Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1240329.9855 | 1218584.4871 | 21745.4983 | 1052604.9306 | 251501.7748 | 801103.1558 |
Total P&L (%) | 1240.33 | 1218.5845 | 21.7455 | 1052.6049 | 251.5018 | 801.1032 |
Avg Daily Profit (%) | 0.6616 | 0.65 | 0.0116 | 0.1305 | 0.0671 | 0.1173 |
Buy And Hold Return (%) | 361.7647 | 361.7647 | 361.7647 | 361.7647 | 361.7647 | 361.7647 |
Max Trade Drawdown | -166620 | -85904 | -161342 | -1178462 | -710243 | -635932 |
Profit Factor | 2.5092 | 3.8856 | 1.0544 | 1.222 | 1.0936 | 1.3902 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
Losing Trades | 74 | 42 | 32 | 74 | 42 | 32 |
Profitability (%) | 36.2069 | 27.5862 | 44.8276 | 36.2069 | 27.5862 | 44.8276 |
Ratio Avg Win / Avg Loss | 4.421 | 10.1997 | 1.2978 | 2.1531 | 2.8706 | 1.7111 |
Largest Winning Trade | 614665 | 614665 | 56863 | 803324 | 803324 | 570990 |
Largest Losing Trade | -54223 | -27273 | -54223 | -476797 | -318772 | -476797 |
Avg Bars in Trades | 95 | 85 | 105 | 95 | 85 | 105 |
Avg Bars in Winners | 163 | 151 | 170 | 163 | 151 | 170 |
Avg Bars in Losers | 56 | 59 | 52 | 56 | 59 | 52 |
Bars Traded | 11062 | 4946 | 6116 | 11062 | 4946 | 6116 |
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 | 323282 | -182671 | -685841 | -25935 | -584401 | -221716 |
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11248, "evaluation_days": 1874.67, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598976000000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759375034527, "expiration_time": 1764222336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 170, "offset": 0, "std": 2.65116 } }, "second_band": { "type": "bbm", "factors": { "length": 169, "offset": 0, "std": 2.05233 } } }
{ "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": [ [ 1240329.9854669995, 1218584.4871337698, 21745.4983332294, 1052604.9305901085, 251501.7747997381, 801103.1557903709 ], [ 1240.329985, 1218.584487, 21.745498, 1052.604931, 251.501775, 801.103156 ], [ 0.661626, 0.650026, 0.0116, 0.130487, 0.067077, 0.11734 ], [ 361.764706, 361.764706, 361.764706, 361.764706, 361.764706, 361.764706 ], [ -166620, -85904, -161342, -1178462, -710243, -635932 ], [ 2.509223, 3.885584, 1.054427, 1.222017, 1.093557, 1.390237 ], [ 116, 58, 58, 116, 58, 58 ], [ 42, 16, 26, 42, 16, 26 ], [ 74, 42, 32, 74, 42, 32 ], [ 36.206897, 27.586207, 44.827586, 36.206897, 27.586207, 44.827586 ], [ 4.421012, 10.199658, 1.297757, 2.153078, 2.870586, 1.711061 ], [ 614665, 614665, 56863, 803324, 803324, 570990 ], [ -54223, -27273, -54223, -476797, -318772, -476797 ], [ 95, 85, 105, 95, 85, 105 ], [ 163, 151, 170, 163, 151, 170 ], [ 56, 59, 52, 56, 59, 52 ], [ 11062, 4946, 6116, 11062, 4946, 6116 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 323282, -182671, -685841, -25935, -584401, -221716 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11248, "evaluation_days": 1874.67, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598976000000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759375034527, "expiration_time": 1764222336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 170, "offset": 0, "std": 2.65116 } }, "second_band": { "type": "bbm", "factors": { "length": 169, "offset": 0, "std": 2.05233 } } }
# | 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) |
---|