Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1355576.9362 | -72532.7333 | -1283044.2029 | -598265.4603 | -3436944.7941 | 2838679.3338 |
Total P&L (%) | -1355.5769 | -72.5327 | -1283.0442 | -598.2655 | -3436.9448 | 2838.6793 |
Avg Daily Profit (%) | -0.726 | -0.0388 | -0.6872 | 0 | 0 | 0.1812 |
Buy And Hold Return (%) | 429.1198 | 429.1198 | 429.1198 | 429.1198 | 429.1198 | 429.1198 |
Max Trade Drawdown | -1516954 | -193769 | -1388937 | -4100391 | -3797530 | -1763063 |
Profit Factor | 0.3851 | 0.8453 | 0.2609 | 0.9435 | 0.4212 | 1.6104 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 124 | 55 | 69 | 100 | 45 | 55 |
Losing Trades | 51 | 32 | 19 | 75 | 42 | 33 |
Profitability (%) | 70.8571 | 63.2184 | 78.4091 | 57.1429 | 51.7241 | 62.5 |
Ratio Avg Win / Avg Loss | 0.1584 | 0.4918 | 0.0718 | 0.7076 | 0.3932 | 0.9662 |
Largest Winning Trade | 24130 | 24130 | 20535 | 3098582 | 543742 | 3098582 |
Largest Losing Trade | -556624 | -54514 | -556624 | -1540377 | -1540377 | -965999 |
Avg Bars in Trades | 62 | 68 | 57 | 62 | 68 | 57 |
Avg Bars in Winners | 28 | 24 | 30 | 44 | 45 | 44 |
Avg Bars in Losers | 147 | 143 | 154 | 87 | 93 | 79 |
Bars Traded | 11020 | 5953 | 5067 | 11020 | 5953 | 5067 |
Profit Streak | 59.0012 | 84.8345 | 59.0012 | 0 | 0 | 0 |
Trades During Streak | 10 | 6 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575494 | -577609 | -575623 | -578935 | -580876 | 340936 |
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11203, "evaluation_days": 1867.17, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1597492800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758888101214, "expiration_time": 1763554896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 233, "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": [ [ -1355576.9362348958, -72532.7333230874, -1283044.2029118093, -598265.4602758843, -3436944.794097816, 2838679.3338219314 ], [ -1355.576936, -72.532733, -1283.044203, -598.26546, -3436.944794, 2838.679334 ], [ -0.726006, -0.038846, -0.68716, 0, 0, 0.181216 ], [ 429.119795, 429.119795, 429.119795, 429.119795, 429.119795, 429.119795 ], [ -1516954, -193769, -1388937, -4100391, -3797530, -1763063 ], [ 0.385144, 0.845292, 0.260863, 0.943501, 0.421237, 1.6104 ], [ 175, 87, 88, 175, 87, 88 ], [ 124, 55, 69, 100, 45, 55 ], [ 51, 32, 19, 75, 42, 33 ], [ 70.857143, 63.218391, 78.409091, 57.142857, 51.724138, 62.5 ], [ 0.158406, 0.491806, 0.071832, 0.707626, 0.393155, 0.96624 ], [ 24130, 24130, 20535, 3098582, 543742, 3098582 ], [ -556624, -54514, -556624, -1540377, -1540377, -965999 ], [ 62, 68, 57, 62, 68, 57 ], [ 28, 24, 30, 44, 45, 44 ], [ 147, 143, 154, 87, 93, 79 ], [ 11020, 5953, 5067, 11020, 5953, 5067 ], [ 59.001171, 84.834505, 59.001171, 0, 0, 0 ], [ 10, 6, 5, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575494, -577609, -575623, -578935, -580876, 340936 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11203, "evaluation_days": 1867.17, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1597492800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758888101214, "expiration_time": 1763554896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 233, "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) |
---|