Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1546650.9497 | 1512231.5199 | 34419.4297 | 2094037.4655 | 1714312.2725 | 379725.193 |
Total P&L (%) | 1546.651 | 1512.2315 | 34.4194 | 2094.0375 | 1714.3123 | 379.7252 |
Avg Daily Profit (%) | 0.8263 | 0.8079 | 0.0184 | 0.1651 | 0.155 | 0.0838 |
Buy And Hold Return (%) | 554.8673 | 554.8673 | 554.8673 | 554.8673 | 554.8673 | 554.8673 |
Max Trade Drawdown | -121036 | -79531 | -70035 | -6603093 | -3926564 | -3589576 |
Profit Factor | 3.7064 | 6.5215 | 1.1157 | 1.1307 | 1.2118 | 1.0479 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 29.8969 | 24.4898 | 35.4167 | 29.8969 | 24.4898 | 35.4167 |
Ratio Avg Win / Avg Loss | 8.691 | 20.1079 | 2.0344 | 2.6513 | 3.7363 | 1.9109 |
Largest Winning Trade | 996432 | 996432 | 58344 | 4575443 | 4575443 | 2346218 |
Largest Losing Trade | -25978 | -20568 | -25978 | -1522455 | -926131 | -1522455 |
Avg Bars in Trades | 73 | 46 | 100 | 73 | 46 | 100 |
Avg Bars in Winners | 189 | 136 | 226 | 189 | 136 | 226 |
Avg Bars in Losers | 23 | 17 | 31 | 23 | 17 | 31 |
Bars Traded | 7097 | 2285 | 4812 | 7097 | 2285 | 4812 |
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 | 315409 | -13899 | -431838 | -78308 | -26967 | -419141 |
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7487, "evaluation_days": 1871.75, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1601640000000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759109846629, "expiration_time": 1763955576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 197, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hma", "factors": { "length": 31, "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": [ [ 1546650.9496607531, 1512231.5199296004, 34419.4297311537, 2094037.4655263731, 1714312.2724899983, 379725.1930363774 ], [ 1546.65095, 1512.23152, 34.41943, 2094.037466, 1714.312272, 379.725193 ], [ 0.826313, 0.807924, 0.018389, 0.165133, 0.154964, 0.083809 ], [ 554.867257, 554.867257, 554.867257, 554.867257, 554.867257, 554.867257 ], [ -121036, -79531, -70035, -6603093, -3926564, -3589576 ], [ 3.706435, 6.521491, 1.11566, 1.130695, 1.211757, 1.047905 ], [ 97, 49, 48, 97, 49, 48 ], [ 29, 12, 17, 29, 12, 17 ], [ 68, 37, 31, 68, 37, 31 ], [ 29.896907, 24.489796, 35.416667, 29.896907, 24.489796, 35.416667 ], [ 8.690952, 20.107931, 2.034439, 2.651286, 3.736251, 1.910886 ], [ 996432, 996432, 58344, 4575443, 4575443, 2346218 ], [ -25978, -20568, -25978, -1522455, -926131, -1522455 ], [ 73, 46, 100, 73, 46, 100 ], [ 189, 136, 226, 189, 136, 226 ], [ 23, 17, 31, 23, 17, 31 ], [ 7097, 2285, 4812, 7097, 2285, 4812 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 315409, -13899, -431838, -78308, -26967, -419141 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7487, "evaluation_days": 1871.75, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1601640000000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759109846629, "expiration_time": 1763955576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 197, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hma", "factors": { "length": 31, "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) |
---|