Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1578271.6338 | 1696198.9024 | -117927.2686 | -27795.4008 | 1362368.628 | -1390164.0288 |
Total P&L (%) | 1578.2716 | 1696.1989 | -117.9273 | -27.7954 | 1362.3686 | -1390.164 |
Avg Daily Profit (%) | 0.8453 | 0.9084 | -0.0632 | -0.0174 | 0.1438 | 0 |
Buy And Hold Return (%) | 515.3469 | 515.3469 | 515.3469 | 515.3469 | 515.3469 | 515.3469 |
Max Trade Drawdown | -357120 | -279600 | -129343 | -5197891 | -4053335 | -1394076 |
Profit Factor | 3.129 | 4.2254 | 0.4526 | 0.996 | 1.2656 | 0.2102 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 36.1905 | 32.6923 | 39.6226 | 36.1905 | 32.6923 | 39.6226 |
Ratio Avg Win / Avg Loss | 5.517 | 8.6994 | 0.6897 | 1.756 | 2.6056 | 0.3203 |
Largest Winning Trade | 1323978 | 1323978 | 13801 | 4312766 | 4312766 | 157839 |
Largest Losing Trade | -47750 | -47750 | -29696 | -1943869 | -1943869 | -983381 |
Avg Bars in Trades | 99 | 176 | 22 | 99 | 176 | 22 |
Avg Bars in Winners | 136 | 274 | 24 | 136 | 274 | 24 |
Avg Bars in Losers | 78 | 129 | 21 | 78 | 129 | 21 |
Bars Traded | 10403 | 9186 | 1217 | 10403 | 9186 | 1217 |
Profit Streak | 0 | 91.992 | 0 | 0 | 91.992 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397359 | -168870 | -764591 | -583091 | -189634 | -764591 |
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11203, "evaluation_days": 1867.17, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599249600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758829709426, "expiration_time": 1763554896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 129, "offset": 0, "scalar": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 52, "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": [ [ 1578271.6337539682, 1696198.9023964263, -117927.2686424584, -27795.4007773382, 1362368.6280074618, -1390164.0287847987 ], [ 1578.271634, 1696.198902, -117.927269, -27.795401, 1362.368628, -1390.164029 ], [ 0.845275, 0.908433, -0.063158, -0.01744, 0.143778, 0 ], [ 515.346899, 515.346899, 515.346899, 515.346899, 515.346899, 515.346899 ], [ -357120, -279600, -129343, -5197891, -4053335, -1394076 ], [ 3.129038, 4.225445, 0.452587, 0.995966, 1.265556, 0.21017 ], [ 105, 52, 53, 105, 52, 53 ], [ 38, 17, 21, 38, 17, 21 ], [ 67, 35, 32, 67, 35, 32 ], [ 36.190476, 32.692308, 39.622642, 36.190476, 32.692308, 39.622642 ], [ 5.516989, 8.699445, 0.689657, 1.756045, 2.605557, 0.320259 ], [ 1323978, 1323978, 13801, 4312766, 4312766, 157839 ], [ -47750, -47750, -29696, -1943869, -1943869, -983381 ], [ 99, 176, 22, 99, 176, 22 ], [ 136, 274, 24, 136, 274, 24 ], [ 78, 129, 21, 78, 129, 21 ], [ 10403, 9186, 1217, 10403, 9186, 1217 ], [ 0, 91.992007, 0, 0, 91.992007, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 397359, -168870, -764591, -583091, -189634, -764591 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11203, "evaluation_days": 1867.17, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599249600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758829709426, "expiration_time": 1763554896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 129, "offset": 0, "scalar": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 52, "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) |
---|