Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1985521.5285 | -83712.6017 | -1901808.9267 | 130249.7018 | 10963855.8547 | -10833606.1529 |
Total P&L (%) | -1985.5215 | -83.7126 | -1901.8089 | 130.2497 | 10963.8559 | -10833.6062 |
Avg Daily Profit (%) | -1.0633 | -0.0448 | -1.0185 | 0.0447 | 0.2524 | 0 |
Buy And Hold Return (%) | 495.685 | 495.685 | 495.685 | 495.685 | 495.685 | 495.685 |
Max Trade Drawdown | -2158064 | -220110 | -2007217 | -10973060 | -2149420 | -12583072 |
Profit Factor | 0.2707 | 0.8169 | 0.1605 | 1.0054 | 2.7797 | 0.3972 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 181 | 85 | 96 | 101 | 57 | 44 |
Losing Trades | 46 | 28 | 18 | 126 | 56 | 70 |
Profitability (%) | 79.7357 | 75.2212 | 84.2105 | 44.4934 | 50.4425 | 38.5965 |
Ratio Avg Win / Avg Loss | 0.0688 | 0.2691 | 0.0301 | 1.2543 | 2.731 | 0.6319 |
Largest Winning Trade | 33778 | 33778 | 12807 | 5331548 | 5331548 | 3879600 |
Largest Losing Trade | -1271596 | -63106 | -1271596 | -7201018 | -1781256 | -7201018 |
Avg Bars in Trades | 31 | 36 | 27 | 31 | 36 | 27 |
Avg Bars in Winners | 11 | 9 | 13 | 46 | 54 | 36 |
Avg Bars in Losers | 112 | 119 | 101 | 20 | 18 | 21 |
Bars Traded | 7257 | 4141 | 3116 | 7257 | 4141 | 3116 |
Profit Streak | 58.2002 | 79.2002 | 58.2002 | 58.2002 | 79.2002 | 58.2002 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574033 | -575974 | -574605 | -512861 | 543732 | -583616 |
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7469, "evaluation_days": 1867.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600106400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758883697741, "expiration_time": 1763555112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 126, "offset": 0, "std": 4.14858 } } }
{ "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": [ [ -1985521.5284711246, -83712.6017249018, -1901808.9267462217, 130249.7018177857, 10963855.85471104, -10833606.15289325 ], [ -1985.521528, -83.712602, -1901.808927, 130.249702, 10963.855855, -10833.606153 ], [ -1.06334, -0.044832, -1.018508, 0.044674, 0.252361, 0 ], [ 495.685005, 495.685005, 495.685005, 495.685005, 495.685005, 495.685005 ], [ -2158064, -220110, -2007217, -10973060, -2149420, -12583072 ], [ 0.270737, 0.816891, 0.160522, 1.005397, 2.779744, 0.397209 ], [ 227, 113, 114, 227, 113, 114 ], [ 181, 85, 96, 101, 57, 44 ], [ 46, 28, 18, 126, 56, 70 ], [ 79.735683, 75.221239, 84.210526, 44.493392, 50.442478, 38.596491 ], [ 0.068806, 0.269094, 0.030098, 1.254258, 2.730976, 0.631923 ], [ 33778, 33778, 12807, 5331548, 5331548, 3879600 ], [ -1271596, -63106, -1271596, -7201018, -1781256, -7201018 ], [ 31, 36, 27, 31, 36, 27 ], [ 11, 9, 13, 46, 54, 36 ], [ 112, 119, 101, 20, 18, 21 ], [ 7257, 4141, 3116, 7257, 4141, 3116 ], [ 58.200205, 79.200205, 58.200205, 58.200205, 79.200205, 58.200205 ], [ 12, 6, 6, 12, 6, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574033, -575974, -574605, -512861, 543732, -583616 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7469, "evaluation_days": 1867.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600106400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758883697741, "expiration_time": 1763555112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 126, "offset": 0, "std": 4.14858 } } }
# | 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) |
---|