Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1319456.8641 | 1315181.0924 | 4275.7717 | -5885182.6704 | -1871234.7656 | -4013947.9047 |
Total P&L (%) | 1319.4569 | 1315.1811 | 4.2758 | -5885.1827 | -1871.2348 | -4013.9479 |
Avg Daily Profit (%) | 0.7001 | 0.6978 | 0.0023 | 0 | 0 | 0 |
Buy And Hold Return (%) | 331.9101 | 331.9101 | 331.9101 | 331.9101 | 331.9101 | 331.9101 |
Max Trade Drawdown | -203356 | -92136 | -213773 | -8249291 | -5088955 | -5139812 |
Profit Factor | 3.1052 | 6.0477 | 1.0117 | 0.6622 | 0.8074 | 0.4793 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 35 | 16 | 19 | 36 | 20 | 16 |
Losing Trades | 36 | 20 | 16 | 35 | 16 | 19 |
Profitability (%) | 49.2958 | 44.4444 | 54.2857 | 50.7042 | 55.5556 | 45.7143 |
Ratio Avg Win / Avg Loss | 3.194 | 7.5596 | 0.8519 | 0.6438 | 0.6459 | 0.5691 |
Largest Winning Trade | 788190 | 788190 | 57021 | 2063619 | 2063619 | 763246 |
Largest Losing Trade | -164619 | -38371 | -164619 | -4608888 | -4608888 | -1768447 |
Avg Bars in Trades | 103 | 90 | 117 | 103 | 90 | 117 |
Avg Bars in Winners | 134 | 124 | 142 | 66 | 56 | 78 |
Avg Bars in Losers | 74 | 63 | 87 | 142 | 132 | 150 |
Bars Traded | 7372 | 3256 | 4116 | 7372 | 3256 | 4116 |
Profit Streak | 0 | 0 | 0 | 30.8874 | 30.8874 | 39.8874 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75550 | 590491 | -564363 | -670963 | -579519 | -581906 |
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{ "first_band": { "type": "bbm", "factors": { "length": 204, "offset": 0, "std": 4.27799 } }, "second_band": { "type": "bbm", "factors": { "length": 158, "offset": 0, "std": 3.46549 } } }
{ "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": [ [ 1319456.864147826, 1315181.0924080182, 4275.7717398074, -5885182.670354867, -1871234.765631157, -4013947.9047237104 ], [ 1319.456864, 1315.181092, 4.275772, -5885.18267, -1871.234766, -4013.947905 ], [ 0.70007, 0.697801, 0.002269, 0, 0, 0 ], [ 331.910112, 331.910112, 331.910112, 331.910112, 331.910112, 331.910112 ], [ -203356, -92136, -213773, -8249291, -5088955, -5139812 ], [ 3.105232, 6.047658, 1.011676, 0.662216, 0.807377, 0.479278 ], [ 71, 36, 35, 71, 36, 35 ], [ 35, 16, 19, 36, 20, 16 ], [ 36, 20, 16, 35, 16, 19 ], [ 49.295775, 44.444444, 54.285714, 50.704225, 55.555556, 45.714286 ], [ 3.193953, 7.559572, 0.851938, 0.643821, 0.645901, 0.569143 ], [ 788190, 788190, 57021, 2063619, 2063619, 763246 ], [ -164619, -38371, -164619, -4608888, -4608888, -1768447 ], [ 103, 90, 117, 103, 90, 117 ], [ 134, 124, 142, 66, 56, 78 ], [ 74, 63, 87, 142, 132, 150 ], [ 7372, 3256, 4116, 7372, 3256, 4116 ], [ 0, 0, 0, 30.88744, 30.88744, 39.88744 ], [ 0, 0, 0, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -75550, 590491, -564363, -670963, -579519, -581906 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7539, "evaluation_days": 1884.75, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600560000000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760239074830, "expiration_time": 1765112472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 204, "offset": 0, "std": 4.27799 } }, "second_band": { "type": "bbm", "factors": { "length": 158, "offset": 0, "std": 3.46549 } } }
# | 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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