Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2376103.6588 | -196231.6685 | -2179871.9903 | 175045.5394 | 14529678.7157 | -14354633.1762 |
Total P&L (%) | -2376.1037 | -196.2317 | -2179.872 | 175.0455 | 14529.6787 | -14354.6332 |
Avg Daily Profit (%) | -1.2635 | -0.1043 | -1.1591 | 0.0538 | 0.2655 | 0 |
Buy And Hold Return (%) | 252.2882 | 252.2882 | 252.2882 | 252.2882 | 252.2882 | 252.2882 |
Max Trade Drawdown | -2516992 | -253163 | -2285189 | -15120961 | -1020753 | -19654077 |
Profit Factor | 0.212 | 0.4682 | 0.1762 | 1.0053 | 6.5506 | 0.5257 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 102 | 42 | 60 | 82 | 50 | 32 |
Losing Trades | 61 | 40 | 21 | 81 | 32 | 49 |
Profitability (%) | 62.5767 | 51.2195 | 74.0741 | 50.3067 | 60.9756 | 39.5062 |
Ratio Avg Win / Avg Loss | 0.1268 | 0.4459 | 0.0617 | 0.9931 | 4.1924 | 0.8049 |
Largest Winning Trade | 30423 | 29711 | 30423 | 3866696 | 3490253 | 3866696 |
Largest Losing Trade | -1313371 | -33377 | -1313371 | -11959457 | -399192 | -11959457 |
Avg Bars in Trades | 136 | 44 | 229 | 136 | 44 | 229 |
Avg Bars in Winners | 76 | 19 | 116 | 131 | 54 | 253 |
Avg Bars in Losers | 235 | 69 | 551 | 140 | 29 | 212 |
Bars Traded | 22182 | 3631 | 18551 | 22182 | 3631 | 18551 |
Profit Streak | 11.1477 | 11.1477 | 15.9811 | 11.1477 | 11.1477 | 15.9811 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577201 | -584439 | -588759 | -501181 | 540233 | -596239 |
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{ "first_band": { "type": "dema", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 140, "offset": 62 } } }
{ "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": [ [ -2376103.658779683, -196231.6685195208, -2179871.9902601624, 175045.5394120732, 14529678.715653133, -14354633.176241064 ], [ -2376.103659, -196.231669, -2179.87199, 175.045539, 14529.678716, -14354.633176 ], [ -1.263495, -0.104346, -1.159149, 0.053815, 0.265463, 0 ], [ 252.288159, 252.288159, 252.288159, 252.288159, 252.288159, 252.288159 ], [ -2516992, -253163, -2285189, -15120961, -1020753, -19654077 ], [ 0.211981, 0.468238, 0.176246, 1.005324, 6.55059, 0.525655 ], [ 163, 82, 81, 163, 82, 81 ], [ 102, 42, 60, 82, 50, 32 ], [ 61, 40, 21, 81, 32, 49 ], [ 62.576687, 51.219512, 74.074074, 50.306748, 60.97561, 39.506173 ], [ 0.126773, 0.445941, 0.061686, 0.993064, 4.192378, 0.80491 ], [ 30423, 29711, 30423, 3866696, 3490253, 3866696 ], [ -1313371, -33377, -1313371, -11959457, -399192, -11959457 ], [ 136, 44, 229, 136, 44, 229 ], [ 76, 19, 116, 131, 54, 253 ], [ 235, 69, 551, 140, 29, 212 ], [ 22182, 3631, 18551, 22182, 3631, 18551 ], [ 11.147738, 11.147738, 15.981071, 11.147738, 11.147738, 15.981071 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577201, -584439, -588759, -501181, 540233, -596239 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22567, "evaluation_days": 1880.58, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1598853600000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759930364552, "expiration_time": 1765774166400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 140, "offset": 62 } } }
# | 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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