Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1463933.6452 | -169576.1077 | -1294357.5376 | -208089.7009 | -8448890.0991 | 8240800.3982 |
Total P&L (%) | -1463.9336 | -169.5761 | -1294.3575 | -208.0897 | -8448.8901 | 8240.8004 |
Avg Daily Profit (%) | -0.784 | -0.0908 | -0.6932 | 0 | 0 | 0.2372 |
Buy And Hold Return (%) | 662.7283 | 662.7283 | 662.7283 | 662.7283 | 662.7283 | 662.7283 |
Max Trade Drawdown | -1545454 | -218528 | -1375380 | -7706223 | -8732205 | -2006654 |
Profit Factor | 0.2917 | 0.5406 | 0.2376 | 0.9871 | 0.1653 | 2.3757 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 123 | 53 | 70 | 109 | 46 | 63 |
Losing Trades | 56 | 36 | 20 | 70 | 43 | 27 |
Profitability (%) | 68.7151 | 59.5506 | 77.7778 | 60.8939 | 51.6854 | 70 |
Ratio Avg Win / Avg Loss | 0.1328 | 0.3672 | 0.0679 | 0.6339 | 0.1545 | 1.0181 |
Largest Winning Trade | 24249 | 17558 | 24249 | 8056797 | 179108 | 8056797 |
Largest Losing Trade | -630097 | -48493 | -630097 | -3649227 | -3649227 | -1851346 |
Avg Bars in Trades | 41 | 29 | 52 | 41 | 29 | 52 |
Avg Bars in Winners | 20 | 13 | 25 | 31 | 19 | 39 |
Avg Bars in Losers | 87 | 54 | 146 | 56 | 41 | 81 |
Bars Traded | 7356 | 2653 | 4703 | 7356 | 2653 | 4703 |
Profit Streak | 36.4926 | 95.2426 | 36.4926 | 0 | 0 | 0 |
Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576424 | -578220 | -576669 | -578428 | -580598 | 515749 |
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7469, "evaluation_days": 1867.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599436800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759016963211, "expiration_time": 1763555112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 152, "offset": 0, "std": 1.19057 } }, "second_band": { "type": "kcl", "factors": { "length": 95, "offset": 0, "scalar": 2 } } }
{ "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": [ [ -1463933.6452382607, -169576.1076826546, -1294357.5375556059, -208089.7009047714, -8448890.099114962, 8240800.398210182 ], [ -1463.933645, -169.576108, -1294.357538, -208.089701, -8448.890099, 8240.800398 ], [ -0.784005, -0.090816, -0.693189, 0, 0, 0.237193 ], [ 662.728252, 662.728252, 662.728252, 662.728252, 662.728252, 662.728252 ], [ -1545454, -218528, -1375380, -7706223, -8732205, -2006654 ], [ 0.291719, 0.540639, 0.237594, 0.987085, 0.165326, 2.375651 ], [ 179, 89, 90, 179, 89, 90 ], [ 123, 53, 70, 109, 46, 63 ], [ 56, 36, 20, 70, 43, 27 ], [ 68.715084, 59.550562, 77.777778, 60.893855, 51.685393, 70 ], [ 0.132815, 0.367226, 0.067884, 0.633908, 0.154544, 1.018136 ], [ 24249, 17558, 24249, 8056797, 179108, 8056797 ], [ -630097, -48493, -630097, -3649227, -3649227, -1851346 ], [ 41, 29, 52, 41, 29, 52 ], [ 20, 13, 25, 31, 19, 39 ], [ 87, 54, 146, 56, 41, 81 ], [ 7356, 2653, 4703, 7356, 2653, 4703 ], [ 36.49263, 95.24263, 36.49263, 0, 0, 0 ], [ 2, 3, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576424, -578220, -576669, -578428, -580598, 515749 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7469, "evaluation_days": 1867.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599436800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759016963211, "expiration_time": 1763555112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 152, "offset": 0, "std": 1.19057 } }, "second_band": { "type": "kcl", "factors": { "length": 95, "offset": 0, "scalar": 2 } } }
# | 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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