Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1906409.6545 | 1736030.8108 | 170378.8438 | 25753503.3984 | 11713421.7217 | 14040081.6767 |
Total P&L (%) | 1906.4097 | 1736.0308 | 170.3788 | 25753.5034 | 11713.4217 | 14040.0817 |
Avg Daily Profit (%) | 1.021 | 0.9298 | 0.0913 | 0.298 | 0.2559 | 0.2655 |
Buy And Hold Return (%) | 559.359 | 559.359 | 559.359 | 559.359 | 559.359 | 559.359 |
Max Trade Drawdown | -130914 | -70797 | -74380 | -15473838 | -8356140 | -7292759 |
Profit Factor | 5.2276 | 8.576 | 1.7682 | 1.7137 | 1.6093 | 1.8327 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 37.1429 | 32.0755 | 42.3077 | 37.1429 | 32.0755 | 42.3077 |
Ratio Avg Win / Avg Loss | 8.8466 | 18.1608 | 2.4111 | 2.9001 | 3.4079 | 2.4991 |
Largest Winning Trade | 998833 | 998833 | 52626 | 15745966 | 15745966 | 12141849 |
Largest Losing Trade | -26364 | -26364 | -24852 | -3925207 | -3925207 | -3634517 |
Avg Bars in Trades | 103 | 85 | 122 | 103 | 85 | 122 |
Avg Bars in Winners | 209 | 178 | 233 | 209 | 178 | 233 |
Avg Bars in Losers | 41 | 41 | 40 | 41 | 41 | 40 |
Bars Traded | 10905 | 4530 | 6375 | 10905 | 4530 | 6375 |
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 | 498626 | -168515 | -416611 | 266469 | -175742 | -170971 |
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11203, "evaluation_days": 1867.17, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600833600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758929012468, "expiration_time": 1763554896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 215 } }, "second_band": { "type": "linreg", "factors": { "length": 16, "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": [ [ 1906409.6545277308, 1736030.810753475, 170378.8437742564, 25753503.398445424, 11713421.721703008, 14040081.676742412 ], [ 1906.409655, 1736.030811, 170.378844, 25753.503398, 11713.421722, 14040.081677 ], [ 1.021016, 0.929766, 0.09125, 0.297954, 0.255891, 0.265545 ], [ 559.359029, 559.359029, 559.359029, 559.359029, 559.359029, 559.359029 ], [ -130914, -70797, -74380, -15473838, -8356140, -7292759 ], [ 5.227563, 8.575956, 1.768173, 1.713676, 1.609285, 1.832704 ], [ 105, 53, 52, 105, 53, 52 ], [ 39, 17, 22, 39, 17, 22 ], [ 66, 36, 30, 66, 36, 30 ], [ 37.142857, 32.075472, 42.307692, 37.142857, 32.075472, 42.307692 ], [ 8.846645, 18.160849, 2.411144, 2.900068, 3.407898, 2.499142 ], [ 998833, 998833, 52626, 15745966, 15745966, 12141849 ], [ -26364, -26364, -24852, -3925207, -3925207, -3634517 ], [ 103, 85, 122, 103, 85, 122 ], [ 209, 178, 233, 209, 178, 233 ], [ 41, 41, 40, 41, 41, 40 ], [ 10905, 4530, 6375, 10905, 4530, 6375 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 498626, -168515, -416611, 266469, -175742, -170971 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11203, "evaluation_days": 1867.17, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600833600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758929012468, "expiration_time": 1763554896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 215 } }, "second_band": { "type": "linreg", "factors": { "length": 16, "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) |
---|