Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1907572.08 | 1722430.7552 | 185141.3248 | 37090408.1609 | 7761163.8045 | 29329244.3564 |
Total P&L (%) | 1907.5721 | 1722.4308 | 185.1413 | 37090.4082 | 7761.1638 | 29329.2444 |
Avg Daily Profit (%) | 1.0215 | 0.9223 | 0.0991 | 0.3174 | 0.234 | 0.3049 |
Buy And Hold Return (%) | 542.5712 | 542.5712 | 542.5712 | 542.5712 | 542.5712 | 542.5712 |
Max Trade Drawdown | -76133 | -53390 | -55284 | -27467078 | -16655383 | -15184410 |
Profit Factor | 6.0325 | 8.714 | 2.1886 | 1.5422 | 1.1782 | 2.18 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 22 | 8 | 14 | 22 | 8 | 14 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 31.8841 | 22.8571 | 41.1765 | 31.8841 | 22.8571 | 41.1765 |
Ratio Avg Win / Avg Loss | 12.8875 | 29.4097 | 3.1265 | 3.2948 | 3.9765 | 3.1143 |
Largest Winning Trade | 1046688 | 1046688 | 57321 | 23589338 | 23589338 | 20034560 |
Largest Losing Trade | -31300 | -19044 | -31300 | -6033327 | -6033327 | -5343114 |
Avg Bars in Trades | 51 | 45 | 57 | 51 | 45 | 57 |
Avg Bars in Winners | 112 | 122 | 107 | 112 | 122 | 107 |
Avg Bars in Losers | 22 | 22 | 23 | 22 | 22 | 23 |
Bars Traded | 3551 | 1580 | 1971 | 3551 | 1580 | 1971 |
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 | -94088 | -20424 | -225683 | -101605 | -54308 | 346786 |
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3735, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600603200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758892070157, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 75, "offset": 0, "a": 0.69562 } }, "second_band": { "type": "fwma", "factors": { "length": 64, "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": [ [ 1907572.0799877148, 1722430.7551868581, 185141.3248008566, 37090408.16086267, 7761163.804502398, 29329244.35636027 ], [ 1907.57208, 1722.430755, 185.141325, 37090.408161, 7761.163805, 29329.244356 ], [ 1.021458, 0.922319, 0.099139, 0.317431, 0.233983, 0.304859 ], [ 542.571216, 542.571216, 542.571216, 542.571216, 542.571216, 542.571216 ], [ -76133, -53390, -55284, -27467078, -16655383, -15184410 ], [ 6.032456, 8.713988, 2.188577, 1.54224, 1.178226, 2.179996 ], [ 69, 35, 34, 69, 35, 34 ], [ 22, 8, 14, 22, 8, 14 ], [ 47, 27, 20, 47, 27, 20 ], [ 31.884058, 22.857143, 41.176471, 31.884058, 22.857143, 41.176471 ], [ 12.887521, 29.409711, 3.126539, 3.294786, 3.976513, 3.11428 ], [ 1046688, 1046688, 57321, 23589338, 23589338, 20034560 ], [ -31300, -19044, -31300, -6033327, -6033327, -5343114 ], [ 51, 45, 57, 51, 45, 57 ], [ 112, 122, 107, 112, 122, 107 ], [ 22, 22, 23, 22, 22, 23 ], [ 3551, 1580, 1971, 3551, 1580, 1971 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -94088, -20424, -225683, -101605, -54308, 346786 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3735, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600603200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758892070157, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 75, "offset": 0, "a": 0.69562 } }, "second_band": { "type": "fwma", "factors": { "length": 64, "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) |
---|