Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2293909.3882 | 2114346.6346 | 179562.7536 | 29017070.7639 | 12810144.5298 | 16206926.234 |
Total P&L (%) | 2293.9094 | 2114.3466 | 179.5628 | 29017.0708 | 12810.1445 | 16206.9262 |
Avg Daily Profit (%) | 1.2224 | 1.1268 | 0.0957 | 0.3028 | 0.2594 | 0.2718 |
Buy And Hold Return (%) | 669.5792 | 669.5792 | 669.5792 | 669.5792 | 669.5792 | 669.5792 |
Max Trade Drawdown | -73292 | -55968 | -44238 | -34552706 | -23652369 | -22045795 |
Profit Factor | 5.0566 | 7.1951 | 1.801 | 1.2282 | 1.1783 | 1.2929 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 40 | 13 | 27 | 40 | 13 | 27 |
Losing Trades | 57 | 36 | 21 | 57 | 36 | 21 |
Profitability (%) | 41.2371 | 26.5306 | 56.25 | 41.2371 | 26.5306 | 56.25 |
Ratio Avg Win / Avg Loss | 7.2057 | 19.9248 | 1.4008 | 1.7501 | 3.263 | 1.0056 |
Largest Winning Trade | 1403822 | 1403822 | 58849 | 33426154 | 33426154 | 15713224 |
Largest Losing Trade | -26166 | -20475 | -26166 | -11826711 | -6723286 | -11826711 |
Avg Bars in Trades | 113 | 124 | 101 | 113 | 124 | 101 |
Avg Bars in Winners | 187 | 271 | 146 | 187 | 271 | 146 |
Avg Bars in Losers | 61 | 71 | 44 | 61 | 71 | 44 |
Bars Traded | 11005 | 6112 | 4893 | 11005 | 6112 | 4893 |
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 | 557541 | -4243 | -227793 | 234836 | -37995 | 345287 |
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11259, "evaluation_days": 1876.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599336000000, "last_datapoint_time": 1759521600000, "evaluation_time": 1759533691402, "expiration_time": 1764385488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 135, "offset": 0, "scalar": 1 } }, "second_band": { "type": "jma", "factors": { "length": 62, "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": [ [ 2293909.38817999, 2114346.634627755, 179562.7535522364, 29017070.76385305, 12810144.529843308, 16206926.234009724 ], [ 2293.909388, 2114.346635, 179.562754, 29017.070764, 12810.14453, 16206.926234 ], [ 1.22244, 1.12675, 0.09569, 0.302824, 0.25936, 0.271841 ], [ 669.579236, 669.579236, 669.579236, 669.579236, 669.579236, 669.579236 ], [ -73292, -55968, -44238, -34552706, -23652369, -22045795 ], [ 5.056618, 7.195081, 1.800979, 1.228167, 1.178296, 1.292929 ], [ 97, 49, 48, 97, 49, 48 ], [ 40, 13, 27, 40, 13, 27 ], [ 57, 36, 21, 57, 36, 21 ], [ 41.237113, 26.530612, 56.25, 41.237113, 26.530612, 56.25 ], [ 7.20568, 19.92484, 1.400762, 1.750138, 3.262973, 1.005612 ], [ 1403822, 1403822, 58849, 33426154, 33426154, 15713224 ], [ -26166, -20475, -26166, -11826711, -6723286, -11826711 ], [ 113, 124, 101, 113, 124, 101 ], [ 187, 271, 146, 187, 271, 146 ], [ 61, 71, 44, 61, 71, 44 ], [ 11005, 6112, 4893, 11005, 6112, 4893 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 557541, -4243, -227793, 234836, -37995, 345287 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11259, "evaluation_days": 1876.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599336000000, "last_datapoint_time": 1759521600000, "evaluation_time": 1759533691402, "expiration_time": 1764385488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 135, "offset": 0, "scalar": 1 } }, "second_band": { "type": "jma", "factors": { "length": 62, "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) |
---|