Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1500776.4772 | 1502437.9606 | -1661.4833 | 735621.1648 | 865796.9068 | -130175.742 |
Total P&L (%) | 1500.7765 | 1502.438 | -1.6615 | 735.6212 | 865.7969 | -130.1757 |
Avg Daily Profit (%) | 0.7995 | 0.8004 | -0.0009 | 0.1132 | 0.1209 | 0 |
Buy And Hold Return (%) | 535.032 | 535.032 | 535.032 | 535.032 | 535.032 | 535.032 |
Max Trade Drawdown | -120853 | -106903 | -67625 | -2712190 | -2189624 | -1739433 |
Profit Factor | 2.9534 | 4.9815 | 0.9958 | 1.0594 | 1.1343 | 0.9781 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 97 | 52 | 45 | 97 | 52 | 45 |
Profitability (%) | 31.2057 | 26.7606 | 35.7143 | 31.2057 | 26.7606 | 35.7143 |
Ratio Avg Win / Avg Loss | 6.5108 | 13.6336 | 1.7924 | 2.3354 | 3.1043 | 1.7606 |
Largest Winning Trade | 994876 | 994876 | 61687 | 2327682 | 2327682 | 1073728 |
Largest Losing Trade | -30680 | -23617 | -30680 | -785814 | -545985 | -785814 |
Avg Bars in Trades | 77 | 58 | 95 | 77 | 58 | 95 |
Avg Bars in Winners | 155 | 129 | 174 | 155 | 129 | 174 |
Avg Bars in Losers | 41 | 32 | 52 | 41 | 32 | 52 |
Bars Traded | 10870 | 4158 | 6712 | 10870 | 4158 | 6712 |
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 | 308936 | -91347 | -678013 | -251715 | -221373 | -678013 |
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11263, "evaluation_days": 1877.17, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600286400000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759590734053, "expiration_time": 1764444816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 201, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1500776.4772344397, 1502437.960553263, -1661.4833188232, 735621.1647513261, 865796.9067912167, -130175.7420398921 ], [ 1500.776477, 1502.437961, -1.661483, 735.621165, 865.796907, -130.175742 ], [ 0.799489, 0.800374, -0.000885, 0.11316, 0.120882, 0 ], [ 535.032035, 535.032035, 535.032035, 535.032035, 535.032035, 535.032035 ], [ -120853, -106903, -67625, -2712190, -2189624, -1739433 ], [ 2.953361, 4.98149, 0.99575, 1.05935, 1.134276, 0.97811 ], [ 141, 71, 70, 141, 71, 70 ], [ 44, 19, 25, 44, 19, 25 ], [ 97, 52, 45, 97, 52, 45 ], [ 31.205674, 26.760563, 35.714286, 31.205674, 26.760563, 35.714286 ], [ 6.510818, 13.63355, 1.79235, 2.335386, 3.104335, 1.760597 ], [ 994876, 994876, 61687, 2327682, 2327682, 1073728 ], [ -30680, -23617, -30680, -785814, -545985, -785814 ], [ 77, 58, 95, 77, 58, 95 ], [ 155, 129, 174, 155, 129, 174 ], [ 41, 32, 52, 41, 32, 52 ], [ 10870, 4158, 6712, 10870, 4158, 6712 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 308936, -91347, -678013, -251715, -221373, -678013 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11263, "evaluation_days": 1877.17, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600286400000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759590734053, "expiration_time": 1764444816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 201, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|