Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1708864.4621 | 1537669.779 | 171194.6831 | -10501011.7706 | -2215421.3998 | -8285590.3708 |
Total P&L (%) | 1708.8645 | 1537.6698 | 171.1947 | -10501.0118 | -2215.4214 | -8285.5904 |
Avg Daily Profit (%) | 0.9151 | 0.8234 | 0.0917 | 0 | 0 | 0 |
Buy And Hold Return (%) | 538.4258 | 538.4258 | 538.4258 | 538.4258 | 538.4258 | 538.4258 |
Max Trade Drawdown | -145092 | -103718 | -117973 | -13838078 | -7179960 | -10244378 |
Profit Factor | 3.2821 | 4.8035 | 1.4969 | 0.7954 | 0.9184 | 0.6574 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 83 | 39 | 44 | 74 | 40 | 34 |
Losing Trades | 75 | 40 | 35 | 84 | 39 | 45 |
Profitability (%) | 52.5316 | 49.3671 | 55.6962 | 46.8354 | 50.6329 | 43.038 |
Ratio Avg Win / Avg Loss | 2.9657 | 4.9266 | 1.1907 | 0.9029 | 0.8954 | 0.87 |
Largest Winning Trade | 738536 | 738536 | 50271 | 4460572 | 3690234 | 4460572 |
Largest Losing Trade | -112254 | -37460 | -112254 | -4691209 | -4691209 | -2538869 |
Avg Bars in Trades | 22 | 25 | 18 | 22 | 25 | 18 |
Avg Bars in Winners | 29 | 31 | 26 | 13 | 18 | 8 |
Avg Bars in Losers | 14 | 18 | 9 | 29 | 32 | 27 |
Bars Traded | 3477 | 1981 | 1496 | 3477 | 1981 | 1496 |
Profit Streak | 0 | 0 | 8.8613 | 5.8613 | 12.8613 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 648624 | -9328 | -260342 | -580203 | -606294 | -610165 |
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3735, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1607256000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758962415521, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 75 } }, "second_band": { "type": "wma", "factors": { "length": 229, "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": [ [ 1708864.462108334, 1537669.7790297528, 171194.6830785826, -10501011.7706252, -2215421.3998314086, -8285590.3707937915 ], [ 1708.864462, 1537.669779, 171.194683, -10501.011771, -2215.4214, -8285.590371 ], [ 0.915055, 0.823384, 0.091671, 0, 0, 0 ], [ 538.425787, 538.425787, 538.425787, 538.425787, 538.425787, 538.425787 ], [ -145092, -103718, -117973, -13838078, -7179960, -10244378 ], [ 3.282053, 4.803474, 1.496868, 0.79539, 0.918373, 0.657357 ], [ 158, 79, 79, 158, 79, 79 ], [ 83, 39, 44, 74, 40, 34 ], [ 75, 40, 35, 84, 39, 45 ], [ 52.531646, 49.367089, 55.696203, 46.835443, 50.632911, 43.037975 ], [ 2.965711, 4.92664, 1.190691, 0.902875, 0.895413, 0.870031 ], [ 738536, 738536, 50271, 4460572, 3690234, 4460572 ], [ -112254, -37460, -112254, -4691209, -4691209, -2538869 ], [ 22, 25, 18, 22, 25, 18 ], [ 29, 31, 26, 13, 18, 8 ], [ 14, 18, 9, 29, 32, 27 ], [ 3477, 1981, 1496, 3477, 1981, 1496 ], [ 0, 0, 8.861291, 5.861291, 12.861291, 0 ], [ 0, 0, 1, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 648624, -9328, -260342, -580203, -606294, -610165 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3735, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1607256000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758962415521, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 75 } }, "second_band": { "type": "wma", "factors": { "length": 229, "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) |
---|