Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1874823.5024 | -59149.071 | -1815674.4313 | -107499.5423 | 2176533.2471 | -2284032.7893 |
Total P&L (%) | -1874.8235 | -59.1491 | -1815.6744 | -107.4995 | 2176.5332 | -2284.0328 |
Avg Daily Profit (%) | -1.0006 | -0.0316 | -0.969 | 0 | 0.1669 | 0 |
Buy And Hold Return (%) | 411.1428 | 411.1428 | 411.1428 | 411.1428 | 411.1428 | 411.1428 |
Max Trade Drawdown | -2056959 | -176830 | -1922850 | -3355743 | -45824 | -3622280 |
Profit Factor | 0.2484 | 0.8276 | 0.156 | 0.974 | 21.7271 | 0.4336 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 56 | 23 | 33 | 42 | 27 | 15 |
Losing Trades | 39 | 24 | 15 | 53 | 20 | 33 |
Profitability (%) | 58.9474 | 48.9362 | 68.75 | 44.2105 | 57.4468 | 31.25 |
Ratio Avg Win / Avg Loss | 0.173 | 0.8636 | 0.0709 | 1.2291 | 16.0942 | 0.9539 |
Largest Winning Trade | 37532 | 37532 | 28801 | 1553323 | 1462392 | 1553323 |
Largest Losing Trade | -1296339 | -60723 | -1296339 | -3355743 | -45824 | -3355743 |
Avg Bars in Trades | 76 | 85 | 68 | 76 | 85 | 68 |
Avg Bars in Winners | 43 | 43 | 42 | 106 | 114 | 93 |
Avg Bars in Losers | 124 | 125 | 124 | 52 | 46 | 56 |
Bars Traded | 7288 | 4019 | 3269 | 7288 | 4019 | 3269 |
Profit Streak | 41.3789 | 43.8789 | 41.3789 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577861 | -580123 | -577271 | -581109 | 582927 | -587980 |
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7495, "evaluation_days": 1873.75, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599825600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759287940799, "expiration_time": 1764133560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 37, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 215, "offset": 0, "std": 2.6074 } } }
{ "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": [ [ -1874823.5023875677, -59149.0710385003, -1815674.4313490677, -107499.5422837845, 2176533.2470546486, -2284032.7893384327 ], [ -1874.823502, -59.149071, -1815.674431, -107.499542, 2176.533247, -2284.032789 ], [ -1.000573, -0.031567, -0.969006, 0, 0.16693, 0 ], [ 411.142758, 411.142758, 411.142758, 411.142758, 411.142758, 411.142758 ], [ -2056959, -176830, -1922850, -3355743, -45824, -3622280 ], [ 0.248384, 0.827646, 0.155974, 0.974018, 21.727141, 0.433584 ], [ 95, 47, 48, 95, 47, 48 ], [ 56, 23, 33, 42, 27, 15 ], [ 39, 24, 15, 53, 20, 33 ], [ 58.947368, 48.93617, 68.75, 44.210526, 57.446809, 31.25 ], [ 0.172982, 0.86363, 0.070897, 1.229118, 16.094178, 0.953885 ], [ 37532, 37532, 28801, 1553323, 1462392, 1553323 ], [ -1296339, -60723, -1296339, -3355743, -45824, -3355743 ], [ 76, 85, 68, 76, 85, 68 ], [ 43, 43, 42, 106, 114, 93 ], [ 124, 125, 124, 52, 46, 56 ], [ 7288, 4019, 3269, 7288, 4019, 3269 ], [ 41.378944, 43.878944, 41.378944, 0, 0, 0 ], [ 4, 2, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577861, -580123, -577271, -581109, 582927, -587980 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7495, "evaluation_days": 1873.75, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599825600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759287940799, "expiration_time": 1764133560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 37, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 215, "offset": 0, "std": 2.6074 } } }
# | 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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