Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1987579.4091 | -96538.0124 | -1891041.3968 | 128907.3602 | 5881020.3309 | -5752112.9706 |
Total P&L (%) | -1987.5794 | -96.538 | -1891.0414 | 128.9074 | 5881.0203 | -5752.113 |
Avg Daily Profit (%) | -1.0606 | -0.0515 | -1.0091 | 0.0442 | 0.2186 | 0 |
Buy And Hold Return (%) | 278.1579 | 278.1579 | 278.1579 | 278.1579 | 278.1579 | 278.1579 |
Max Trade Drawdown | -2064461 | -204071 | -1938410 | -7817078 | -1433307 | -9625437 |
Profit Factor | 0.2276 | 0.7044 | 0.1583 | 1.0072 | 2.6598 | 0.6026 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 50 | 23 | 27 | 38 | 24 | 14 |
Losing Trades | 30 | 17 | 13 | 42 | 16 | 26 |
Profitability (%) | 62.5 | 57.5 | 67.5 | 47.5 | 60 | 35 |
Ratio Avg Win / Avg Loss | 0.1365 | 0.5206 | 0.0762 | 1.1132 | 1.7732 | 1.1191 |
Largest Winning Trade | 31121 | 28601 | 31121 | 3675226 | 3462486 | 3675226 |
Largest Losing Trade | -1278704 | -52654 | -1278704 | -4650740 | -1054407 | -4650740 |
Avg Bars in Trades | 68 | 72 | 64 | 68 | 72 | 64 |
Avg Bars in Winners | 43 | 48 | 38 | 80 | 82 | 76 |
Avg Bars in Losers | 111 | 106 | 118 | 58 | 58 | 58 |
Bars Traded | 5503 | 2918 | 2585 | 5503 | 2918 | 2585 |
Profit Streak | 62.4761 | 84.1428 | 62.4761 | 62.4761 | 84.1428 | 62.4761 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -601211 | -578816 | -577506 | -535610 | 560006 | -583942 |
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{ "first_band": { "type": "kcb", "factors": { "length": 40, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 123, "offset": 0, "poles": 3 } } }
{ "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": [ [ -1987579.4091259271, -96538.012369271, -1891041.3967566558, 128907.3602434049, 5881020.3308545165, -5752112.970611111 ], [ -1987.579409, -96.538012, -1891.041397, 128.90736, 5881.020331, -5752.112971 ], [ -1.060608, -0.051514, -1.009094, 0.044201, 0.218551, 0 ], [ 278.157899, 278.157899, 278.157899, 278.157899, 278.157899, 278.157899 ], [ -2064461, -204071, -1938410, -7817078, -1433307, -9625437 ], [ 0.227564, 0.704379, 0.158254, 1.007155, 2.659778, 0.602567 ], [ 80, 40, 40, 80, 40, 40 ], [ 50, 23, 27, 38, 24, 14 ], [ 30, 17, 13, 42, 16, 26 ], [ 62.5, 57.5, 67.5, 47.5, 60, 35 ], [ 0.136538, 0.520628, 0.076197, 1.113171, 1.773186, 1.119053 ], [ 31121, 28601, 31121, 3675226, 3462486, 3675226 ], [ -1278704, -52654, -1278704, -4650740, -1054407, -4650740 ], [ 68, 72, 64, 68, 72, 64 ], [ 43, 48, 38, 80, 82, 76 ], [ 111, 106, 118, 58, 58, 58 ], [ 5503, 2918, 2585, 5503, 2918, 2585 ], [ 62.476092, 84.142759, 62.476092, 62.476092, 84.142759, 62.476092 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -601211, -578816, -577506, -535610, 560006, -583942 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5622, "evaluation_days": 1874, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1598515200000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759289134367, "expiration_time": 1764134208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 40, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 123, "offset": 0, "poles": 3 } } }
# | 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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