Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1144185.6847 | 1178995.6615 | -34809.9768 | -34503.3762 | 246161.4435 | -280664.8197 |
Total P&L (%) | 1144.1857 | 1178.9957 | -34.81 | -34.5034 | 246.1614 | -280.6648 |
Avg Daily Profit (%) | 0.6103 | 0.6288 | -0.0186 | -0.0226 | 0.0663 | 0 |
Buy And Hold Return (%) | 336.2232 | 336.2232 | 336.2232 | 336.2232 | 336.2232 | 336.2232 |
Max Trade Drawdown | -198792 | -171287 | -42101 | -1318191 | -1040257 | -309333 |
Profit Factor | 3.5219 | 4.3478 | 0.6571 | 0.9819 | 1.1835 | 0.5022 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 24 | 9 | 15 | 24 | 9 | 15 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 40.678 | 31.0345 | 50 | 40.678 | 31.0345 | 50 |
Ratio Avg Win / Avg Loss | 5.1361 | 9.6617 | 0.6571 | 1.4319 | 2.6299 | 0.5022 |
Largest Winning Trade | 1336801 | 1336801 | 14169 | 1287385 | 1287385 | 149058 |
Largest Losing Trade | -50513 | -50513 | -19189 | -456356 | -456356 | -265528 |
Avg Bars in Trades | 316 | 610 | 33 | 316 | 610 | 33 |
Avg Bars in Winners | 411 | 1042 | 32 | 411 | 1042 | 32 |
Avg Bars in Losers | 251 | 415 | 33 | 251 | 415 | 33 |
Bars Traded | 18693 | 17703 | 990 | 18693 | 17703 | 990 |
Profit Streak | 0 | 59.4638 | 0 | 0 | 59.4638 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167900 | 341588 | -580825 | -762514 | -294725 | -580825 |
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{ "first_band": { "type": "kcl", "factors": { "length": 83, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hma", "factors": { "length": 178, "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": [ [ 1144185.6847384793, 1178995.6615391036, -34809.9768006243, -34503.3761571005, 246161.443545844, -280664.8197029444 ], [ 1144.185685, 1178.995662, -34.809977, -34.503376, 246.161444, -280.66482 ], [ 0.610258, 0.628825, -0.018566, -0.022568, 0.066251, 0 ], [ 336.223165, 336.223165, 336.223165, 336.223165, 336.223165, 336.223165 ], [ -198792, -171287, -42101, -1318191, -1040257, -309333 ], [ 3.521926, 4.347777, 0.65712, 0.981893, 1.183464, 0.502163 ], [ 59, 29, 30, 59, 29, 30 ], [ 24, 9, 15, 24, 9, 15 ], [ 35, 20, 15, 35, 20, 15 ], [ 40.677966, 31.034483, 50, 40.677966, 31.034483, 50 ], [ 5.136143, 9.661726, 0.65712, 1.431927, 2.629921, 0.502163 ], [ 1336801, 1336801, 14169, 1287385, 1287385, 149058 ], [ -50513, -50513, -19189, -456356, -456356, -265528 ], [ 316, 610, 33, 316, 610, 33 ], [ 411, 1042, 32, 411, 1042, 32 ], [ 251, 415, 33, 251, 415, 33 ], [ 18693, 17703, 990, 18693, 17703, 990 ], [ 0, 59.463847, 0, 0, 59.463847, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -167900, 341588, -580825, -762514, -294725, -580825 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22499, "evaluation_days": 1874.92, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598767200000, "last_datapoint_time": 1759435200000, "evaluation_time": 1759439276380, "expiration_time": 1765266940800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 83, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hma", "factors": { "length": 178, "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) |
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