Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1925511.7502 | 1864538.2101 | 60973.5401 | 1869558.1996 | 1631954.352 | 237603.8476 |
Total P&L (%) | 1925.5118 | 1864.5382 | 60.9735 | 1869.5582 | 1631.9544 | 237.6038 |
Avg Daily Profit (%) | 1.0312 | 0.9985 | 0.0327 | 0.1597 | 0.1528 | 0.0652 |
Buy And Hold Return (%) | 307.1611 | 307.1611 | 307.1611 | 307.1611 | 307.1611 | 307.1611 |
Max Trade Drawdown | -219889 | -205904 | -42505 | -11696039 | -10280180 | -2525169 |
Profit Factor | 3.478 | 4.3132 | 1.2846 | 1.0744 | 1.0922 | 1.0321 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
Losing Trades | 89 | 48 | 41 | 89 | 48 | 41 |
Profitability (%) | 47.3373 | 42.8571 | 51.7647 | 47.3373 | 42.8571 | 51.7647 |
Ratio Avg Win / Avg Loss | 3.8693 | 5.751 | 1.197 | 1.1953 | 1.4562 | 0.9617 |
Largest Winning Trade | 1326304 | 1326304 | 33247 | 9237690 | 9237690 | 1467679 |
Largest Losing Trade | -39374 | -39374 | -21502 | -2684238 | -2684238 | -1451670 |
Avg Bars in Trades | 42 | 77 | 7 | 42 | 77 | 7 |
Avg Bars in Winners | 43 | 85 | 8 | 43 | 85 | 8 |
Avg Bars in Losers | 41 | 71 | 6 | 41 | 71 | 6 |
Bars Traded | 7151 | 6505 | 646 | 7151 | 6505 | 646 |
Profit Streak | 0 | 91.7603 | 0 | 0 | 91.7603 | 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 | 697733 | 628615 | -314876 | -131715 | -115197 | -458407 |
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7469, "evaluation_days": 1867.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598788800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759040088909, "expiration_time": 1763555112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 45, "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": [ [ 1925511.7502081704, 1864538.2100877448, 60973.5401204248, 1869558.1996080081, 1631954.3520079954, 237603.8476000084 ], [ 1925.51175, 1864.53821, 60.97354, 1869.5582, 1631.954352, 237.603848 ], [ 1.031202, 0.998548, 0.032654, 0.159742, 0.152846, 0.065181 ], [ 307.16108, 307.16108, 307.16108, 307.16108, 307.16108, 307.16108 ], [ -219889, -205904, -42505, -11696039, -10280180, -2525169 ], [ 3.478033, 4.31323, 1.284555, 1.074434, 1.092153, 1.032075 ], [ 169, 84, 85, 169, 84, 85 ], [ 80, 36, 44, 80, 36, 44 ], [ 89, 48, 41, 89, 48, 41 ], [ 47.337278, 42.857143, 51.764706, 47.337278, 42.857143, 51.764706 ], [ 3.869311, 5.750974, 1.196971, 1.195308, 1.456204, 0.961706 ], [ 1326304, 1326304, 33247, 9237690, 9237690, 1467679 ], [ -39374, -39374, -21502, -2684238, -2684238, -1451670 ], [ 42, 77, 7, 42, 77, 7 ], [ 43, 85, 8, 43, 85, 8 ], [ 41, 71, 6, 41, 71, 6 ], [ 7151, 6505, 646, 7151, 6505, 646 ], [ 0, 91.760288, 0, 0, 91.760288, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 697733, 628615, -314876, -131715, -115197, -458407 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7469, "evaluation_days": 1867.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598788800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759040088909, "expiration_time": 1763555112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 45, "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) |
---|