Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1672382.0328 | -26745.6571 | -1645636.3757 | 206930.3965 | -5838342.1513 | 6045272.5477 |
Total P&L (%) | -1672.382 | -26.7457 | -1645.6364 | 206.9304 | -5838.3422 | 6045.2725 |
Avg Daily Profit (%) | -0.8925 | -0.0143 | -0.8783 | 0.0599 | 0 | 0.22 |
Buy And Hold Return (%) | 479.3308 | 479.3308 | 479.3308 | 479.3308 | 479.3308 | 479.3308 |
Max Trade Drawdown | -1890585 | -172357 | -1764990 | -6389931 | -7337802 | -3714311 |
Profit Factor | 0.2867 | 0.9299 | 0.1618 | 1.0123 | 0.4658 | 2.0148 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 177 | 84 | 93 | 165 | 78 | 87 |
Losing Trades | 50 | 29 | 21 | 62 | 35 | 27 |
Profitability (%) | 77.9736 | 74.3363 | 81.5789 | 72.6872 | 69.0265 | 76.3158 |
Ratio Avg Win / Avg Loss | 0.081 | 0.321 | 0.0365 | 0.3804 | 0.209 | 0.6253 |
Largest Winning Trade | 28861 | 28861 | 16837 | 5364975 | 1361183 | 5364975 |
Largest Losing Trade | -1142158 | -61245 | -1142158 | -3780046 | -3780046 | -3318219 |
Avg Bars in Trades | 31 | 38 | 24 | 31 | 38 | 24 |
Avg Bars in Winners | 8 | 8 | 8 | 12 | 10 | 14 |
Avg Bars in Losers | 113 | 124 | 97 | 80 | 98 | 57 |
Bars Traded | 7102 | 4294 | 2808 | 7102 | 4294 | 2808 |
Profit Streak | 25.1289 | 25.1289 | 25.3789 | 25.1289 | 25.1289 | 25.3789 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574499 | -577056 | -575408 | -481879 | -578022 | 503941 |
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7495, "evaluation_days": 1873.75, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1602655200000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759287936788, "expiration_time": 1764133560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 244, "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": [ [ -1672382.0328290116, -26745.6570913902, -1645636.37573762, 206930.3964683426, -5838342.151280506, 6045272.547748847 ], [ -1672.382033, -26.745657, -1645.636376, 206.930396, -5838.342151, 6045.272548 ], [ -0.892532, -0.014274, -0.878258, 0.059869, 0, 0.220029 ], [ 479.330803, 479.330803, 479.330803, 479.330803, 479.330803, 479.330803 ], [ -1890585, -172357, -1764990, -6389931, -7337802, -3714311 ], [ 0.286731, 0.929871, 0.1618, 1.012254, 0.465813, 2.014839 ], [ 227, 113, 114, 227, 113, 114 ], [ 177, 84, 93, 165, 78, 87 ], [ 50, 29, 21, 62, 35, 27 ], [ 77.973568, 74.336283, 81.578947, 72.687225, 69.026549, 76.315789 ], [ 0.080998, 0.321027, 0.036535, 0.380362, 0.209018, 0.625295 ], [ 28861, 28861, 16837, 5364975, 1361183, 5364975 ], [ -1142158, -61245, -1142158, -3780046, -3780046, -3318219 ], [ 31, 38, 24, 31, 38, 24 ], [ 8, 8, 8, 12, 10, 14 ], [ 113, 124, 97, 80, 98, 57 ], [ 7102, 4294, 2808, 7102, 4294, 2808 ], [ 25.128898, 25.128898, 25.378898, 25.128898, 25.128898, 25.378898 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574499, -577056, -575408, -481879, -578022, 503941 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7495, "evaluation_days": 1873.75, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1602655200000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759287936788, "expiration_time": 1764133560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 244, "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) |
---|