Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2241880.0862 | -63999.0663 | -2177881.0199 | 26913909.0652 | 163486815.6001 | -136572906.5349 |
Total P&L (%) | -2241.8801 | -63.9991 | -2177.881 | 26913.9091 | 163486.8156 | -136572.9065 |
Avg Daily Profit (%) | -1.1925 | -0.034 | -1.1584 | 0.2983 | 0.3944 | 0 |
Buy And Hold Return (%) | 381.6232 | 381.6232 | 381.6232 | 381.6232 | 381.6232 | 381.6232 |
Max Trade Drawdown | -2429673 | -188111 | -2310953 | -182301881 | -8932833 | -215107091 |
Profit Factor | 0.3008 | 0.8307 | 0.23 | 1.0762 | 4.7863 | 0.5593 |
Total Trades | 291 | 146 | 145 | 291 | 146 | 145 |
Winning Trades | 201 | 92 | 109 | 139 | 79 | 60 |
Losing Trades | 90 | 54 | 36 | 152 | 67 | 85 |
Profitability (%) | 69.0722 | 63.0137 | 75.1724 | 47.7663 | 54.1096 | 41.3793 |
Ratio Avg Win / Avg Loss | 0.1347 | 0.4876 | 0.076 | 1.1769 | 4.0593 | 0.7924 |
Largest Winning Trade | 31558 | 19224 | 31558 | 42759846 | 42759846 | 25826542 |
Largest Losing Trade | -1387391 | -33287 | -1387391 | -172871311 | -7749360 | -172871311 |
Avg Bars in Trades | 76 | 34 | 118 | 76 | 34 | 118 |
Avg Bars in Winners | 39 | 15 | 59 | 86 | 47 | 138 |
Avg Bars in Losers | 158 | 65 | 298 | 67 | 18 | 105 |
Bars Traded | 22228 | 5005 | 17223 | 22228 | 5005 | 17223 |
Profit Streak | 0 | 0 | 15.6975 | 0 | 0 | 15.6975 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576783 | -579258 | -577104 | -127154 | 637294 | -583720 |
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{ "first_band": { "type": "dcm", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 148, "offset": 0, "scalar": 3 } } }
{ "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": [ [ -2241880.086208701, -63999.0663434517, -2177881.0198652465, 26913909.065153748, 163486815.60007706, -136572906.53492302 ], [ -2241.880086, -63.999066, -2177.88102, 26913.909065, 163486.8156, -136572.906535 ], [ -1.192489, -0.034042, -1.158447, 0.29826, 0.394389, 0 ], [ 381.623209, 381.623209, 381.623209, 381.623209, 381.623209, 381.623209 ], [ -2429673, -188111, -2310953, -182301881, -8932833, -215107091 ], [ 0.300806, 0.830669, 0.230002, 1.07622, 4.786306, 0.559339 ], [ 291, 146, 145, 291, 146, 145 ], [ 201, 92, 109, 139, 79, 60 ], [ 90, 54, 36, 152, 67, 85 ], [ 69.072165, 63.013699, 75.172414, 47.766323, 54.109589, 41.37931 ], [ 0.134689, 0.487567, 0.075964, 1.176874, 4.059273, 0.792397 ], [ 31558, 19224, 31558, 42759846, 42759846, 25826542 ], [ -1387391, -33287, -1387391, -172871311, -7749360, -172871311 ], [ 76, 34, 118, 76, 34, 118 ], [ 39, 15, 59, 86, 47, 138 ], [ 158, 65, 298, 67, 18, 105 ], [ 22228, 5005, 17223, 22228, 5005, 17223 ], [ 0, 0, 15.697497, 0, 0, 15.697497 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576783, -579258, -577104, -127154, 637294, -583720 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22560, "evaluation_days": 1880, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598464800000, "last_datapoint_time": 1759874400000, "evaluation_time": 1759877063776, "expiration_time": 1765721952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 148, "offset": 0, "scalar": 3 } } }
# | 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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