Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1839384.4566 | 1682901.8454 | 156482.6111 | 18518503.3086 | 11035310.7421 | 7483192.5665 |
Total P&L (%) | 1839.3845 | 1682.9018 | 156.4826 | 18518.5033 | 11035.3107 | 7483.1926 |
Avg Daily Profit (%) | 0.9831 | 0.8995 | 0.0836 | 0.2797 | 0.2522 | 0.2316 |
Buy And Hold Return (%) | 507.6615 | 507.6615 | 507.6615 | 507.6615 | 507.6615 | 507.6615 |
Max Trade Drawdown | -80891 | -62291 | -73892 | -30844028 | -18692735 | -22705297 |
Profit Factor | 5.0004 | 8.5266 | 1.6625 | 1.2203 | 1.2602 | 1.1798 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 75 | 42 | 33 | 75 | 42 | 33 |
Profitability (%) | 32.4324 | 25 | 40 | 32.4324 | 25 | 40 |
Ratio Avg Win / Avg Loss | 10.4175 | 25.5797 | 2.4937 | 2.5424 | 3.7806 | 1.7696 |
Largest Winning Trade | 1012998 | 1012998 | 58048 | 25897516 | 25897516 | 11637705 |
Largest Losing Trade | -30320 | -14965 | -30320 | -5923334 | -4211894 | -5923334 |
Avg Bars in Trades | 48 | 38 | 59 | 48 | 38 | 59 |
Avg Bars in Winners | 115 | 106 | 121 | 115 | 106 | 121 |
Avg Bars in Losers | 17 | 15 | 18 | 17 | 15 | 18 |
Bars Traded | 5426 | 2150 | 3276 | 5426 | 2150 | 3276 |
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 | 432942 | -191198 | -427864 | 104065 | -200712 | -197318 |
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5613, "evaluation_days": 1871, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1600617600000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759033088506, "expiration_time": 1763867232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 41, "offset": 72 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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": [ [ 1839384.4565840524, 1682901.8454432914, 156482.6111407604, 18518503.30858606, 11035310.742073037, 7483192.566513014 ], [ 1839.384457, 1682.901845, 156.482611, 18518.503309, 11035.310742, 7483.192567 ], [ 0.983102, 0.899467, 0.083636, 0.279746, 0.252199, 0.231616 ], [ 507.661516, 507.661516, 507.661516, 507.661516, 507.661516, 507.661516 ], [ -80891, -62291, -73892, -30844028, -18692735, -22705297 ], [ 5.000393, 8.526567, 1.662483, 1.220349, 1.260189, 1.179758 ], [ 111, 56, 55, 111, 56, 55 ], [ 36, 14, 22, 36, 14, 22 ], [ 75, 42, 33, 75, 42, 33 ], [ 32.432432, 25, 40, 32.432432, 25, 40 ], [ 10.417485, 25.5797, 2.493725, 2.542393, 3.780567, 1.769638 ], [ 1012998, 1012998, 58048, 25897516, 25897516, 11637705 ], [ -30320, -14965, -30320, -5923334, -4211894, -5923334 ], [ 48, 38, 59, 48, 38, 59 ], [ 115, 106, 121, 115, 106, 121 ], [ 17, 15, 18, 17, 15, 18 ], [ 5426, 2150, 3276, 5426, 2150, 3276 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 432942, -191198, -427864, 104065, -200712, -197318 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5613, "evaluation_days": 1871, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1600617600000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759033088506, "expiration_time": 1763867232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 41, "offset": 72 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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) |
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