Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2022079.5775 | -68428.0392 | -1953651.5382 | 6849329.0261 | -9001597.5406 | 15850926.5667 |
Total P&L (%) | -2022.0796 | -68.428 | -1953.6515 | 6849.329 | -9001.5975 | 15850.9266 |
Avg Daily Profit (%) | -1.072 | -0.0363 | -1.0357 | 0.2251 | 0 | 0.2692 |
Buy And Hold Return (%) | 363.7346 | 363.7346 | 363.7346 | 363.7346 | 363.7346 | 363.7346 |
Max Trade Drawdown | -2153989 | -130383 | -2099101 | -11859356 | -14278549 | -6972160 |
Profit Factor | 0.1839 | 0.7087 | 0.1289 | 1.2118 | 0.5264 | 2.1883 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 57 | 24 | 33 | 57 | 25 | 32 |
Losing Trades | 23 | 16 | 7 | 23 | 15 | 8 |
Profitability (%) | 71.25 | 60 | 82.5 | 71.25 | 62.5 | 80 |
Ratio Avg Win / Avg Loss | 0.0742 | 0.4725 | 0.0273 | 0.489 | 0.3158 | 0.5471 |
Largest Winning Trade | 27995 | 22260 | 27995 | 11122978 | 2247488 | 11122978 |
Largest Losing Trade | -1083309 | -57837 | -1083309 | -8942916 | -8942916 | -6906705 |
Avg Bars in Trades | 68 | 55 | 80 | 68 | 55 | 80 |
Avg Bars in Winners | 36 | 23 | 45 | 48 | 28 | 64 |
Avg Bars in Losers | 146 | 104 | 243 | 116 | 102 | 144 |
Bars Traded | 5445 | 2239 | 3206 | 5445 | 2239 | 3206 |
Profit Streak | 69.0095 | 69.0095 | 158.6762 | 69.0095 | 69.0095 | 158.6762 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -600143 | -578895 | -575176 | -13235 | -578571 | 553448 |
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5659, "evaluation_days": 1886.33, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1602288000000, "last_datapoint_time": 1760342400000, "evaluation_time": 1760372023560, "expiration_time": 1765231776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 20, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcl", "factors": { "length": 171, "offset": 0, "scalar": 2 } } }
{ "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": [ [ -2022079.5774606063, -68428.0392128157, -1953651.53824779, 6849329.026115142, -9001597.540577656, 15850926.566692796 ], [ -2022.079577, -68.428039, -1953.651538, 6849.329026, -9001.597541, 15850.926567 ], [ -1.071965, -0.036276, -1.035689, 0.225093, 0, 0.269249 ], [ 363.734632, 363.734632, 363.734632, 363.734632, 363.734632, 363.734632 ], [ -2153989, -130383, -2099101, -11859356, -14278549, -6972160 ], [ 0.183853, 0.708707, 0.128877, 1.211751, 0.526408, 2.188308 ], [ 80, 40, 40, 80, 40, 40 ], [ 57, 24, 33, 57, 25, 32 ], [ 23, 16, 7, 23, 15, 8 ], [ 71.25, 60, 82.5, 71.25, 62.5, 80 ], [ 0.074186, 0.472471, 0.027337, 0.488952, 0.315845, 0.547077 ], [ 27995, 22260, 27995, 11122978, 2247488, 11122978 ], [ -1083309, -57837, -1083309, -8942916, -8942916, -6906705 ], [ 68, 55, 80, 68, 55, 80 ], [ 36, 23, 45, 48, 28, 64 ], [ 146, 104, 243, 116, 102, 144 ], [ 5445, 2239, 3206, 5445, 2239, 3206 ], [ 69.009532, 69.009532, 158.676199, 69.009532, 69.009532, 158.676199 ], [ 3, 1, 6, 3, 1, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -600143, -578895, -575176, -13235, -578571, 553448 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5659, "evaluation_days": 1886.33, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1602288000000, "last_datapoint_time": 1760342400000, "evaluation_time": 1760372023560, "expiration_time": 1765231776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 20, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcl", "factors": { "length": 171, "offset": 0, "scalar": 2 } } }
# | 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) |
---|