Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -734196.2416 | 107944.568 | -842140.8097 | -222921.8582 | 1519540.3951 | -1742462.2533 |
Total P&L (%) | -734.1962 | 107.9446 | -842.1408 | -222.9219 | 1519.5404 | -1742.4623 |
Avg Daily Profit (%) | -0.3923 | 0.0577 | -0.4499 | 0 | 0.1489 | 0 |
Buy And Hold Return (%) | 554.8673 | 554.8673 | 554.8673 | 554.8673 | 554.8673 | 554.8673 |
Max Trade Drawdown | -1010440 | -194332 | -959899 | -1718044 | -132726 | -1983302 |
Profit Factor | 0.5194 | 1.343 | 0.3058 | 0.9261 | 4.6499 | 0.3303 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 64 | 33 | 31 | 42 | 22 | 20 |
Losing Trades | 35 | 16 | 19 | 57 | 27 | 30 |
Profitability (%) | 64.6465 | 67.3469 | 62 | 42.4242 | 44.898 | 40 |
Ratio Avg Win / Avg Loss | 0.2841 | 0.6512 | 0.1874 | 1.2569 | 5.7067 | 0.4955 |
Largest Winning Trade | 61820 | 61820 | 31001 | 767267 | 767267 | 245121 |
Largest Losing Trade | -584799 | -60284 | -584799 | -1153749 | -57792 | -1153749 |
Avg Bars in Trades | 72 | 92 | 52 | 72 | 92 | 52 |
Avg Bars in Winners | 35 | 44 | 26 | 108 | 135 | 79 |
Avg Bars in Losers | 139 | 192 | 95 | 46 | 57 | 35 |
Bars Traded | 7184 | 4537 | 2647 | 7184 | 4537 | 2647 |
Profit Streak | 34.0677 | 34.3177 | 34.0677 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577622 | -280123 | -758736 | -581793 | 303596 | -764722 |
{ "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": 1759109847097, "expiration_time": 1763955576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 112, "offset": 0, "multiplier": 2.73751 } }, "second_band": { "type": "dcm", "factors": { "length": 197, "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": [ [ -734196.241619666, 107944.568033895, -842140.8096535611, -222921.8581942293, 1519540.3951096814, -1742462.2533039108 ], [ -734.196242, 107.944568, -842.14081, -222.921858, 1519.540395, -1742.462253 ], [ -0.392251, 0.05767, -0.449922, 0, 0.148887, 0 ], [ 554.867257, 554.867257, 554.867257, 554.867257, 554.867257, 554.867257 ], [ -1010440, -194332, -959899, -1718044, -132726, -1983302 ], [ 0.519434, 1.343014, 0.305782, 0.926143, 4.649892, 0.330333 ], [ 99, 49, 50, 99, 49, 50 ], [ 64, 33, 31, 42, 22, 20 ], [ 35, 16, 19, 57, 27, 30 ], [ 64.646465, 67.346939, 62, 42.424242, 44.897959, 40 ], [ 0.284065, 0.651158, 0.187415, 1.256909, 5.706686, 0.4955 ], [ 61820, 61820, 31001, 767267, 767267, 245121 ], [ -584799, -60284, -584799, -1153749, -57792, -1153749 ], [ 72, 92, 52, 72, 92, 52 ], [ 35, 44, 26, 108, 135, 79 ], [ 139, 192, 95, 46, 57, 35 ], [ 7184, 4537, 2647, 7184, 4537, 2647 ], [ 34.067675, 34.317675, 34.067675, 0, 0, 0 ], [ 2, 1, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577622, -280123, -758736, -581793, 303596, -764722 ] ] }
{ "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": 1759109847097, "expiration_time": 1763955576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 112, "offset": 0, "multiplier": 2.73751 } }, "second_band": { "type": "dcm", "factors": { "length": 197, "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) |
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