Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1585842.4975 | 1502537.5874 | 83304.9101 | 3315447.1779 | -160290.1716 | 3475737.3495 |
Total P&L (%) | 1585.8425 | 1502.5376 | 83.3049 | 3315.4472 | -160.2902 | 3475.7373 |
Avg Daily Profit (%) | 0.8492 | 0.8046 | 0.0446 | 0.1892 | 0 | 0.1917 |
Buy And Hold Return (%) | 434.7563 | 434.7563 | 434.7563 | 434.7563 | 434.7563 | 434.7563 |
Max Trade Drawdown | -185823 | -174002 | -73881 | -6520360 | -7299056 | -3073101 |
Profit Factor | 3.8784 | 5.8795 | 1.3428 | 1.1831 | 0.985 | 1.4682 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 43.4783 | 39.1304 | 47.8261 | 43.4783 | 39.1304 | 47.8261 |
Ratio Avg Win / Avg Loss | 5.0419 | 9.1459 | 1.4649 | 1.538 | 1.5322 | 1.6016 |
Largest Winning Trade | 999839 | 999839 | 40322 | 4669586 | 4669586 | 1831192 |
Largest Losing Trade | -34975 | -34975 | -28602 | -2407896 | -2407896 | -1394657 |
Avg Bars in Trades | 38 | 42 | 35 | 38 | 42 | 35 |
Avg Bars in Winners | 54 | 65 | 45 | 54 | 65 | 45 |
Avg Bars in Losers | 26 | 28 | 25 | 26 | 28 | 25 |
Bars Traded | 3569 | 1956 | 1613 | 3569 | 1956 | 1613 |
Profit Streak | 0 | 162.8596 | 0 | 0 | 162.8596 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 552774 | 551849 | -299533 | -12374 | -581575 | 339038 |
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3735, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1597752000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758919068917, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 217, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 3.45944 } } }
{ "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": [ [ 1585842.4974559438, 1502537.5873521692, 83304.9101037745, 3315447.1778872083, -160290.1716113605, 3475737.3494985704 ], [ 1585.842497, 1502.537587, 83.30491, 3315.447178, -160.290172, 3475.737349 ], [ 0.849179, 0.804572, 0.044608, 0.189249, 0, 0.19171 ], [ 434.756251, 434.756251, 434.756251, 434.756251, 434.756251, 434.756251 ], [ -185823, -174002, -73881, -6520360, -7299056, -3073101 ], [ 3.878362, 5.879487, 1.342785, 1.183079, 0.984999, 1.468172 ], [ 92, 46, 46, 92, 46, 46 ], [ 40, 18, 22, 40, 18, 22 ], [ 52, 28, 24, 52, 28, 24 ], [ 43.478261, 39.130435, 47.826087, 43.478261, 39.130435, 47.826087 ], [ 5.04187, 9.145868, 1.464856, 1.538003, 1.532221, 1.601642 ], [ 999839, 999839, 40322, 4669586, 4669586, 1831192 ], [ -34975, -34975, -28602, -2407896, -2407896, -1394657 ], [ 38, 42, 35, 38, 42, 35 ], [ 54, 65, 45, 54, 65, 45 ], [ 26, 28, 25, 26, 28, 25 ], [ 3569, 1956, 1613, 3569, 1956, 1613 ], [ 0, 162.859594, 0, 0, 162.859594, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 552774, 551849, -299533, -12374, -581575, 339038 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3735, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1597752000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758919068917, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 217, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 3.45944 } } }
# | 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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