Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1241439.4561 | 1200769.1365 | 40670.3196 | 1370426.4722 | 471380.9213 | 899045.5509 |
Total P&L (%) | 1241.4395 | 1200.7691 | 40.6703 | 1370.4265 | 471.3809 | 899.0456 |
Avg Daily Profit (%) | 0.6642 | 0.6425 | 0.0218 | 0.1439 | 0.0933 | 0.1232 |
Buy And Hold Return (%) | 404.5428 | 404.5428 | 404.5428 | 404.5428 | 404.5428 | 404.5428 |
Max Trade Drawdown | -115601 | -93846 | -134798 | -1495067 | -1290431 | -742644 |
Profit Factor | 2.5259 | 3.8808 | 1.1025 | 1.1722 | 1.1073 | 1.252 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 79 | 45 | 34 | 79 | 45 | 34 |
Profitability (%) | 35.7724 | 27.4194 | 44.2623 | 35.7724 | 27.4194 | 44.2623 |
Ratio Avg Win / Avg Loss | 4.5351 | 10.2728 | 1.3883 | 2.1046 | 2.9311 | 1.5766 |
Largest Winning Trade | 561341 | 561341 | 55973 | 1372315 | 1372315 | 803873 |
Largest Losing Trade | -56033 | -26170 | -56033 | -556906 | -350298 | -556906 |
Avg Bars in Trades | 44 | 41 | 48 | 44 | 41 | 48 |
Avg Bars in Winners | 78 | 75 | 80 | 78 | 75 | 80 |
Avg Bars in Losers | 25 | 28 | 22 | 25 | 28 | 22 |
Bars Traded | 5512 | 2562 | 2950 | 5512 | 2562 | 2950 |
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 | 308298 | -157955 | -601261 | -38479 | -457765 | -196507 |
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5607, "evaluation_days": 1869, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1597795200000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758857259770, "expiration_time": 1763689248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 117, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 15, "offset": 0, "std": 1.69912 } } }
{ "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": [ [ 1241439.4560921246, 1200769.1364639082, 40670.3196282162, 1370426.4722323553, 471380.9213247739, 899045.5509075817 ], [ 1241.439456, 1200.769136, 40.67032, 1370.426472, 471.380921, 899.045551 ], [ 0.664227, 0.642466, 0.02176, 0.143931, 0.093296, 0.123224 ], [ 404.542818, 404.542818, 404.542818, 404.542818, 404.542818, 404.542818 ], [ -115601, -93846, -134798, -1495067, -1290431, -742644 ], [ 2.525853, 3.880831, 1.102498, 1.172174, 1.107317, 1.252035 ], [ 123, 62, 61, 123, 62, 61 ], [ 44, 17, 27, 44, 17, 27 ], [ 79, 45, 34, 79, 45, 34 ], [ 35.772358, 27.419355, 44.262295, 35.772358, 27.419355, 44.262295 ], [ 4.535055, 10.272789, 1.388331, 2.104585, 2.931134, 1.576637 ], [ 561341, 561341, 55973, 1372315, 1372315, 803873 ], [ -56033, -26170, -56033, -556906, -350298, -556906 ], [ 44, 41, 48, 44, 41, 48 ], [ 78, 75, 80, 78, 75, 80 ], [ 25, 28, 22, 25, 28, 22 ], [ 5512, 2562, 2950, 5512, 2562, 2950 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 308298, -157955, -601261, -38479, -457765, -196507 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5607, "evaluation_days": 1869, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1597795200000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758857259770, "expiration_time": 1763689248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 117, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 15, "offset": 0, "std": 1.69912 } } }
# | 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) |
---|