Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1923805.4989 | 1838861.3698 | 84944.1292 | 4149993.6441 | 599946.6635 | 3550046.9806 |
Total P&L (%) | 1923.8055 | 1838.8614 | 84.9441 | 4149.9936 | 599.9467 | 3550.047 |
Avg Daily Profit (%) | 1.0302 | 0.9847 | 0.0455 | 0.201 | 0.1042 | 0.1928 |
Buy And Hold Return (%) | 482.9445 | 482.9445 | 482.9445 | 482.9445 | 482.9445 | 482.9445 |
Max Trade Drawdown | -101909 | -100581 | -45011 | -3988172 | -4218674 | -2133515 |
Profit Factor | 4.3262 | 6.4685 | 1.3508 | 1.2265 | 1.0553 | 1.4748 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 27 | 8 | 19 | 27 | 8 | 19 |
Losing Trades | 52 | 32 | 20 | 52 | 32 | 20 |
Profitability (%) | 34.1772 | 20 | 48.7179 | 34.1772 | 20 | 48.7179 |
Ratio Avg Win / Avg Loss | 8.332 | 25.8742 | 1.4219 | 2.3622 | 4.2213 | 1.5524 |
Largest Winning Trade | 1148206 | 1148206 | 60050 | 3267565 | 3267565 | 2391399 |
Largest Losing Trade | -53578 | -30380 | -53578 | -1707872 | -955036 | -1707872 |
Avg Bars in Trades | 44 | 37 | 53 | 44 | 37 | 53 |
Avg Bars in Winners | 91 | 109 | 83 | 91 | 109 | 83 |
Avg Bars in Losers | 21 | 19 | 24 | 21 | 19 | 24 |
Bars Traded | 3553 | 1483 | 2070 | 3553 | 1483 | 2070 |
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 | -19001 | -32362 | -298020 | -28638 | -354177 | 351417 |
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3735, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1601078400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758827851606, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 86, "offset": 93, "scalar": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
{ "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": [ [ 1923805.49893885, 1838861.3697715183, 84944.1291673321, 4149993.644069003, 599946.66346457, 3550046.980604433 ], [ 1923.805499, 1838.86137, 84.944129, 4149.993644, 599.946663, 3550.046981 ], [ 1.03015, 0.984665, 0.045485, 0.200978, 0.104249, 0.192813 ], [ 482.944493, 482.944493, 482.944493, 482.944493, 482.944493, 482.944493 ], [ -101909, -100581, -45011, -3988172, -4218674, -2133515 ], [ 4.32624, 6.468548, 1.350848, 1.22652, 1.055326, 1.474813 ], [ 79, 40, 39, 79, 40, 39 ], [ 27, 8, 19, 27, 8, 19 ], [ 52, 32, 20, 52, 32, 20 ], [ 34.177215, 20, 48.717949, 34.177215, 20, 48.717949 ], [ 8.332017, 25.874191, 1.421945, 2.362187, 4.221303, 1.552434 ], [ 1148206, 1148206, 60050, 3267565, 3267565, 2391399 ], [ -53578, -30380, -53578, -1707872, -955036, -1707872 ], [ 44, 37, 53, 44, 37, 53 ], [ 91, 109, 83, 91, 109, 83 ], [ 21, 19, 24, 21, 19, 24 ], [ 3553, 1483, 2070, 3553, 1483, 2070 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -19001, -32362, -298020, -28638, -354177, 351417 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3735, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1601078400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758827851606, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 86, "offset": 93, "scalar": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
# | 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) |
---|