Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2000806.4931 | 2088344.8461 | -87538.353 | -1504.787 | 468025.5223 | -469530.3093 |
Total P&L (%) | 2000.8065 | 2088.3448 | -87.5384 | -1.5048 | 468.0255 | -469.5303 |
Avg Daily Profit (%) | 1.0692 | 1.116 | -0.0468 | -0.0008 | 0.0929 | 0 |
Buy And Hold Return (%) | 483.0974 | 483.0974 | 483.0974 | 483.0974 | 483.0974 | 483.0974 |
Max Trade Drawdown | -242723 | -206368 | -80373 | -2911868 | -2514495 | -471350 |
Profit Factor | 3.8194 | 4.7394 | 0.421 | 0.9997 | 1.1308 | 0.4541 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Profitability (%) | 39.4958 | 38.9831 | 40 | 39.4958 | 38.9831 | 40 |
Ratio Avg Win / Avg Loss | 5.8509 | 7.4182 | 0.6315 | 1.5314 | 1.77 | 0.6811 |
Largest Winning Trade | 1388372 | 1388372 | 6302 | 2800176 | 2800176 | 107362 |
Largest Losing Trade | -58188 | -58188 | -16464 | -775209 | -775209 | -353639 |
Avg Bars in Trades | 187 | 369 | 9 | 187 | 369 | 9 |
Avg Bars in Winners | 268 | 539 | 8 | 268 | 539 | 8 |
Avg Bars in Losers | 134 | 260 | 9 | 134 | 260 | 9 |
Bars Traded | 22329 | 21784 | 545 | 22329 | 21784 | 545 |
Profit Streak | 1.2258 | 0 | 1.4758 | 1.2258 | 0 | 1.4758 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421917 | -162133 | -756381 | -584512 | -491535 | -756381 |
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{ "first_band": { "type": "kcb", "factors": { "length": 103, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 30, "offset": 0, "std": 4.66449 } } }
{ "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": [ [ 2000806.4930868754, 2088344.8460896537, -87538.3530027772, -1504.7870278731, 468025.5222791084, -469530.3093069816 ], [ 2000.806493, 2088.344846, -87.538353, -1.504787, 468.025522, -469.530309 ], [ 1.06919, 1.115968, -0.046779, -0.00081, 0.092865, 0 ], [ 483.097417, 483.097417, 483.097417, 483.097417, 483.097417, 483.097417 ], [ -242723, -206368, -80373, -2911868, -2514495, -471350 ], [ 3.819353, 4.739384, 0.421026, 0.999661, 1.130807, 0.454086 ], [ 119, 59, 60, 119, 59, 60 ], [ 47, 23, 24, 47, 23, 24 ], [ 72, 36, 36, 72, 36, 36 ], [ 39.495798, 38.983051, 40, 39.495798, 38.983051, 40 ], [ 5.850923, 7.418166, 0.63154, 1.531395, 1.769959, 0.681129 ], [ 1388372, 1388372, 6302, 2800176, 2800176, 107362 ], [ -58188, -58188, -16464, -775209, -775209, -353639 ], [ 187, 369, 9, 187, 369, 9 ], [ 268, 539, 8, 268, 539, 8 ], [ 134, 260, 9, 134, 260, 9 ], [ 22329, 21784, 545, 22329, 21784, 545 ], [ 1.225847, 0, 1.475847, 1.225847, 0, 1.475847 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 421917, -162133, -756381, -584512, -491535, -756381 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22456, "evaluation_days": 1871.33, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598140800000, "last_datapoint_time": 1759125600000, "evaluation_time": 1759130713175, "expiration_time": 1764946195200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 103, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 30, "offset": 0, "std": 4.66449 } } }
# | 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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