Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1338716.9319 | -73344.1576 | -1265372.7743 | -72201.5721 | -2205888.9148 | 2133687.3426 |
Total P&L (%) | -1338.7169 | -73.3442 | -1265.3728 | -72.2016 | -2205.8889 | 2133.6873 |
Avg Daily Profit (%) | -0.7149 | -0.0392 | -0.6758 | -0.0683 | 0 | 0.166 |
Buy And Hold Return (%) | 609.0967 | 609.0967 | 609.0967 | 609.0967 | 609.0967 | 609.0967 |
Max Trade Drawdown | -1458962 | -212292 | -1352056 | -2654602 | -2327286 | -2051920 |
Profit Factor | 0.2753 | 0.7767 | 0.1669 | 0.9874 | 0.2961 | 1.8253 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 47 | 21 | 26 | 47 | 20 | 27 |
Losing Trades | 34 | 19 | 15 | 34 | 20 | 14 |
Profitability (%) | 58.0247 | 52.5 | 63.4146 | 58.0247 | 50 | 65.8537 |
Ratio Avg Win / Avg Loss | 0.1992 | 0.7027 | 0.0963 | 0.7143 | 0.2961 | 0.9464 |
Largest Winning Trade | 47968 | 47968 | 28841 | 1937919 | 455650 | 1937919 |
Largest Losing Trade | -678597 | -57668 | -678597 | -1497343 | -1008231 | -1497343 |
Avg Bars in Trades | 43 | 53 | 34 | 43 | 53 | 34 |
Avg Bars in Winners | 19 | 19 | 18 | 26 | 25 | 27 |
Avg Bars in Losers | 78 | 91 | 60 | 67 | 82 | 45 |
Bars Traded | 3551 | 2157 | 1394 | 3551 | 2157 | 1394 |
Profit Streak | 35.576 | 35.576 | 38.076 | 35.576 | 35.576 | 38.076 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -594297 | -579882 | -578014 | -594297 | -580207 | 318537 |
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3745, "evaluation_days": 1872.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1603972800000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759153767181, "expiration_time": 1764000720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 32, "offset": 0, "multiplier": 1.21631 } }, "second_band": { "type": "kcb", "factors": { "length": 153, "offset": 0, "scalar": 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": [ [ -1338716.931885604, -73344.1575823887, -1265372.7743032156, -72201.5721207566, -2205888.9147507767, 2133687.342630019 ], [ -1338.716932, -73.344158, -1265.372774, -72.201572, -2205.888915, 2133.687343 ], [ -0.714936, -0.039169, -0.675767, -0.068345, 0, 0.166025 ], [ 609.096736, 609.096736, 609.096736, 609.096736, 609.096736, 609.096736 ], [ -1458962, -212292, -1352056, -2654602, -2327286, -2051920 ], [ 0.27531, 0.776667, 0.166909, 0.987375, 0.29605, 1.825276 ], [ 81, 40, 41, 81, 40, 41 ], [ 47, 21, 26, 47, 20, 27 ], [ 34, 19, 15, 34, 20, 14 ], [ 58.024691, 52.5, 63.414634, 58.024691, 50, 65.853659 ], [ 0.19916, 0.702699, 0.096293, 0.714271, 0.29605, 0.946439 ], [ 47968, 47968, 28841, 1937919, 455650, 1937919 ], [ -678597, -57668, -678597, -1497343, -1008231, -1497343 ], [ 43, 53, 34, 43, 53, 34 ], [ 19, 19, 18, 26, 25, 27 ], [ 78, 91, 60, 67, 82, 45 ], [ 3551, 2157, 1394, 3551, 2157, 1394 ], [ 35.576009, 35.576009, 38.076009, 35.576009, 35.576009, 38.076009 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -594297, -579882, -578014, -594297, -580207, 318537 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3745, "evaluation_days": 1872.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1603972800000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759153767181, "expiration_time": 1764000720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 32, "offset": 0, "multiplier": 1.21631 } }, "second_band": { "type": "kcb", "factors": { "length": 153, "offset": 0, "scalar": 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) |
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