Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83778.5552 | 12390.503 | 71388.0522 | 94627.3381 | 22727.4537 | 71899.8844 |
Total P&L (%) | 83.7786 | 12.3905 | 71.3881 | 94.6273 | 22.7275 | 71.8999 |
Avg Daily Profit (%) | 0.3217 | 0.0476 | 0.2741 | 0.256 | 0.0787 | 0.2082 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30527 | -17271 | -31033 | -69411 | -23950 | -70946 |
Profit Factor | 1.5696 | 1.2205 | 1.7855 | 1.3309 | 1.2452 | 1.3721 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 65.4867 | 61.4035 | 69.6429 | 65.4867 | 61.4035 | 69.6429 |
Ratio Avg Win / Avg Loss | 0.8272 | 0.7672 | 0.7783 | 0.7014 | 0.7827 | 0.5981 |
Largest Winning Trade | 17368 | 10883 | 17368 | 21178 | 11086 | 21178 |
Largest Losing Trade | -25934 | -11358 | -25934 | -58838 | -14443 | -58838 |
Avg Bars in Trades | 211 | 32 | 393 | 211 | 32 | 393 |
Avg Bars in Winners | 150 | 24 | 262 | 150 | 24 | 262 |
Avg Bars in Losers | 328 | 44 | 694 | 328 | 44 | 694 |
Bars Traded | 23905 | 1857 | 22048 | 23905 | 1857 | 22048 |
Profit Streak | 0 | 0 | 10.3635 | 0 | 0 | 10.3635 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346977 | -402815 | -168941 | 274261 | -274871 | -171255 |
{ "trading_pair": "SAND_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736721900000, "first_datapoint_time": 1736888400000, "last_datapoint_time": 1759221000000, "evaluation_time": 1759221809345, "expiration_time": 1765701000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 186, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 83778.5552027135, 12390.5029800861, 71388.0522226273, 94627.3381392743, 22727.4537294776, 71899.8844097967 ], [ 83.778555, 12.390503, 71.388052, 94.627338, 22.727454, 71.899884 ], [ 0.321706, 0.047579, 0.274127, 0.256036, 0.078672, 0.208243 ], [ 10, 10, 10, 10, 10, 10 ], [ -30527, -17271, -31033, -69411, -23950, -70946 ], [ 1.569594, 1.220485, 1.78545, 1.330919, 1.245161, 1.372059 ], [ 113, 57, 56, 113, 57, 56 ], [ 74, 35, 39, 74, 35, 39 ], [ 39, 22, 17, 39, 22, 17 ], [ 65.486726, 61.403509, 69.642857, 65.486726, 61.403509, 69.642857 ], [ 0.827218, 0.767162, 0.778273, 0.70143, 0.782673, 0.598077 ], [ 17368, 10883, 17368, 21178, 11086, 21178 ], [ -25934, -11358, -25934, -58838, -14443, -58838 ], [ 211, 32, 393, 211, 32, 393 ], [ 150, 24, 262, 150, 24, 262 ], [ 328, 44, 694, 328, 44, 694 ], [ 23905, 1857, 22048, 23905, 1857, 22048 ], [ 0, 0, 10.363534, 0, 0, 10.363534 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 346977, -402815, -168941, 274261, -274871, -171255 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736721900000, "first_datapoint_time": 1736888400000, "last_datapoint_time": 1759221000000, "evaluation_time": 1759221809345, "expiration_time": 1765701000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 186, "offset": 0, "scalar": 5 } } }
# | 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) |
---|