| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1134027.401 | 17040.5758 | -1151067.9769 | 275441.9857 | 2293609.1203 | -2018167.1346 |
| Total P&L (%) | -1134.0274 | 17.0406 | -1151.068 | 275.442 | 2293.6091 | -2018.1671 |
| Avg Daily Profit (%) | -0.6075 | 0.0091 | -0.6166 | 0.0709 | 0.1703 | 0 |
| Buy And Hold Return (%) | 451.9461 | 451.9461 | 451.9461 | 451.9461 | 451.9461 | 451.9461 |
| Max Trade Drawdown | -1200224 | -164089 | -1190363 | -4624493 | -946401 | -5890243 |
| Profit Factor | 0.4102 | 1.0468 | 0.2613 | 1.0226 | 1.6395 | 0.7652 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 61 | 27 | 34 | 43 | 26 | 17 |
| Losing Trades | 35 | 21 | 14 | 53 | 22 | 31 |
| Profitability (%) | 63.5417 | 56.25 | 70.8333 | 44.7917 | 54.1667 | 35.4167 |
| Ratio Avg Win / Avg Loss | 0.2353 | 0.8142 | 0.1076 | 1.2604 | 1.3872 | 1.3953 |
| Largest Winning Trade | 63940 | 63940 | 36953 | 1825545 | 1445919 | 1825545 |
| Largest Losing Trade | -584686 | -53536 | -584686 | -3357178 | -743615 | -3357178 |
| Avg Bars in Trades | 230 | 232 | 228 | 230 | 232 | 228 |
| Avg Bars in Winners | 152 | 141 | 160 | 267 | 279 | 248 |
| Avg Bars in Losers | 366 | 348 | 394 | 200 | 175 | 217 |
| Bars Traded | 22117 | 11144 | 10973 | 22117 | 11144 | 10973 |
| Profit Streak | 59.24 | 84.5734 | 59.24 | 59.24 | 84.5734 | 59.24 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577313 | -515299 | -577010 | -460023 | 363011 | -583716 |
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22400,
"evaluation_days": 1866.67,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599127200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758966338509,
"expiration_time": 1764528480000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 163,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 240,
"offset": 0,
"a": 0.75998
}
}
} {
"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": [
[
-1134027.4010239434,
17040.5758440717,
-1151067.976868015,
275441.985681699,
2293609.1203131797,
-2018167.1346314787
],
[
-1134.027401,
17.040576,
-1151.067977,
275.441986,
2293.60912,
-2018.167135
],
[
-0.607514,
0.009129,
-0.616642,
0.070896,
0.170255,
0
],
[
451.946105,
451.946105,
451.946105,
451.946105,
451.946105,
451.946105
],
[
-1200224,
-164089,
-1190363,
-4624493,
-946401,
-5890243
],
[
0.410161,
1.046769,
0.261308,
1.022614,
1.639475,
0.765158
],
[
96,
48,
48,
96,
48,
48
],
[
61,
27,
34,
43,
26,
17
],
[
35,
21,
14,
53,
22,
31
],
[
63.541667,
56.25,
70.833333,
44.791667,
54.166667,
35.416667
],
[
0.235338,
0.814154,
0.107597,
1.260431,
1.387248,
1.395287
],
[
63940,
63940,
36953,
1825545,
1445919,
1825545
],
[
-584686,
-53536,
-584686,
-3357178,
-743615,
-3357178
],
[
230,
232,
228,
230,
232,
228
],
[
152,
141,
160,
267,
279,
248
],
[
366,
348,
394,
200,
175,
217
],
[
22117,
11144,
10973,
22117,
11144,
10973
],
[
59.240029,
84.573362,
59.240029,
59.240029,
84.573362,
59.240029
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577313,
-515299,
-577010,
-460023,
363011,
-583716
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22400,
"evaluation_days": 1866.67,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599127200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758966338509,
"expiration_time": 1764528480000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 163,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 240,
"offset": 0,
"a": 0.75998
}
}
}
| # | 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) |
|---|