Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1917002.6485 | -96555.4966 | -1820447.1519 | 363094.0913 | 7928917.7685 | -7565823.6772 |
Total P&L (%) | -1917.0026 | -96.5555 | -1820.4472 | 363.0941 | 7928.9178 | -7565.8237 |
Avg Daily Profit (%) | -1.0242 | -0.0516 | -0.9726 | 0.0819 | 0.2346 | 0 |
Buy And Hold Return (%) | 537.1623 | 537.1623 | 537.1623 | 537.1623 | 537.1623 | 537.1623 |
Max Trade Drawdown | -2131616 | -192075 | -1957553 | -6784351 | -686675 | -10016276 |
Profit Factor | 0.251 | 0.7623 | 0.1545 | 1.0205 | 3.4235 | 0.4758 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 172 | 78 | 94 | 98 | 54 | 44 |
Losing Trades | 39 | 27 | 12 | 113 | 51 | 62 |
Profitability (%) | 81.5166 | 74.2857 | 88.6792 | 46.4455 | 51.4286 | 41.5094 |
Ratio Avg Win / Avg Loss | 0.0569 | 0.2639 | 0.0197 | 1.1767 | 3.2333 | 0.6704 |
Largest Winning Trade | 27159 | 27159 | 16837 | 3356542 | 3041973 | 3356542 |
Largest Losing Trade | -1199524 | -59327 | -1199524 | -6531533 | -279090 | -6531533 |
Avg Bars in Trades | 34 | 41 | 27 | 34 | 41 | 27 |
Avg Bars in Winners | 11 | 10 | 11 | 48 | 59 | 34 |
Avg Bars in Losers | 137 | 130 | 153 | 22 | 22 | 22 |
Bars Traded | 7252 | 4367 | 2885 | 7252 | 4367 | 2885 |
Profit Streak | 23.1655 | 23.1655 | 60.9155 | 23.1655 | 23.1655 | 60.9155 |
Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574171 | -577080 | -574170 | -446133 | 552154 | -582483 |
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7487, "evaluation_days": 1871.75, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1601186400000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759118297505, "expiration_time": 1763955576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 176, "offset": 0, "scalar": 4 } } }
{ "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": [ [ -1917002.648498198, -96555.4965997125, -1820447.151898485, 363094.0912965047, 7928917.768537784, -7565823.677241276 ], [ -1917.002648, -96.555497, -1820.447152, 363.094091, 7928.917769, -7565.823677 ], [ -1.024177, -0.051586, -0.972591, 0.081923, 0.234581, 0 ], [ 537.16229, 537.16229, 537.16229, 537.16229, 537.16229, 537.16229 ], [ -2131616, -192075, -1957553, -6784351, -686675, -10016276 ], [ 0.250981, 0.762331, 0.154495, 1.020509, 3.423503, 0.475766 ], [ 211, 105, 106, 211, 105, 106 ], [ 172, 78, 94, 98, 54, 44 ], [ 39, 27, 12, 113, 51, 62 ], [ 81.516588, 74.285714, 88.679245, 46.445498, 51.428571, 41.509434 ], [ 0.056908, 0.263884, 0.019723, 1.17671, 3.233308, 0.670397 ], [ 27159, 27159, 16837, 3356542, 3041973, 3356542 ], [ -1199524, -59327, -1199524, -6531533, -279090, -6531533 ], [ 34, 41, 27, 34, 41, 27 ], [ 11, 10, 11, 48, 59, 34 ], [ 137, 130, 153, 22, 22, 22 ], [ 7252, 4367, 2885, 7252, 4367, 2885 ], [ 23.16548, 23.16548, 60.91548, 23.16548, 23.16548, 60.91548 ], [ 3, 1, 7, 3, 1, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -574171, -577080, -574170, -446133, 552154, -582483 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7487, "evaluation_days": 1871.75, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1601186400000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759118297505, "expiration_time": 1763955576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 176, "offset": 0, "scalar": 4 } } }
# | 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) |
---|