Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2338644.2838 | 2505860.374 | -167216.0902 | -74999.8101 | 472386.6551 | -547386.4652 |
Total P&L (%) | 2338.6443 | 2505.8604 | -167.2161 | -74.9998 | 472.3867 | -547.3865 |
Avg Daily Profit (%) | 1.2476 | 1.3368 | -0.0892 | -0.0739 | 0.0931 | 0 |
Buy And Hold Return (%) | 461.5465 | 461.5465 | 461.5465 | 461.5465 | 461.5465 | 461.5465 |
Max Trade Drawdown | -330944 | -271411 | -179960 | -912827 | -784996 | -569520 |
Profit Factor | 3.8838 | 5.7486 | 0.4097 | 0.9617 | 1.3948 | 0.281 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 37.6344 | 28.2609 | 46.8085 | 37.6344 | 28.2609 | 46.8085 |
Ratio Avg Win / Avg Loss | 6.436 | 14.5926 | 0.4655 | 1.5937 | 3.5407 | 0.3193 |
Largest Winning Trade | 1885410 | 1885410 | 30656 | 845244 | 845244 | 85430 |
Largest Losing Trade | -55036 | -55036 | -49940 | -376243 | -250305 | -376243 |
Avg Bars in Trades | 225 | 383 | 70 | 225 | 383 | 70 |
Avg Bars in Winners | 354 | 843 | 66 | 354 | 843 | 66 |
Avg Bars in Losers | 147 | 202 | 74 | 147 | 202 | 74 |
Bars Traded | 20958 | 17638 | 3320 | 20958 | 17638 | 3320 |
Profit Streak | 0 | 100.3905 | 0 | 0 | 100.3905 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 528528 | 220307 | -581938 | -582561 | -240162 | -581938 |
{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22495, "evaluation_days": 1874.58, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599703200000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759411341559, "expiration_time": 1765237104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 189, "offset": 131 } }, "second_band": { "type": "midprice", "factors": { "length": 138, "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": [ [ 2338644.283767316, 2505860.373951693, -167216.0901843766, -74999.810143188, 472386.6551008888, -547386.4652440764 ], [ 2338.644284, 2505.860374, -167.21609, -74.99981, 472.386655, -547.386465 ], [ 1.247556, 1.336758, -0.089202, -0.073925, 0.093112, 0 ], [ 461.546528, 461.546528, 461.546528, 461.546528, 461.546528, 461.546528 ], [ -330944, -271411, -179960, -912827, -784996, -569520 ], [ 3.883779, 5.748614, 0.409676, 0.961692, 1.394805, 0.280978 ], [ 93, 46, 47, 93, 46, 47 ], [ 35, 13, 22, 35, 13, 22 ], [ 58, 33, 25, 58, 33, 25 ], [ 37.634409, 28.26087, 46.808511, 37.634409, 28.26087, 46.808511 ], [ 6.435977, 14.592635, 0.465541, 1.593661, 3.540659, 0.319293 ], [ 1885410, 1885410, 30656, 845244, 845244, 85430 ], [ -55036, -55036, -49940, -376243, -250305, -376243 ], [ 225, 383, 70, 225, 383, 70 ], [ 354, 843, 66, 354, 843, 66 ], [ 147, 202, 74, 147, 202, 74 ], [ 20958, 17638, 3320, 20958, 17638, 3320 ], [ 0, 100.390527, 0, 0, 100.390527, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 528528, 220307, -581938, -582561, -240162, -581938 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22495, "evaluation_days": 1874.58, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599703200000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759411341559, "expiration_time": 1765237104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 189, "offset": 131 } }, "second_band": { "type": "midprice", "factors": { "length": 138, "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) |
---|