Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1290228.2689 | 1250568.6956 | 39659.5733 | 1667733.9742 | 623676.1087 | 1044057.8655 |
Total P&L (%) | 1290.2283 | 1250.5687 | 39.6596 | 1667.734 | 623.6761 | 1044.0579 |
Avg Daily Profit (%) | 0.691 | 0.6697 | 0.0212 | 0.1539 | 0.1061 | 0.1306 |
Buy And Hold Return (%) | 279.4302 | 279.4302 | 279.4302 | 279.4302 | 279.4302 | 279.4302 |
Max Trade Drawdown | -131002 | -71638 | -146843 | -2747189 | -2156981 | -1476599 |
Profit Factor | 2.558 | 4.1459 | 1.0921 | 1.1831 | 1.1252 | 1.253 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 45 | 17 | 28 | 45 | 17 | 28 |
Losing Trades | 97 | 54 | 43 | 97 | 54 | 43 |
Profitability (%) | 31.6901 | 23.9437 | 39.4366 | 31.6901 | 23.9437 | 39.4366 |
Ratio Avg Win / Avg Loss | 5.5139 | 13.1694 | 1.6772 | 2.5503 | 3.5742 | 1.9243 |
Largest Winning Trade | 627588 | 627588 | 54499 | 2467498 | 2467498 | 1478900 |
Largest Losing Trade | -46443 | -18249 | -46443 | -728350 | -546821 | -728350 |
Avg Bars in Trades | 51 | 46 | 57 | 51 | 46 | 57 |
Avg Bars in Winners | 105 | 98 | 109 | 105 | 98 | 109 |
Avg Bars in Losers | 27 | 29 | 24 | 27 | 29 | 24 |
Bars Traded | 7376 | 3269 | 4107 | 7376 | 3269 | 4107 |
Profit Streak | 20.6649 | 33.1649 | 0 | 20.6649 | 33.1649 | 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 | 332866 | -103466 | -539434 | -17233 | -258917 | -110861 |
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7469, "evaluation_days": 1867.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598724000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759010244277, "expiration_time": 1763555112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 155, "offset": 0, "std": 2.35626 } }, "second_band": { "type": "dema", "factors": { "length": 27, "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": [ [ 1290228.2689174453, 1250568.6955947857, 39659.5733226592, 1667733.9741772194, 623676.1086652267, 1044057.8655119927 ], [ 1290.228269, 1250.568696, 39.659573, 1667.733974, 623.676109, 1044.057866 ], [ 0.690978, 0.669738, 0.02124, 0.153943, 0.10605, 0.130607 ], [ 279.430236, 279.430236, 279.430236, 279.430236, 279.430236, 279.430236 ], [ -131002, -71638, -146843, -2747189, -2156981, -1476599 ], [ 2.558013, 4.14593, 1.092102, 1.183107, 1.125199, 1.253014 ], [ 142, 71, 71, 142, 71, 71 ], [ 45, 17, 28, 45, 17, 28 ], [ 97, 54, 43, 97, 54, 43 ], [ 31.690141, 23.943662, 39.43662, 31.690141, 23.943662, 39.43662 ], [ 5.513939, 13.169426, 1.677157, 2.550253, 3.574161, 1.924271 ], [ 627588, 627588, 54499, 2467498, 2467498, 1478900 ], [ -46443, -18249, -46443, -728350, -546821, -728350 ], [ 51, 46, 57, 51, 46, 57 ], [ 105, 98, 109, 105, 98, 109 ], [ 27, 29, 24, 27, 29, 24 ], [ 7376, 3269, 4107, 7376, 3269, 4107 ], [ 20.664864, 33.164864, 0, 20.664864, 33.164864, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 332866, -103466, -539434, -17233, -258917, -110861 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7469, "evaluation_days": 1867.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598724000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759010244277, "expiration_time": 1763555112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 155, "offset": 0, "std": 2.35626 } }, "second_band": { "type": "dema", "factors": { "length": 27, "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) |
---|