Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1302347.6279 | 1279555.7251 | 22791.9028 | 1193493.9747 | 215114.4301 | 978379.5446 |
Total P&L (%) | 1302.3476 | 1279.5557 | 22.7919 | 1193.494 | 215.1144 | 978.3795 |
Avg Daily Profit (%) | 0.6975 | 0.6853 | 0.0122 | 0.1372 | 0.0615 | 0.1274 |
Buy And Hold Return (%) | 525.0707 | 525.0707 | 525.0707 | 525.0707 | 525.0707 | 525.0707 |
Max Trade Drawdown | -78341 | -109603 | -66433 | -1645256 | -2529431 | -696382 |
Profit Factor | 3.5948 | 5.3032 | 1.1114 | 1.1717 | 1.0444 | 1.4648 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 21 | 9 | 12 | 21 | 9 | 12 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 35.5932 | 31.0345 | 40 | 35.5932 | 31.0345 | 40 |
Ratio Avg Win / Avg Loss | 6.5048 | 11.7848 | 1.6671 | 2.1203 | 2.3209 | 2.1971 |
Largest Winning Trade | 849030 | 849030 | 61017 | 1737411 | 1737411 | 820950 |
Largest Losing Trade | -41395 | -30027 | -41395 | -785781 | -785781 | -355287 |
Avg Bars in Trades | 121 | 134 | 108 | 121 | 134 | 108 |
Avg Bars in Winners | 221 | 270 | 184 | 221 | 270 | 184 |
Avg Bars in Losers | 65 | 73 | 57 | 65 | 73 | 57 |
Bars Traded | 7151 | 3902 | 3248 | 7151 | 3902 | 3248 |
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 | -170012 | 316652 | -443101 | -230443 | -454610 | -32008 |
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7469, "evaluation_days": 1867.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600279200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759016958137, "expiration_time": 1763555112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 134, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbm", "factors": { "length": 31, "offset": 0, "std": 2.9482 } } }
{ "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": [ [ 1302347.627883818, 1279555.725093493, 22791.9027903247, 1193493.9746627144, 215114.4300798931, 978379.5445828214 ], [ 1302.347628, 1279.555725, 22.791903, 1193.493975, 215.11443, 978.379545 ], [ 0.697468, 0.685262, 0.012206, 0.13719, 0.061487, 0.127437 ], [ 525.070748, 525.070748, 525.070748, 525.070748, 525.070748, 525.070748 ], [ -78341, -109603, -66433, -1645256, -2529431, -696382 ], [ 3.594768, 5.303153, 1.111419, 1.171719, 1.044398, 1.464757 ], [ 59, 29, 30, 59, 29, 30 ], [ 21, 9, 12, 21, 9, 12 ], [ 38, 20, 18, 38, 20, 18 ], [ 35.59322, 31.034483, 40, 35.59322, 31.034483, 40 ], [ 6.504819, 11.784785, 1.667129, 2.120254, 2.320885, 2.197135 ], [ 849030, 849030, 61017, 1737411, 1737411, 820950 ], [ -41395, -30027, -41395, -785781, -785781, -355287 ], [ 121, 134, 108, 121, 134, 108 ], [ 221, 270, 184, 221, 270, 184 ], [ 65, 73, 57, 65, 73, 57 ], [ 7151, 3902, 3248, 7151, 3902, 3248 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -170012, 316652, -443101, -230443, -454610, -32008 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7469, "evaluation_days": 1867.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600279200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759016958137, "expiration_time": 1763555112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 134, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbm", "factors": { "length": 31, "offset": 0, "std": 2.9482 } } }
# | 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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