.290323 ], [ 0.072699, 0.377797, 0.028679, 0.77169, 0.108417, 1.820374 ], [ 49972, 49972, 22840, 9916677, 334901, 9916677 ], [ -1172518, -70892, -1172518, -4893047, -4893047, -2056724 ], [ 57, 68, 46, 57, 68, 46 ], [ 18, 13, 22, 34, 31, 37 ], [ 178, 197, 149, 86, 105, 62 ], [ 3513, 2061, 1452, 3513, 2061, 1452 ], [ 10.937957, 0, 252.437957, 0, 15.437957, 0 ], [ 1, 0, 7, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -742841, -578232, -575422, -746034, -580242, 549394 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3743, "evaluation_days": 1871.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1606694400000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759098639520, "expiration_time": 1763911728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 216, "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) |
---|