Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1750131.7717 | -81893.4054 | -1668238.3663 | -1950166.671 | 5168833.9001 | -7119000.5711 |
Total P&L (%) | -1750.1318 | -81.8934 | -1668.2384 | -1950.1667 | 5168.8339 | -7119.0006 |
Avg Daily Profit (%) | -0.9326 | -0.0436 | -0.8889 | 0 | 0.2115 | 0 |
Buy And Hold Return (%) | 299.9609 | 299.9609 | 299.9609 | 299.9609 | 299.9609 | 299.9609 |
Max Trade Drawdown | -1780731 | -85684 | -556470 | -11458797 | -204623 | -12402730 |
Profit Factor | 0.1879 | 0.2892 | 0.1822 | 0.9149 | 9.6063 | 0.681 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 26 | 9 | 17 | 47 | 30 | 17 |
Losing Trades | 49 | 29 | 20 | 28 | 8 | 20 |
Profitability (%) | 34.6667 | 23.6842 | 45.9459 | 62.6667 | 78.9474 | 45.9459 |
Ratio Avg Win / Avg Loss | 0.3541 | 0.9319 | 0.2143 | 0.545 | 2.5617 | 0.8012 |
Largest Winning Trade | 39946 | 12479 | 39946 | 4636567 | 1128397 | 4636567 |
Largest Losing Trade | -1272492 | -16033 | -1272492 | -8279124 | -204623 | -8279124 |
Avg Bars in Trades | 129 | 5 | 256 | 129 | 5 | 256 |
Avg Bars in Winners | 149 | 5 | 226 | 89 | 6 | 236 |
Avg Bars in Losers | 118 | 6 | 281 | 196 | 5 | 273 |
Bars Traded | 9712 | 227 | 9485 | 9712 | 227 | 9485 |
Profit Streak | 123.2446 | 124.0779 | 0 | 0 | 0 | 124.9113 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -647452 | -615535 | -582349 | -640135 | 745463 | -581782 |
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11260, "evaluation_days": 1876.67, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598860800000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759542734156, "expiration_time": 1764400320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 173, "offset": 0, "std": 1.79336 } } }
{ "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": [ [ -1750131.7717091425, -81893.4053738225, -1668238.36633532, -1950166.671028408, 5168833.900060391, -7119000.5710888 ], [ -1750.131772, -81.893405, -1668.238366, -1950.166671, 5168.8339, -7119.000571 ], [ -0.932573, -0.043638, -0.888935, 0, 0.211469, 0 ], [ 299.96087, 299.96087, 299.96087, 299.96087, 299.96087, 299.96087 ], [ -1780731, -85684, -556470, -11458797, -204623, -12402730 ], [ 0.187911, 0.289225, 0.182189, 0.914901, 9.606301, 0.680988 ], [ 75, 38, 37, 75, 38, 37 ], [ 26, 9, 17, 47, 30, 17 ], [ 49, 29, 20, 28, 8, 20 ], [ 34.666667, 23.684211, 45.945946, 62.666667, 78.947368, 45.945946 ], [ 0.35414, 0.931948, 0.21434, 0.545047, 2.56168, 0.801162 ], [ 39946, 12479, 39946, 4636567, 1128397, 4636567 ], [ -1272492, -16033, -1272492, -8279124, -204623, -8279124 ], [ 129, 5, 256, 129, 5, 256 ], [ 149, 5, 226, 89, 6, 236 ], [ 118, 6, 281, 196, 5, 273 ], [ 9712, 227, 9485, 9712, 227, 9485 ], [ 123.244608, 124.077942, 0, 0, 0, 124.911275 ], [ 1, 1, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -647452, -615535, -582349, -640135, 745463, -581782 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11260, "evaluation_days": 1876.67, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598860800000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759542734156, "expiration_time": 1764400320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 173, "offset": 0, "std": 1.79336 } } }
# | 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) |
---|