Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1645960.5669 | 1570963.01 | 74997.5569 | 3486420.5709 | 3855121.6894 | -368701.1185 |
Total P&L (%) | 1645.9606 | 1570.963 | 74.9976 | 3486.4206 | 3855.1217 | -368.7011 |
Avg Daily Profit (%) | 0.8815 | 0.8414 | 0.0402 | 0.1919 | 0.1972 | 0 |
Buy And Hold Return (%) | 436.0124 | 436.0124 | 436.0124 | 436.0124 | 436.0124 | 436.0124 |
Max Trade Drawdown | -147127 | -148130 | -91229 | -5742436 | -4080853 | -3496087 |
Profit Factor | 4.5644 | 7.1145 | 1.3661 | 1.2396 | 1.494 | 0.9454 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 40 | 33.3333 | 46.6667 | 40 | 33.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 6.8467 | 14.2289 | 1.5613 | 1.8594 | 2.988 | 1.0804 |
Largest Winning Trade | 1083882 | 1083882 | 56244 | 5713098 | 5713098 | 1862483 |
Largest Losing Trade | -38156 | -35384 | -38156 | -2640000 | -1480757 | -2640000 |
Avg Bars in Trades | 179 | 153 | 206 | 179 | 153 | 206 |
Avg Bars in Winners | 296 | 265 | 317 | 296 | 265 | 317 |
Avg Bars in Losers | 102 | 97 | 108 | 102 | 97 | 108 |
Bars Traded | 10781 | 4597 | 6184 | 10781 | 4597 | 6184 |
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 | -159376 | 454538 | -304774 | -168872 | 139135 | -580455 |
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11203, "evaluation_days": 1867.17, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599854400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758896646781, "expiration_time": 1763554896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 171, "offset": 0, "scalar": 1 } }, "second_band": { "type": "linreg", "factors": { "length": 157, "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": [ [ 1645960.5669471943, 1570963.0100155114, 74997.5569316825, 3486420.570918514, 3855121.689438138, -368701.1185196221 ], [ 1645.960567, 1570.96301, 74.997557, 3486.420571, 3855.121689, -368.701119 ], [ 0.881527, 0.84136, 0.040166, 0.191904, 0.197155, 0 ], [ 436.012425, 436.012425, 436.012425, 436.012425, 436.012425, 436.012425 ], [ -147127, -148130, -91229, -5742436, -4080853, -3496087 ], [ 4.564441, 7.114452, 1.366116, 1.23959, 1.493988, 0.945357 ], [ 60, 30, 30, 60, 30, 30 ], [ 24, 10, 14, 24, 10, 14 ], [ 36, 20, 16, 36, 20, 16 ], [ 40, 33.333333, 46.666667, 40, 33.333333, 46.666667 ], [ 6.846661, 14.228904, 1.561276, 1.859385, 2.987976, 1.080409 ], [ 1083882, 1083882, 56244, 5713098, 5713098, 1862483 ], [ -38156, -35384, -38156, -2640000, -1480757, -2640000 ], [ 179, 153, 206, 179, 153, 206 ], [ 296, 265, 317, 296, 265, 317 ], [ 102, 97, 108, 102, 97, 108 ], [ 10781, 4597, 6184, 10781, 4597, 6184 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -159376, 454538, -304774, -168872, 139135, -580455 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11203, "evaluation_days": 1867.17, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599854400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758896646781, "expiration_time": 1763554896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 171, "offset": 0, "scalar": 1 } }, "second_band": { "type": "linreg", "factors": { "length": 157, "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) |
---|