Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -619075.3899 | 159901.3378 | -778976.7277 | 113138.867 | -4500692.3531 | 4613831.2201 |
Total P&L (%) | -619.0754 | 159.9013 | -778.9767 | 113.1389 | -4500.6924 | 4613.8312 |
Avg Daily Profit (%) | -0.3299 | 0.0852 | -0.4151 | 0.0403 | 0 | 0.2055 |
Buy And Hold Return (%) | 524.4859 | 524.4859 | 524.4859 | 524.4859 | 524.4859 | 524.4859 |
Max Trade Drawdown | -915151 | -173261 | -824147 | -4420139 | -4930386 | -1096055 |
Profit Factor | 0.5162 | 1.5524 | 0.2133 | 1.0134 | 0.2361 | 2.8272 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 34 | 15 | 19 | 32 | 12 | 20 |
Losing Trades | 25 | 15 | 10 | 27 | 18 | 9 |
Profitability (%) | 57.6271 | 50 | 65.5172 | 54.2373 | 40 | 68.9655 |
Ratio Avg Win / Avg Loss | 0.3796 | 1.5524 | 0.1123 | 0.8551 | 0.3541 | 1.2723 |
Largest Winning Trade | 236121 | 236121 | 28507 | 4453470 | 325211 | 4453470 |
Largest Losing Trade | -577421 | -59984 | -577421 | -2755323 | -2755323 | -1028446 |
Avg Bars in Trades | 123 | 141 | 105 | 123 | 141 | 105 |
Avg Bars in Winners | 88 | 101 | 78 | 91 | 91 | 91 |
Avg Bars in Losers | 171 | 182 | 155 | 161 | 174 | 135 |
Bars Traded | 7295 | 4250 | 3045 | 7295 | 4250 | 3045 |
Profit Streak | 25.9201 | 33.1701 | 0 | 25.9201 | 33.1701 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758747 | -241735 | -578821 | -690616 | -584173 | 531867 |
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7506, "evaluation_days": 1876.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600516800000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759529096651, "expiration_time": 1764378288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 223, "offset": 0, "std": 2.50239 } }, "second_band": { "type": "alma", "factors": { "length": 145, "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": [ [ -619075.3898521767, 159901.3378217304, -778976.7276739068, 113138.8670064526, -4500692.35312275, 4613831.2201292 ], [ -619.07539, 159.901338, -778.976728, 113.138867, -4500.692353, 4613.83122 ], [ -0.32991, 0.085213, -0.415122, 0.040337, 0, 0.205545 ], [ 524.485908, 524.485908, 524.485908, 524.485908, 524.485908, 524.485908 ], [ -915151, -173261, -824147, -4420139, -4930386, -1096055 ], [ 0.516211, 1.55242, 0.2133, 1.013443, 0.236064, 2.827244 ], [ 59, 30, 29, 59, 30, 29 ], [ 34, 15, 19, 32, 12, 20 ], [ 25, 15, 10, 27, 18, 9 ], [ 57.627119, 50, 65.517241, 54.237288, 40, 68.965517 ], [ 0.379567, 1.55242, 0.112263, 0.855092, 0.354096, 1.27226 ], [ 236121, 236121, 28507, 4453470, 325211, 4453470 ], [ -577421, -59984, -577421, -2755323, -2755323, -1028446 ], [ 123, 141, 105, 123, 141, 105 ], [ 88, 101, 78, 91, 91, 91 ], [ 171, 182, 155, 161, 174, 135 ], [ 7295, 4250, 3045, 7295, 4250, 3045 ], [ 25.9201, 33.1701, 0, 25.9201, 33.1701, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -758747, -241735, -578821, -690616, -584173, 531867 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7506, "evaluation_days": 1876.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600516800000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759529096651, "expiration_time": 1764378288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 223, "offset": 0, "std": 2.50239 } }, "second_band": { "type": "alma", "factors": { "length": 145, "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) |
---|