Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 879750.4795 | 911647.3602 | -31896.8807 | 205578.5239 | 1797291.5111 | -1591712.9872 |
Total P&L (%) | 879.7505 | 911.6474 | -31.8969 | 205.5785 | 1797.2915 | -1591.713 |
Avg Daily Profit (%) | 0.4668 | 0.4838 | -0.0169 | 0.0593 | 0.1563 | 0 |
Buy And Hold Return (%) | 333.7101 | 333.7101 | 333.7101 | 333.7101 | 333.7101 | 333.7101 |
Max Trade Drawdown | -115708 | -132399 | -136341 | -2676083 | -1741017 | -2759186 |
Profit Factor | 2.1249 | 3.2239 | 0.9143 | 1.0272 | 1.5243 | 0.6157 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 45.045 | 41.0714 | 49.0909 | 45.045 | 41.0714 | 49.0909 |
Ratio Avg Win / Avg Loss | 2.5923 | 4.6256 | 0.9482 | 1.2531 | 2.1871 | 0.6386 |
Largest Winning Trade | 547538 | 547538 | 53079 | 1562100 | 1562100 | 336917 |
Largest Losing Trade | -59672 | -35068 | -59672 | -1478924 | -493133 | -1478924 |
Avg Bars in Trades | 33 | 25 | 41 | 33 | 25 | 41 |
Avg Bars in Winners | 46 | 37 | 54 | 46 | 37 | 54 |
Avg Bars in Losers | 22 | 16 | 29 | 22 | 16 | 29 |
Bars Traded | 3673 | 1400 | 2273 | 3673 | 1400 | 2273 |
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 | 334556 | -169974 | -761186 | -471813 | -174095 | -761186 |
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3769, "evaluation_days": 1884.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599955200000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760223642910, "expiration_time": 1765068624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 60, "offset": 0, "std": 4.05248 } }, "second_band": { "type": "hilo", "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": [ [ 879750.4795147665, 911647.3601943231, -31896.880679557, 205578.5239224266, 1797291.511098034, -1591712.987175608 ], [ 879.75048, 911.64736, -31.896881, 205.578524, 1797.291511, -1591.712987 ], [ 0.466835, 0.483761, -0.016926, 0.059293, 0.156291, 0 ], [ 333.710083, 333.710083, 333.710083, 333.710083, 333.710083, 333.710083 ], [ -115708, -132399, -136341, -2676083, -1741017, -2759186 ], [ 2.124863, 3.223913, 0.914294, 1.027157, 1.524327, 0.615745 ], [ 111, 56, 55, 111, 56, 55 ], [ 50, 23, 27, 50, 23, 27 ], [ 61, 33, 28, 61, 33, 28 ], [ 45.045045, 41.071429, 49.090909, 45.045045, 41.071429, 49.090909 ], [ 2.592332, 4.625614, 0.948157, 1.253131, 2.187078, 0.63855 ], [ 547538, 547538, 53079, 1562100, 1562100, 336917 ], [ -59672, -35068, -59672, -1478924, -493133, -1478924 ], [ 33, 25, 41, 33, 25, 41 ], [ 46, 37, 54, 46, 37, 54 ], [ 22, 16, 29, 22, 16, 29 ], [ 3673, 1400, 2273, 3673, 1400, 2273 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 334556, -169974, -761186, -471813, -174095, -761186 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3769, "evaluation_days": 1884.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599955200000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760223642910, "expiration_time": 1765068624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 60, "offset": 0, "std": 4.05248 } }, "second_band": { "type": "hilo", "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) |
---|