Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1918158.2338 | 1946925.7142 | -28767.4804 | 333138.7061 | 2387124.2545 | -2053985.5484 |
Total P&L (%) | 1918.1582 | 1946.9257 | -28.7675 | 333.1387 | 2387.1243 | -2053.9855 |
Avg Daily Profit (%) | 1.0271 | 1.0425 | -0.0154 | 0.0785 | 0.1722 | 0 |
Buy And Hold Return (%) | 580.0995 | 580.0995 | 580.0995 | 580.0995 | 580.0995 | 580.0995 |
Max Trade Drawdown | -215222 | -196319 | -74085 | -5576432 | -3917742 | -2666327 |
Profit Factor | 4.135 | 5.9786 | 0.8697 | 1.0333 | 1.4342 | 0.543 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 42.3529 | 33.3333 | 51.1628 | 42.3529 | 33.3333 | 51.1628 |
Ratio Avg Win / Avg Loss | 5.6283 | 11.9573 | 0.8302 | 1.4065 | 2.8684 | 0.5183 |
Largest Winning Trade | 1551106 | 1551106 | 41079 | 4900119 | 4900119 | 1269198 |
Largest Losing Trade | -44511 | -44511 | -38580 | -2270781 | -1264759 | -2270781 |
Avg Bars in Trades | 40 | 66 | 14 | 40 | 66 | 14 |
Avg Bars in Winners | 41 | 75 | 19 | 41 | 75 | 19 |
Avg Bars in Losers | 39 | 61 | 10 | 39 | 61 | 10 |
Bars Traded | 3422 | 2786 | 636 | 3422 | 2786 | 636 |
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 | 537784 | 455631 | -580298 | -440482 | 45262 | -580298 |
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3735, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1603108800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759004604668, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 14, "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": [ [ 1918158.2337997165, 1946925.714242714, -28767.4804429982, 333138.7061150405, 2387124.2545124334, -2053985.548397392 ], [ 1918.158234, 1946.925714, -28.76748, 333.138706, 2387.124255, -2053.985548 ], [ 1.027126, 1.042531, -0.015404, 0.078525, 0.172234, 0 ], [ 580.099515, 580.099515, 580.099515, 580.099515, 580.099515, 580.099515 ], [ -215222, -196319, -74085, -5576432, -3917742, -2666327 ], [ 4.135044, 5.978639, 0.869706, 1.033341, 1.434193, 0.542961 ], [ 85, 42, 43, 85, 42, 43 ], [ 36, 14, 22, 36, 14, 22 ], [ 49, 28, 21, 49, 28, 21 ], [ 42.352941, 33.333333, 51.162791, 42.352941, 33.333333, 51.162791 ], [ 5.628254, 11.957278, 0.830174, 1.406491, 2.868386, 0.518281 ], [ 1551106, 1551106, 41079, 4900119, 4900119, 1269198 ], [ -44511, -44511, -38580, -2270781, -1264759, -2270781 ], [ 40, 66, 14, 40, 66, 14 ], [ 41, 75, 19, 41, 75, 19 ], [ 39, 61, 10, 39, 61, 10 ], [ 3422, 2786, 636, 3422, 2786, 636 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 537784, 455631, -580298, -440482, 45262, -580298 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3735, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1603108800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759004604668, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 14, "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) |
---|