Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1903759.3801 | 1970253.1819 | -66493.8018 | 77856.6712 | 4503950.527 | -4426093.8558 |
Total P&L (%) | 1903.7594 | 1970.2532 | -66.4938 | 77.8567 | 4503.9505 | -4426.0939 |
Avg Daily Profit (%) | 1.0141 | 1.0495 | -0.0354 | 0.0307 | 0.2042 | 0 |
Buy And Hold Return (%) | 441.6218 | 441.6218 | 441.6218 | 441.6218 | 441.6218 | 441.6218 |
Max Trade Drawdown | -284948 | -239337 | -102062 | -12209993 | -8198809 | -4960979 |
Profit Factor | 3.0683 | 4.1657 | 0.7769 | 1.0045 | 1.4217 | 0.332 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 40 | 33.3333 | 46.5517 | 40 | 33.3333 | 46.5517 |
Ratio Avg Win / Avg Loss | 4.6024 | 8.3314 | 0.892 | 1.5067 | 2.8434 | 0.3812 |
Largest Winning Trade | 1403275 | 1403275 | 25772 | 10600311 | 10600311 | 524304 |
Largest Losing Trade | -48561 | -47227 | -48561 | -3138281 | -3138281 | -2183457 |
Avg Bars in Trades | 188 | 323 | 54 | 188 | 323 | 54 |
Avg Bars in Winners | 204 | 427 | 47 | 204 | 427 | 47 |
Avg Bars in Losers | 177 | 272 | 61 | 177 | 272 | 61 |
Bars Traded | 21628 | 18452 | 3176 | 21628 | 18452 | 3176 |
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 | 492630 | -168061 | -762174 | -535733 | -176802 | -762174 |
{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22528, "evaluation_days": 1877.33, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599040800000, "last_datapoint_time": 1759644000000, "evaluation_time": 1759650704105, "expiration_time": 1765483257600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 228, "offset": 0, "a": 0.83824 } }, "second_band": { "type": "bbu", "factors": { "length": 67, "offset": 0, "std": 3.64977 } } }
{ "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": [ [ 1903759.380081001, 1970253.1819307383, -66493.8018497372, 77856.6712112196, 4503950.527019734, -4426093.855808514 ], [ 1903.75938, 1970.253182, -66.493802, 77.856671, 4503.950527, -4426.093856 ], [ 1.014078, 1.049498, -0.035419, 0.030676, 0.204195, 0 ], [ 441.621846, 441.621846, 441.621846, 441.621846, 441.621846, 441.621846 ], [ -284948, -239337, -102062, -12209993, -8198809, -4960979 ], [ 3.068274, 4.165691, 0.776927, 1.004499, 1.421718, 0.332004 ], [ 115, 57, 58, 115, 57, 58 ], [ 46, 19, 27, 46, 19, 27 ], [ 69, 38, 31, 69, 38, 31 ], [ 40, 33.333333, 46.551724, 40, 33.333333, 46.551724 ], [ 4.602411, 8.331382, 0.892027, 1.506748, 2.843436, 0.38119 ], [ 1403275, 1403275, 25772, 10600311, 10600311, 524304 ], [ -48561, -47227, -48561, -3138281, -3138281, -2183457 ], [ 188, 323, 54, 188, 323, 54 ], [ 204, 427, 47, 204, 427, 47 ], [ 177, 272, 61, 177, 272, 61 ], [ 21628, 18452, 3176, 21628, 18452, 3176 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 492630, -168061, -762174, -535733, -176802, -762174 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22528, "evaluation_days": 1877.33, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599040800000, "last_datapoint_time": 1759644000000, "evaluation_time": 1759650704105, "expiration_time": 1765483257600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 228, "offset": 0, "a": 0.83824 } }, "second_band": { "type": "bbu", "factors": { "length": 67, "offset": 0, "std": 3.64977 } } }
# | 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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