Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1790401.7507 | 1897070.3221 | -106668.5714 | -26065.2669 | 257209.9001 | -283275.1671 |
Total P&L (%) | 1790.4018 | 1897.0703 | -106.6686 | -26.0653 | 257.2099 | -283.2752 |
Avg Daily Profit (%) | 0.9516 | 1.0083 | -0.0567 | -0.016 | 0.0677 | 0 |
Buy And Hold Return (%) | 309.7131 | 309.7131 | 309.7131 | 309.7131 | 309.7131 | 309.7131 |
Max Trade Drawdown | -243121 | -231432 | -138771 | -1305270 | -1157728 | -329601 |
Profit Factor | 1.9737 | 2.4214 | 0.7884 | 0.9931 | 1.0917 | 0.7159 |
Total Trades | 653 | 326 | 327 | 653 | 326 | 327 |
Winning Trades | 241 | 122 | 119 | 241 | 122 | 119 |
Losing Trades | 412 | 204 | 208 | 412 | 204 | 208 |
Profitability (%) | 36.9066 | 37.4233 | 36.3914 | 36.9066 | 37.4233 | 36.3914 |
Ratio Avg Win / Avg Loss | 3.3742 | 4.0488 | 1.378 | 1.6978 | 1.8255 | 1.2512 |
Largest Winning Trade | 1416389 | 1416389 | 18140 | 937511 | 937511 | 93871 |
Largest Losing Trade | -38355 | -38355 | -18789 | -252683 | -252683 | -63944 |
Avg Bars in Trades | 34 | 65 | 3 | 34 | 65 | 3 |
Avg Bars in Winners | 55 | 104 | 4 | 55 | 104 | 4 |
Avg Bars in Losers | 22 | 41 | 3 | 22 | 41 | 3 |
Bars Traded | 22474 | 21225 | 1250 | 22474 | 21225 | 1250 |
Profit Streak | 1.6694 | 0 | 4.4194 | 1.6694 | 0 | 4.4194 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438687 | 490865 | -582800 | -582048 | -390578 | -582800 |
{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22578, "evaluation_days": 1881.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1597600800000, "last_datapoint_time": 1760004000000, "evaluation_time": 1760011437221, "expiration_time": 1765856217600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 4, "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": [ [ 1790401.7506651543, 1897070.3220668142, -106668.5714016596, -26065.2669288882, 257209.9001389415, -283275.1670678298 ], [ 1790.401751, 1897.070322, -106.668571, -26.065267, 257.2099, -283.275167 ], [ 0.951582, 1.008275, -0.056693, -0.016049, 0.06769, 0 ], [ 309.713107, 309.713107, 309.713107, 309.713107, 309.713107, 309.713107 ], [ -243121, -231432, -138771, -1305270, -1157728, -329601 ], [ 1.973731, 2.421364, 0.788365, 0.993142, 1.091737, 0.71585 ], [ 653, 326, 327, 653, 326, 327 ], [ 241, 122, 119, 241, 122, 119 ], [ 412, 204, 208, 412, 204, 208 ], [ 36.906585, 37.423313, 36.391437, 36.906585, 37.423313, 36.391437 ], [ 3.374179, 4.048839, 1.377982, 1.697819, 1.825528, 1.251234 ], [ 1416389, 1416389, 18140, 937511, 937511, 93871 ], [ -38355, -38355, -18789, -252683, -252683, -63944 ], [ 34, 65, 3, 34, 65, 3 ], [ 55, 104, 4, 55, 104, 4 ], [ 22, 41, 3, 22, 41, 3 ], [ 22474, 21225, 1250, 22474, 21225, 1250 ], [ 1.669412, 0, 4.419412, 1.669412, 0, 4.419412 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 438687, 490865, -582800, -582048, -390578, -582800 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22578, "evaluation_days": 1881.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1597600800000, "last_datapoint_time": 1760004000000, "evaluation_time": 1760011437221, "expiration_time": 1765856217600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 4, "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) |
---|