Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2243370.6734 | 2279983.8473 | -36613.1739 | 225587.1436 | 551376.9643 | -325789.8207 |
Total P&L (%) | 2243.3707 | 2279.9838 | -36.6132 | 225.5871 | 551.377 | -325.7898 |
Avg Daily Profit (%) | 1.1947 | 1.2142 | -0.0195 | 0.0629 | 0.0998 | 0 |
Buy And Hold Return (%) | 269.404 | 269.404 | 269.404 | 269.404 | 269.404 | 269.404 |
Max Trade Drawdown | -242938 | -204076 | -63984 | -15978186 | -14980410 | -1343610 |
Profit Factor | 3.3685 | 4.0949 | 0.826 | 1.0084 | 1.0244 | 0.9244 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 92 | 42 | 50 | 92 | 42 | 50 |
Losing Trades | 101 | 54 | 47 | 101 | 54 | 47 |
Profitability (%) | 47.6684 | 43.75 | 51.5464 | 47.6684 | 43.75 | 51.5464 |
Ratio Avg Win / Avg Loss | 3.698 | 5.2648 | 0.7765 | 1.107 | 1.3171 | 0.8689 |
Largest Winning Trade | 1671584 | 1671584 | 12231 | 13117801 | 13117801 | 619973 |
Largest Losing Trade | -68984 | -68984 | -31298 | -5903086 | -5903086 | -1343610 |
Avg Bars in Trades | 114 | 217 | 13 | 114 | 217 | 13 |
Avg Bars in Winners | 109 | 224 | 13 | 109 | 224 | 13 |
Avg Bars in Losers | 119 | 211 | 13 | 119 | 211 | 13 |
Bars Traded | 22169 | 20858 | 1311 | 22169 | 20858 | 1311 |
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 | 721927 | 645410 | -580595 | -485935 | -262246 | -580595 |
{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22534, "evaluation_days": 1877.83, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598594400000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759688157515, "expiration_time": 1765528012800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 28, "offset": 0, "std": 2.31297 } }, "second_band": { "type": "hma", "factors": { "length": 155, "offset": 0 } } }
{ "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": [ [ 2243370.673386927, 2279983.8473024378, -36613.1739155097, 225587.1436016399, 551376.9643444954, -325789.8207428582 ], [ 2243.370673, 2279.983847, -36.613174, 225.587144, 551.376964, -325.789821 ], [ 1.194661, 1.214159, -0.019498, 0.062883, 0.099842, 0 ], [ 269.403974, 269.403974, 269.403974, 269.403974, 269.403974, 269.403974 ], [ -242938, -204076, -63984, -15978186, -14980410, -1343610 ], [ 3.368503, 4.094867, 0.826041, 1.008389, 1.024413, 0.92435 ], [ 193, 96, 97, 193, 96, 97 ], [ 92, 42, 50, 92, 42, 50 ], [ 101, 54, 47, 101, 54, 47 ], [ 47.668394, 43.75, 51.546392, 47.668394, 43.75, 51.546392 ], [ 3.698031, 5.264828, 0.776478, 1.107035, 1.317103, 0.868889 ], [ 1671584, 1671584, 12231, 13117801, 13117801, 619973 ], [ -68984, -68984, -31298, -5903086, -5903086, -1343610 ], [ 114, 217, 13, 114, 217, 13 ], [ 109, 224, 13, 109, 224, 13 ], [ 119, 211, 13, 119, 211, 13 ], [ 22169, 20858, 1311, 22169, 20858, 1311 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 721927, 645410, -580595, -485935, -262246, -580595 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22534, "evaluation_days": 1877.83, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598594400000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759688157515, "expiration_time": 1765528012800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 28, "offset": 0, "std": 2.31297 } }, "second_band": { "type": "hma", "factors": { "length": 155, "offset": 0 } } }
# | 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) |
---|