Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2027097.2066 | -8522.1058 | -2018575.1008 | 24393283.1409 | 52192613.5475 | -27799330.4066 |
Total P&L (%) | -2027.0972 | -8.5221 | -2018.5751 | 24393.2831 | 52192.6135 | -27799.3304 |
Avg Daily Profit (%) | -1.0753 | -0.0045 | -1.0708 | 0.2922 | 0.3326 | 0 |
Buy And Hold Return (%) | 355.5932 | 355.5932 | 355.5932 | 355.5932 | 355.5932 | 355.5932 |
Max Trade Drawdown | -2321600 | -143473 | -2225992 | -57074489 | -5499072 | -83928211 |
Profit Factor | 0.3569 | 0.9789 | 0.2652 | 1.1421 | 2.2222 | 0.7845 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 167 | 70 | 97 | 125 | 70 | 55 |
Losing Trades | 85 | 56 | 29 | 127 | 56 | 71 |
Profitability (%) | 66.2698 | 55.5556 | 76.9841 | 49.6032 | 55.5556 | 43.6508 |
Ratio Avg Win / Avg Loss | 0.1816 | 0.7832 | 0.0793 | 1.1603 | 1.7777 | 1.0127 |
Largest Winning Trade | 21615 | 20197 | 21615 | 25799911 | 14162130 | 25799911 |
Largest Losing Trade | -1437924 | -35273 | -1437924 | -40334431 | -4476271 | -40334431 |
Avg Bars in Trades | 44 | 22 | 67 | 44 | 22 | 67 |
Avg Bars in Winners | 29 | 11 | 42 | 48 | 27 | 74 |
Avg Bars in Losers | 74 | 35 | 149 | 41 | 15 | 61 |
Bars Traded | 11254 | 2790 | 8464 | 11254 | 2790 | 8464 |
Profit Streak | 2.0404 | 0 | 52.8738 | 2.0404 | 0 | 52.8738 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579388 | -579999 | -575813 | -56297 | 510412 | -580391 |
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11311, "evaluation_days": 1885.17, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598040000000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760273892929, "expiration_time": 1765156752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 13, "offset": 0, "std": 4.50226 } }, "second_band": { "type": "kcl", "factors": { "length": 45, "offset": 0, "scalar": 1 } } }
{ "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": [ [ -2027097.2066185353, -8522.1057786108, -2018575.1008399236, 24393283.140899748, 52192613.54750675, -27799330.406606976 ], [ -2027.097207, -8.522106, -2018.575101, 24393.283141, 52192.613548, -27799.330407 ], [ -1.075286, -0.004521, -1.070766, 0.292229, 0.332588, 0 ], [ 355.59322, 355.59322, 355.59322, 355.59322, 355.59322, 355.59322 ], [ -2321600, -143473, -2225992, -57074489, -5499072, -83928211 ], [ 0.356857, 0.978944, 0.265206, 1.14207, 2.222153, 0.784491 ], [ 252, 126, 126, 252, 126, 126 ], [ 167, 70, 97, 125, 70, 55 ], [ 85, 56, 29, 127, 56, 71 ], [ 66.269841, 55.555556, 76.984127, 49.603175, 55.555556, 43.650794 ], [ 0.181634, 0.783155, 0.079288, 1.160343, 1.777722, 1.012706 ], [ 21615, 20197, 21615, 25799911, 14162130, 25799911 ], [ -1437924, -35273, -1437924, -40334431, -4476271, -40334431 ], [ 44, 22, 67, 44, 22, 67 ], [ 29, 11, 42, 48, 27, 74 ], [ 74, 35, 149, 41, 15, 61 ], [ 11254, 2790, 8464, 11254, 2790, 8464 ], [ 2.040427, 0, 52.873761, 2.040427, 0, 52.873761 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -579388, -579999, -575813, -56297, 510412, -580391 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11311, "evaluation_days": 1885.17, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598040000000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760273892929, "expiration_time": 1765156752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 13, "offset": 0, "std": 4.50226 } }, "second_band": { "type": "kcl", "factors": { "length": 45, "offset": 0, "scalar": 1 } } }
# | 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) |
---|