| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 638121.628 | 640632.1089 | -2510.4809 | 323375.5731 | 380652.8023 | -57277.2292 |
| Total P&L (%) | 638.1216 | 640.6321 | -2.5105 | 323.3756 | 380.6528 | -57.2772 |
| Avg Daily Profit (%) | 0.3417 | 0.3431 | -0.0013 | 0.0773 | 0.0841 | -0.0455 |
| Buy And Hold Return (%) | 256.1983 | 256.1983 | 256.1983 | 256.1983 | 256.1983 | 256.1983 |
| Max Trade Drawdown | -115786 | -96945 | -228451 | -452236 | -363108 | -510685 |
| Profit Factor | 1.4827 | 2.0632 | 0.9965 | 1.0823 | 1.2076 | 0.9727 |
| Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
| Winning Trades | 153 | 74 | 79 | 153 | 74 | 79 |
| Losing Trades | 159 | 82 | 77 | 159 | 82 | 77 |
| Profitability (%) | 49.0385 | 47.4359 | 50.641 | 49.0385 | 47.4359 | 50.641 |
| Ratio Avg Win / Avg Loss | 1.5409 | 2.2863 | 0.9713 | 1.1248 | 1.3382 | 0.948 |
| Largest Winning Trade | 196703 | 196703 | 51147 | 319122 | 319122 | 152090 |
| Largest Losing Trade | -66706 | -33519 | -66706 | -206851 | -79594 | -206851 |
| Avg Bars in Trades | 23 | 22 | 24 | 23 | 22 | 24 |
| Avg Bars in Winners | 26 | 21 | 32 | 26 | 21 | 32 |
| Avg Bars in Losers | 20 | 23 | 17 | 20 | 23 | 17 |
| Bars Traded | 7374 | 3479 | 3895 | 7374 | 3479 | 3895 |
| 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 | 341238 | 330133 | -580155 | -302366 | -96239 | -580155 |
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7469,
"evaluation_days": 1867.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598572800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758884409562,
"expiration_time": 1763555112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 55,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
638121.6280139406,
640632.1088990365,
-2510.4808850961,
323375.5731245059,
380652.8023124406,
-57277.2291879354
],
[
638.121628,
640.632109,
-2.510481,
323.375573,
380.652802,
-57.277229
],
[
0.341744,
0.343089,
-0.001344,
0.077314,
0.084115,
-0.045535
],
[
256.198315,
256.198315,
256.198315,
256.198315,
256.198315,
256.198315
],
[
-115786,
-96945,
-228451,
-452236,
-363108,
-510685
],
[
1.482706,
2.063207,
0.99651,
1.082317,
1.207633,
0.972662
],
[
312,
156,
156,
312,
156,
156
],
[
153,
74,
79,
153,
74,
79
],
[
159,
82,
77,
159,
82,
77
],
[
49.038462,
47.435897,
50.641026,
49.038462,
47.435897,
50.641026
],
[
1.540852,
2.286256,
0.971282,
1.124761,
1.338188,
0.948037
],
[
196703,
196703,
51147,
319122,
319122,
152090
],
[
-66706,
-33519,
-66706,
-206851,
-79594,
-206851
],
[
23,
22,
24,
23,
22,
24
],
[
26,
21,
32,
26,
21,
32
],
[
20,
23,
17,
20,
23,
17
],
[
7374,
3479,
3895,
7374,
3479,
3895
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
341238,
330133,
-580155,
-302366,
-96239,
-580155
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7469,
"evaluation_days": 1867.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598572800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758884409562,
"expiration_time": 1763555112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 55,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|