Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1975242.8483 | 1930871.2379 | 44371.6104 | 1941062.6794 | 1562013.2221 | 379049.4573 |
Total P&L (%) | 1975.2428 | 1930.8712 | 44.3716 | 1941.0627 | 1562.0132 | 379.0495 |
Avg Daily Profit (%) | 1.0526 | 1.029 | 0.0236 | 0.1609 | 0.1499 | 0.0835 |
Buy And Hold Return (%) | 540.9661 | 540.9661 | 540.9661 | 540.9661 | 540.9661 | 540.9661 |
Max Trade Drawdown | -123590 | -143977 | -98768 | -12386515 | -14449249 | -6795662 |
Profit Factor | 3.0475 | 4.8876 | 1.0948 | 1.0336 | 1.0505 | 1.0141 |
Total Trades | 283 | 141 | 142 | 283 | 141 | 142 |
Winning Trades | 114 | 52 | 62 | 114 | 52 | 62 |
Losing Trades | 169 | 89 | 80 | 169 | 89 | 80 |
Profitability (%) | 40.2827 | 36.8794 | 43.662 | 40.2827 | 36.8794 | 43.662 |
Ratio Avg Win / Avg Loss | 4.5178 | 8.3653 | 1.4127 | 1.5322 | 1.798 | 1.3085 |
Largest Winning Trade | 1336537 | 1336537 | 45581 | 11925972 | 11925972 | 2529644 |
Largest Losing Trade | -33792 | -33792 | -29841 | -3580201 | -2857580 | -3580201 |
Avg Bars in Trades | 12 | 15 | 9 | 12 | 15 | 9 |
Avg Bars in Winners | 17 | 22 | 13 | 17 | 22 | 13 |
Avg Bars in Losers | 8 | 10 | 6 | 8 | 10 | 6 |
Bars Traded | 3488 | 2141 | 1347 | 3488 | 2141 | 1347 |
Profit Streak | 0 | 12.2863 | 0 | 0 | 12.2863 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527540 | 507090 | -445661 | -179402 | -163970 | -454623 |
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3753, "evaluation_days": 1876.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1606305600000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759517533344, "expiration_time": 1764356688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 2, "offset": 0, "std": 3.96904 } } }
{ "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": [ [ 1975242.848326862, 1930871.2379315293, 44371.6103953345, 1941062.679423193, 1562013.2220791057, 379049.4573440879 ], [ 1975.242848, 1930.871238, 44.37161, 1941.062679, 1562.013222, 379.049457 ], [ 1.052621, 1.028975, 0.023646, 0.160857, 0.149892, 0.083522 ], [ 540.966094, 540.966094, 540.966094, 540.966094, 540.966094, 540.966094 ], [ -123590, -143977, -98768, -12386515, -14449249, -6795662 ], [ 3.047518, 4.887592, 1.094806, 1.033563, 1.050524, 1.014082 ], [ 283, 141, 142, 283, 141, 142 ], [ 114, 52, 62, 114, 52, 62 ], [ 169, 89, 80, 169, 89, 80 ], [ 40.282686, 36.879433, 43.661972, 40.282686, 36.879433, 43.661972 ], [ 4.517812, 8.365302, 1.412653, 1.532211, 1.798012, 1.308493 ], [ 1336537, 1336537, 45581, 11925972, 11925972, 2529644 ], [ -33792, -33792, -29841, -3580201, -2857580, -3580201 ], [ 12, 15, 9, 12, 15, 9 ], [ 17, 22, 13, 17, 22, 13 ], [ 8, 10, 6, 8, 10, 6 ], [ 3488, 2141, 1347, 3488, 2141, 1347 ], [ 0, 12.286265, 0, 0, 12.286266, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 527540, 507090, -445661, -179402, -163970, -454623 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3753, "evaluation_days": 1876.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1606305600000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759517533344, "expiration_time": 1764356688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 2, "offset": 0, "std": 3.96904 } } }
# | 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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