| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1173357.7616 | 1078311.1881 | 95046.5736 | 4714416.9194 | 2726839.7862 | 1987577.1332 |
| Total P&L (%) | 1173.3578 | 1078.3112 | 95.0466 | 4714.4169 | 2726.8398 | 1987.5771 |
| Avg Daily Profit (%) | 0.6264 | 0.5757 | 0.0507 | 0.2071 | 0.1786 | 0.1624 |
| Buy And Hold Return (%) | 437.1338 | 437.1338 | 437.1338 | 437.1338 | 437.1338 | 437.1338 |
| Max Trade Drawdown | -119143 | -85959 | -72722 | -12242244 | -5830616 | -7285082 |
| Profit Factor | 2.2161 | 3.143 | 1.2059 | 1.0931 | 1.1031 | 1.082 |
| Total Trades | 245 | 123 | 122 | 245 | 123 | 122 |
| Winning Trades | 98 | 42 | 56 | 98 | 42 | 56 |
| Losing Trades | 147 | 81 | 66 | 147 | 81 | 66 |
| Profitability (%) | 40 | 34.1463 | 45.9016 | 40 | 34.1463 | 45.9016 |
| Ratio Avg Win / Avg Loss | 3.3241 | 6.0615 | 1.4212 | 1.6396 | 2.1275 | 1.2753 |
| Largest Winning Trade | 567803 | 567803 | 56221 | 5098148 | 5098148 | 3016994 |
| Largest Losing Trade | -35031 | -22186 | -35031 | -4662376 | -2013339 | -4662376 |
| Avg Bars in Trades | 89 | 87 | 91 | 89 | 87 | 91 |
| Avg Bars in Winners | 124 | 117 | 129 | 124 | 117 | 129 |
| Avg Bars in Losers | 66 | 72 | 59 | 66 | 72 | 59 |
| Bars Traded | 21947 | 10804 | 11143 | 21947 | 10804 | 11143 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 356432 | 255055 | -293242 | -111570 | -105013 | -126123 |
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22477,
"evaluation_days": 1873.08,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599768000000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759281925824,
"expiration_time": 1765102838400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 176,
"offset": 153
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 121,
"offset": 0,
"multiplier": 2.66097
}
}
} {
"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": [
[
1173357.7616468002,
1078311.1880921773,
95046.5735546213,
4714416.919391712,
2726839.7862056284,
1987577.1331860793
],
[
1173.357762,
1078.311188,
95.046574,
4714.416919,
2726.839786,
1987.577133
],
[
0.626432,
0.575689,
0.050743,
0.20705,
0.178568,
0.162356
],
[
437.133796,
437.133796,
437.133796,
437.133796,
437.133796,
437.133796
],
[
-119143,
-85959,
-72722,
-12242244,
-5830616,
-7285082
],
[
2.216072,
3.143019,
1.205862,
1.09305,
1.103135,
1.082044
],
[
245,
123,
122,
245,
123,
122
],
[
98,
42,
56,
98,
42,
56
],
[
147,
81,
66,
147,
81,
66
],
[
40,
34.146341,
45.901639,
40,
34.146341,
45.901639
],
[
3.324108,
6.061537,
1.421194,
1.639575,
2.127474,
1.275266
],
[
567803,
567803,
56221,
5098148,
5098148,
3016994
],
[
-35031,
-22186,
-35031,
-4662376,
-2013339,
-4662376
],
[
89,
87,
91,
89,
87,
91
],
[
124,
117,
129,
124,
117,
129
],
[
66,
72,
59,
66,
72,
59
],
[
21947,
10804,
11143,
21947,
10804,
11143
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
356432,
255055,
-293242,
-111570,
-105013,
-126123
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22477,
"evaluation_days": 1873.08,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599768000000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759281925824,
"expiration_time": 1765102838400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 176,
"offset": 153
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 121,
"offset": 0,
"multiplier": 2.66097
}
}
}
| # | 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) |
|---|