Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 736642.8751 | 804920.6159 | -68277.7409 | -752444.1404 | 3328802.7781 | -4081246.9185 |
Total P&L (%) | 736.6429 | 804.9206 | -68.2777 | -752.4441 | 3328.8028 | -4081.2469 |
Avg Daily Profit (%) | 0.3921 | 0.4285 | -0.0363 | 0 | 0.1883 | 0 |
Buy And Hold Return (%) | 457.7331 | 457.7331 | 457.7331 | 457.7331 | 457.7331 | 457.7331 |
Max Trade Drawdown | -217613 | -130170 | -239169 | -5246330 | -823914 | -4757433 |
Profit Factor | 1.9992 | 3.7865 | 0.8477 | 0.9084 | 2.5144 | 0.3221 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 41 | 19 | 22 | 42 | 25 | 17 |
Losing Trades | 36 | 20 | 16 | 35 | 14 | 21 |
Profitability (%) | 53.2468 | 48.7179 | 57.8947 | 54.5455 | 64.1026 | 44.7368 |
Ratio Avg Win / Avg Loss | 1.7554 | 3.9857 | 0.6165 | 0.757 | 1.4081 | 0.3979 |
Largest Winning Trade | 565311 | 565311 | 43069 | 1038171 | 1038171 | 297475 |
Largest Losing Trade | -159391 | -43263 | -159391 | -1490839 | -395495 | -1490839 |
Avg Bars in Trades | 92 | 92 | 92 | 92 | 92 | 92 |
Avg Bars in Winners | 87 | 80 | 93 | 88 | 104 | 65 |
Avg Bars in Losers | 97 | 103 | 90 | 97 | 71 | 114 |
Bars Traded | 7107 | 3598 | 3509 | 7107 | 3598 | 3509 |
Profit Streak | 0 | 0 | 0 | 162.3204 | 236.5704 | 162.3204 |
Trades During Streak | 0 | 0 | 0 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41871 | 285075 | -579741 | -625054 | 533642 | -581845 |
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7514, "evaluation_days": 1878.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1602244800000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759693284084, "expiration_time": 1764556272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 225, "offset": 0, "std": 1.08866 } } }
{ "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": [ [ 736642.8750596003, 804920.6159204295, -68277.7408608288, -752444.140407544, 3328802.7780644107, -4081246.9184719566 ], [ 736.642875, 804.920616, -68.277741, -752.44414, 3328.802778, -4081.246918 ], [ 0.392144, 0.428491, -0.036347, 0, 0.188348, 0 ], [ 457.733072, 457.733072, 457.733072, 457.733072, 457.733072, 457.733072 ], [ -217613, -130170, -239169, -5246330, -823914, -4757433 ], [ 1.999244, 3.786456, 0.847707, 0.908447, 2.514426, 0.322121 ], [ 77, 39, 38, 77, 39, 38 ], [ 41, 19, 22, 42, 25, 17 ], [ 36, 20, 16, 35, 14, 21 ], [ 53.246753, 48.717949, 57.894737, 54.545455, 64.102564, 44.736842 ], [ 1.755434, 3.985743, 0.616514, 0.757039, 1.408079, 0.397915 ], [ 565311, 565311, 43069, 1038171, 1038171, 297475 ], [ -159391, -43263, -159391, -1490839, -395495, -1490839 ], [ 92, 92, 92, 92, 92, 92 ], [ 87, 80, 93, 88, 104, 65 ], [ 97, 103, 90, 97, 71, 114 ], [ 7107, 3598, 3509, 7107, 3598, 3509 ], [ 0, 0, 0, 162.320418, 236.570418, 162.320418 ], [ 0, 0, 0, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -41871, 285075, -579741, -625054, 533642, -581845 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7514, "evaluation_days": 1878.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1602244800000, "last_datapoint_time": 1759687200000, "evaluation_time": 1759693284084, "expiration_time": 1764556272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 225, "offset": 0, "std": 1.08866 } } }
# | 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) |
---|