Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1721626.1222 | 1768786.6645 | -47160.5423 | 85626.5024 | 962531.1178 | -876904.6153 |
Total P&L (%) | 1721.6261 | 1768.7867 | -47.1605 | 85.6265 | 962.5311 | -876.9046 |
Avg Daily Profit (%) | 0.9167 | 0.9418 | -0.0251 | 0.0329 | 0.1259 | 0 |
Buy And Hold Return (%) | 543.0637 | 543.0637 | 543.0637 | 543.0637 | 543.0637 | 543.0637 |
Max Trade Drawdown | -178339 | -167517 | -117459 | -3896096 | -3818018 | -2340698 |
Profit Factor | 3.4242 | 5.1291 | 0.8326 | 1.0094 | 1.1648 | 0.7308 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 43.1034 | 37.931 | 48.2759 | 43.1034 | 37.931 | 48.2759 |
Ratio Avg Win / Avg Loss | 4.52 | 8.393 | 0.8921 | 1.3324 | 1.906 | 0.783 |
Largest Winning Trade | 1556985 | 1556985 | 33486 | 2318392 | 2318392 | 585766 |
Largest Losing Trade | -65975 | -65975 | -53994 | -2692940 | -2692940 | -1483621 |
Avg Bars in Trades | 30 | 45 | 14 | 30 | 45 | 14 |
Avg Bars in Winners | 34 | 51 | 21 | 34 | 51 | 21 |
Avg Bars in Losers | 26 | 41 | 8 | 26 | 41 | 8 |
Bars Traded | 3500 | 2646 | 854 | 3500 | 2646 | 854 |
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 | 521360 | -166730 | -761226 | -527208 | -256079 | -761226 |
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3756, "evaluation_days": 1878, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1606564800000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759655784663, "expiration_time": 1764490176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 50 } }, "second_band": { "type": "dcm", "factors": { "length": 213, "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": [ [ 1721626.1221820067, 1768786.6644629547, -47160.5422809479, 85626.502444511, 962531.1177830813, -876904.6153385711 ], [ 1721.626122, 1768.786664, -47.160542, 85.626502, 962.531118, -876.904615 ], [ 0.916734, 0.941846, -0.025112, 0.032943, 0.125917, 0 ], [ 543.063746, 543.063746, 543.063746, 543.063746, 543.063746, 543.063746 ], [ -178339, -167517, -117459, -3896096, -3818018, -2340698 ], [ 3.424237, 5.129069, 0.832644, 1.009412, 1.164791, 0.73077 ], [ 116, 58, 58, 116, 58, 58 ], [ 50, 22, 28, 50, 22, 28 ], [ 66, 36, 30, 66, 36, 30 ], [ 43.103448, 37.931034, 48.275862, 43.103448, 37.931034, 48.275862 ], [ 4.519992, 8.393021, 0.892119, 1.332423, 1.906022, 0.782968 ], [ 1556985, 1556985, 33486, 2318392, 2318392, 585766 ], [ -65975, -65975, -53994, -2692940, -2692940, -1483621 ], [ 30, 45, 14, 30, 45, 14 ], [ 34, 51, 21, 34, 51, 21 ], [ 26, 41, 8, 26, 41, 8 ], [ 3500, 2646, 854, 3500, 2646, 854 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 521360, -166730, -761226, -527208, -256079, -761226 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3756, "evaluation_days": 1878, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1606564800000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759655784663, "expiration_time": 1764490176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 50 } }, "second_band": { "type": "dcm", "factors": { "length": 213, "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) |
---|