Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1142470.6774 | 1114921.5794 | 27549.098 | 853749.936 | -1274925.7132 | 2128675.6492 |
Total P&L (%) | 1142.4707 | 1114.9216 | 27.5491 | 853.7499 | -1274.9257 | 2128.6756 |
Avg Daily Profit (%) | 0.612 | 0.5973 | 0.0148 | 0.1209 | 0 | 0.1664 |
Buy And Hold Return (%) | 511.03 | 511.03 | 511.03 | 511.03 | 511.03 | 511.03 |
Max Trade Drawdown | -172161 | -164557 | -54869 | -50926716 | -47878645 | -3857580 |
Profit Factor | 2.8196 | 3.2571 | 1.2057 | 1.0116 | 0.9811 | 1.341 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 47.9592 | 46.9388 | 48.9796 | 47.9592 | 46.9388 | 48.9796 |
Ratio Avg Win / Avg Loss | 3.0596 | 3.682 | 1.256 | 1.0977 | 1.1091 | 1.3969 |
Largest Winning Trade | 584013 | 584013 | 32347 | 28467877 | 28467877 | 4208339 |
Largest Losing Trade | -80334 | -80334 | -27625 | -28282332 | -28282332 | -1409414 |
Avg Bars in Trades | 227 | 426 | 27 | 227 | 426 | 27 |
Avg Bars in Winners | 215 | 402 | 36 | 215 | 402 | 36 |
Avg Bars in Losers | 237 | 447 | 19 | 237 | 447 | 19 |
Bars Traded | 22270 | 20906 | 1364 | 22270 | 20906 | 1364 |
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 | 399266 | 391964 | -339421 | -248596 | -580205 | 215538 |
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{ "first_band": { "type": "ssf", "factors": { "length": 160, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcu", "factors": { "length": 116, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 1142470.6773700058, 1114921.579372531, 27549.0979974746, 853749.9359599877, -1274925.7132428258, 2128675.64920282 ], [ 1142.470677, 1114.921579, 27.549098, 853.749936, -1274.925713, 2128.675649 ], [ 0.612037, 0.597278, 0.014758, 0.120889, 0, 0.166423 ], [ 511.029965, 511.029965, 511.029965, 511.029965, 511.029965, 511.029965 ], [ -172161, -164557, -54869, -50926716, -47878645, -3857580 ], [ 2.819627, 3.257138, 1.205735, 1.011593, 0.981085, 1.340991 ], [ 98, 49, 49, 98, 49, 49 ], [ 47, 23, 24, 47, 23, 24 ], [ 51, 26, 25, 51, 26, 25 ], [ 47.959184, 46.938776, 48.979592, 47.959184, 46.938776, 48.979592 ], [ 3.059596, 3.681982, 1.255974, 1.097686, 1.109052, 1.396865 ], [ 584013, 584013, 32347, 28467877, 28467877, 4208339 ], [ -80334, -80334, -27625, -28282332, -28282332, -1409414 ], [ 227, 426, 27, 227, 426, 27 ], [ 215, 402, 36, 215, 402, 36 ], [ 237, 447, 19, 237, 447, 19 ], [ 22270, 20906, 1364, 22270, 20906, 1364 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 399266, 391964, -339421, -248596, -580205, 215538 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22400, "evaluation_days": 1866.67, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598234400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759035278269, "expiration_time": 1764528480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 160, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcu", "factors": { "length": 116, "offset": 0, "scalar": 2 } } }
# | 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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