Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1847694.653 | -52850.3833 | -1794844.2696 | -328247.0548 | 4055546.005 | -4383793.0598 |
Total P&L (%) | -1847.6947 | -52.8504 | -1794.8443 | -328.2471 | 4055.546 | -4383.7931 |
Avg Daily Profit (%) | -0.9805 | -0.028 | -0.9524 | 0 | 0.198 | 0 |
Buy And Hold Return (%) | 343.4966 | 343.4966 | 343.4966 | 343.4966 | 343.4966 | 343.4966 |
Max Trade Drawdown | -1918115 | -143077 | -1825789 | -4038687 | -802752 | -5956144 |
Profit Factor | 0.2256 | 0.8239 | 0.1395 | 0.9663 | 4.0728 | 0.479 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 33 | 16 | 17 | 35 | 21 | 14 |
Losing Trades | 33 | 17 | 16 | 31 | 12 | 19 |
Profitability (%) | 50 | 48.4848 | 51.5152 | 53.0303 | 63.6364 | 42.4242 |
Ratio Avg Win / Avg Loss | 0.2256 | 0.8754 | 0.1313 | 0.8558 | 2.3273 | 0.65 |
Largest Winning Trade | 69742 | 69742 | 38798 | 1937181 | 1937181 | 1039605 |
Largest Losing Trade | -1176027 | -57211 | -1176027 | -3681952 | -566858 | -3681952 |
Avg Bars in Trades | 54 | 45 | 63 | 54 | 45 | 63 |
Avg Bars in Winners | 45 | 28 | 61 | 55 | 57 | 52 |
Avg Bars in Losers | 63 | 60 | 65 | 53 | 24 | 71 |
Bars Traded | 3597 | 1496 | 2101 | 3597 | 1496 | 2101 |
Profit Streak | 36.9588 | 45.4588 | 36.9588 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -708288 | -580835 | -580062 | -708884 | 607616 | -583748 |
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3769, "evaluation_days": 1884.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1602892800000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760223639073, "expiration_time": 1765068624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 128, "offset": 0, "scalar": 5 } }, "second_band": { "type": "pwma", "factors": { "length": 112, "offset": 0 } } }
{ "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": [ [ -1847694.652973276, -52850.3833399482, -1794844.269633328, -328247.0547730197, 4055546.005021943, -4383793.059794964 ], [ -1847.694653, -52.850383, -1794.84427, -328.247055, 4055.546005, -4383.79306 ], [ -0.980469, -0.028045, -0.952425, 0, 0.197969, 0 ], [ 343.496606, 343.496606, 343.496606, 343.496606, 343.496606, 343.496606 ], [ -1918115, -143077, -1825789, -4038687, -802752, -5956144 ], [ 0.225598, 0.823879, 0.139528, 0.966277, 4.07278, 0.478981 ], [ 66, 33, 33, 66, 33, 33 ], [ 33, 16, 17, 35, 21, 14 ], [ 33, 17, 16, 31, 12, 19 ], [ 50, 48.484848, 51.515152, 53.030303, 63.636364, 42.424242 ], [ 0.225598, 0.875372, 0.131321, 0.855846, 2.327303, 0.650045 ], [ 69742, 69742, 38798, 1937181, 1937181, 1039605 ], [ -1176027, -57211, -1176027, -3681952, -566858, -3681952 ], [ 54, 45, 63, 54, 45, 63 ], [ 45, 28, 61, 55, 57, 52 ], [ 63, 60, 65, 53, 24, 71 ], [ 3597, 1496, 2101, 3597, 1496, 2101 ], [ 36.958785, 45.458786, 36.958785, 0, 0, 0 ], [ 2, 1, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -708288, -580835, -580062, -708884, 607616, -583748 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3769, "evaluation_days": 1884.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1602892800000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760223639073, "expiration_time": 1765068624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 128, "offset": 0, "scalar": 5 } }, "second_band": { "type": "pwma", "factors": { "length": 112, "offset": 0 } } }
# | 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) |
---|