Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1715937.0723 | 1697757.5761 | 18179.4961 | 1036510.3612 | 2923437.947 | -1886927.5857 |
Total P&L (%) | 1715.9371 | 1697.7576 | 18.1795 | 1036.5104 | 2923.4379 | -1886.9276 |
Avg Daily Profit (%) | 0.9099 | 0.9003 | 0.0096 | 0.129 | 0.1809 | 0 |
Buy And Hold Return (%) | 346.3687 | 346.3687 | 346.3687 | 346.3687 | 346.3687 | 346.3687 |
Max Trade Drawdown | -168317 | -170866 | -54671 | -8524945 | -6531310 | -3820828 |
Profit Factor | 4.8933 | 7.4278 | 1.1029 | 1.0713 | 1.354 | 0.6995 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 37.3134 | 36.3636 | 38.2353 | 37.3134 | 36.3636 | 38.2353 |
Ratio Avg Win / Avg Loss | 8.2207 | 12.9987 | 1.7817 | 1.7998 | 2.3696 | 1.1299 |
Largest Winning Trade | 1016442 | 1016442 | 53050 | 8584006 | 8584006 | 1428865 |
Largest Losing Trade | -32180 | -31961 | -32180 | -3034158 | -2043755 | -3034158 |
Avg Bars in Trades | 101 | 146 | 59 | 101 | 146 | 59 |
Avg Bars in Winners | 168 | 243 | 98 | 168 | 243 | 98 |
Avg Bars in Losers | 62 | 90 | 34 | 62 | 90 | 34 |
Bars Traded | 6831 | 4820 | 2011 | 6831 | 4820 | 2011 |
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 | -106607 | 541176 | -456514 | -290731 | 146599 | -583703 |
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7543, "evaluation_days": 1885.75, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600905600000, "last_datapoint_time": 1760313600000, "evaluation_time": 1760321657165, "expiration_time": 1765201464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 39, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 1715937.0722575188, 1697757.5761304752, 18179.4961270439, 1036510.3612310181, 2923437.946960399, -1886927.5857293813 ], [ 1715.937072, 1697.757576, 18.179496, 1036.510361, 2923.437947, -1886.927586 ], [ 0.909949, 0.900309, 0.00964, 0.128973, 0.180939, 0 ], [ 346.368681, 346.368681, 346.368681, 346.368681, 346.368681, 346.368681 ], [ -168317, -170866, -54671, -8524945, -6531310, -3820828 ], [ 4.893283, 7.427839, 1.102932, 1.071308, 1.354042, 0.699458 ], [ 67, 33, 34, 67, 33, 34 ], [ 25, 12, 13, 25, 12, 13 ], [ 42, 21, 21, 42, 21, 21 ], [ 37.313433, 36.363636, 38.235294, 37.313433, 36.363636, 38.235294 ], [ 8.220715, 12.998718, 1.781659, 1.799797, 2.369573, 1.129893 ], [ 1016442, 1016442, 53050, 8584006, 8584006, 1428865 ], [ -32180, -31961, -32180, -3034158, -2043755, -3034158 ], [ 101, 146, 59, 101, 146, 59 ], [ 168, 243, 98, 168, 243, 98 ], [ 62, 90, 34, 62, 90, 34 ], [ 6831, 4820, 2011, 6831, 4820, 2011 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -106607, 541176, -456514, -290731, 146599, -583703 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7543, "evaluation_days": 1885.75, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600905600000, "last_datapoint_time": 1760313600000, "evaluation_time": 1760321657165, "expiration_time": 1765201464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 39, "offset": 0, "scalar": 3 } } }
# | 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) |
---|