| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1159069.826 | 945730.1872 | 213339.6388 | 43653354.5331 | 2176732.8158 | 41476621.7173 |
| Total P&L (%) | 1159.0698 | 945.7302 | 213.3396 | 43653.3545 | 2176.7328 | 41476.6217 |
| Avg Daily Profit (%) | 0.616 | 0.5026 | 0.1134 | 0.3237 | 0.1662 | 0.321 |
| Buy And Hold Return (%) | 481.9802 | 481.9802 | 481.9802 | 481.9802 | 481.9802 | 481.9802 |
| Max Trade Drawdown | -104140 | -95131 | -63141 | -32567313 | -33758388 | -13197540 |
| Profit Factor | 2.1824 | 2.93 | 1.4352 | 1.2066 | 1.0184 | 1.4459 |
| Total Trades | 269 | 135 | 134 | 269 | 135 | 134 |
| Winning Trades | 111 | 51 | 60 | 111 | 51 | 60 |
| Losing Trades | 158 | 84 | 74 | 158 | 84 | 74 |
| Profitability (%) | 41.2639 | 37.7778 | 44.7761 | 41.2639 | 37.7778 | 44.7761 |
| Ratio Avg Win / Avg Loss | 3.1065 | 4.8259 | 1.77 | 1.7175 | 1.6774 | 1.7833 |
| Largest Winning Trade | 233086 | 233086 | 41452 | 30470054 | 30470054 | 14923955 |
| Largest Losing Trade | -29298 | -19314 | -29298 | -11763893 | -11763893 | -5933287 |
| Avg Bars in Trades | 83 | 76 | 90 | 83 | 76 | 90 |
| Avg Bars in Winners | 137 | 131 | 142 | 137 | 131 | 142 |
| Avg Bars in Losers | 45 | 42 | 48 | 45 | 42 | 48 |
| Bars Traded | 22420 | 10261 | 12159 | 22420 | 10261 | 12159 |
| Profit Streak | 0 | 0 | 20.3976 | 0 | 0 | 20.3976 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 344348 | 148637 | -207062 | 278247 | -198137 | 341362 |
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22579,
"evaluation_days": 1881.58,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598104800000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760016752583,
"expiration_time": 1765863676800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 98,
"offset": 0,
"std": 3.92715
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 29,
"offset": 36,
"std": 1.96488
}
}
} {
"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": [
[
1159069.8259998728,
945730.1871982038,
213339.6388016691,
43653354.53308892,
2176732.815808031,
41476621.71728089
],
[
1159.069826,
945.730187,
213.339639,
43653.354533,
2176.732816,
41476.621717
],
[
0.616009,
0.502626,
0.113383,
0.323717,
0.166239,
0.320996
],
[
481.980233,
481.980233,
481.980233,
481.980233,
481.980233,
481.980233
],
[
-104140,
-95131,
-63141,
-32567313,
-33758388,
-13197540
],
[
2.182393,
2.929982,
1.435161,
1.206593,
1.018402,
1.445913
],
[
269,
135,
134,
269,
135,
134
],
[
111,
51,
60,
111,
51,
60
],
[
158,
84,
74,
158,
84,
74
],
[
41.263941,
37.777778,
44.776119,
41.263941,
37.777778,
44.776119
],
[
3.106469,
4.825853,
1.770032,
1.717493,
1.677369,
1.783293
],
[
233086,
233086,
41452,
30470054,
30470054,
14923955
],
[
-29298,
-19314,
-29298,
-11763893,
-11763893,
-5933287
],
[
83,
76,
90,
83,
76,
90
],
[
137,
131,
142,
137,
131,
142
],
[
45,
42,
48,
45,
42,
48
],
[
22420,
10261,
12159,
22420,
10261,
12159
],
[
0,
0,
20.397599,
0,
0,
20.397599
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
344348,
148637,
-207062,
278247,
-198137,
341362
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22579,
"evaluation_days": 1881.58,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598104800000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760016752583,
"expiration_time": 1765863676800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 98,
"offset": 0,
"std": 3.92715
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 29,
"offset": 36,
"std": 1.96488
}
}
}
| # | 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) |
|---|