Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -760140.764 | 46518.7184 | -806659.4824 | -41672.7388 | -2975744.4278 | 2934071.689 |
Total P&L (%) | -760.1408 | 46.5187 | -806.6595 | -41.6727 | -2975.7444 | 2934.0717 |
Avg Daily Profit (%) | -0.4071 | 0.0249 | -0.432 | -0.0289 | 0 | 0.1829 |
Buy And Hold Return (%) | 457.7778 | 457.7778 | 457.7778 | 457.7778 | 457.7778 | 457.7778 |
Max Trade Drawdown | -975763 | -176067 | -865971 | -2933228 | -3161619 | -845970 |
Profit Factor | 0.3422 | 1.1886 | 0.1125 | 0.9908 | 0.1143 | 3.5517 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 33 | 19 | 14 | 35 | 17 | 18 |
Losing Trades | 29 | 12 | 17 | 27 | 14 | 13 |
Profitability (%) | 53.2258 | 61.2903 | 45.1613 | 56.4516 | 54.8387 | 58.0645 |
Ratio Avg Win / Avg Loss | 0.3007 | 0.7507 | 0.1365 | 0.7643 | 0.0941 | 2.5651 |
Largest Winning Trade | 134840 | 134840 | 18863 | 3840995 | 145655 | 3840995 |
Largest Losing Trade | -438221 | -86279 | -438221 | -2557750 | -2557750 | -832056 |
Avg Bars in Trades | 113 | 162 | 65 | 113 | 162 | 65 |
Avg Bars in Winners | 37 | 42 | 30 | 57 | 57 | 57 |
Avg Bars in Losers | 200 | 352 | 93 | 186 | 289 | 75 |
Bars Traded | 7057 | 5039 | 2018 | 7057 | 5039 | 2018 |
Profit Streak | 62.8303 | 62.8303 | 271.3303 | 62.8303 | 62.8303 | 271.3303 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -737414 | -337714 | -581305 | -736996 | -579216 | 598707 |
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7469, "evaluation_days": 1867.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600927200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758938140639, "expiration_time": 1763555112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 164, "offset": 0, "scalar": 1 } } }
{ "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": [ [ -760140.7640062964, 46518.7183818693, -806659.4823881654, -41672.7388024264, -2975744.4277893393, 2934071.688986914 ], [ -760.140764, 46.518718, -806.659482, -41.672739, -2975.744428, 2934.071689 ], [ -0.407091, 0.024913, -0.432004, -0.028867, 0, 0.182922 ], [ 457.777778, 457.777778, 457.777778, 457.777778, 457.777778, 457.777778 ], [ -975763, -176067, -865971, -2933228, -3161619, -845970 ], [ 0.34217, 1.18859, 0.112452, 0.990759, 0.114291, 3.551654 ], [ 62, 31, 31, 62, 31, 31 ], [ 33, 19, 14, 35, 17, 18 ], [ 29, 12, 17, 27, 14, 13 ], [ 53.225806, 61.290323, 45.16129, 56.451613, 54.83871, 58.064516 ], [ 0.300695, 0.750689, 0.136548, 0.7643, 0.094122, 2.565083 ], [ 134840, 134840, 18863, 3840995, 145655, 3840995 ], [ -438221, -86279, -438221, -2557750, -2557750, -832056 ], [ 113, 162, 65, 113, 162, 65 ], [ 37, 42, 30, 57, 57, 57 ], [ 200, 352, 93, 186, 289, 75 ], [ 7057, 5039, 2018, 7057, 5039, 2018 ], [ 62.830331, 62.830331, 271.330331, 62.830331, 62.830331, 271.330331 ], [ 4, 2, 5, 4, 2, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -737414, -337714, -581305, -736996, -579216, 598707 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7469, "evaluation_days": 1867.25, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600927200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758938140639, "expiration_time": 1763555112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 164, "offset": 0, "scalar": 1 } } }
# | 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) |
---|