| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1295176.6239 | 1270417.1885 | 24759.4354 | 1302995.4051 | -909691.3224 | 2212686.7275 |
| Total P&L (%) | 1295.1766 | 1270.4172 | 24.7594 | 1302.9954 | -909.6913 | 2212.6867 |
| Avg Daily Profit (%) | 0.6917 | 0.6785 | 0.0132 | 0.1412 | 0 | 0.1679 |
| Buy And Hold Return (%) | 314.3958 | 314.3958 | 314.3958 | 314.3958 | 314.3958 | 314.3958 |
| Max Trade Drawdown | -121064 | -127532 | -51657 | -5279269 | -5432261 | -1374283 |
| Profit Factor | 3.3223 | 5.1267 | 1.0991 | 1.0921 | 0.9006 | 1.4422 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 28 | 10 | 18 | 28 | 10 | 18 |
| Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
| Profitability (%) | 38.8889 | 27.7778 | 50 | 38.8889 | 27.7778 | 50 |
| Ratio Avg Win / Avg Loss | 5.2208 | 13.3294 | 1.0991 | 1.7161 | 2.3415 | 1.4422 |
| Largest Winning Trade | 752591 | 752591 | 54631 | 3644768 | 3644768 | 2130279 |
| Largest Losing Trade | -42162 | -28589 | -42162 | -1451315 | -1451315 | -1374283 |
| Avg Bars in Trades | 49 | 52 | 46 | 49 | 52 | 46 |
| Avg Bars in Winners | 76 | 111 | 56 | 76 | 111 | 56 |
| Avg Bars in Losers | 32 | 29 | 37 | 32 | 29 | 37 |
| Bars Traded | 3580 | 1889 | 1691 | 3580 | 1889 | 1691 |
| 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 | -71622 | 9177 | -452478 | -212520 | -595574 | 313707 |
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3745,
"evaluation_days": 1872.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598486400000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759190085545,
"expiration_time": 1764000720000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 9,
"offset": 0,
"multiplier": 4.24581
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 25,
"offset": 0,
"multiplier": 3.20206
}
}
} {
"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": [
[
1295176.623855527,
1270417.1884845062,
24759.4353710201,
1302995.4050528808,
-909691.3224421993,
2212686.72749508
],
[
1295.176624,
1270.417188,
24.759435,
1302.995405,
-909.691322,
2212.686727
],
[
0.691683,
0.67846,
0.013223,
0.141151,
0,
0.167884
],
[
314.395776,
314.395776,
314.395776,
314.395776,
314.395776,
314.395776
],
[
-121064,
-127532,
-51657,
-5279269,
-5432261,
-1374283
],
[
3.322318,
5.126699,
1.099095,
1.092069,
0.900567,
1.442218
],
[
72,
36,
36,
72,
36,
36
],
[
28,
10,
18,
28,
10,
18
],
[
44,
26,
18,
44,
26,
18
],
[
38.888889,
27.777778,
50,
38.888889,
27.777778,
50
],
[
5.220786,
13.329418,
1.099095,
1.716109,
2.341474,
1.442218
],
[
752591,
752591,
54631,
3644768,
3644768,
2130279
],
[
-42162,
-28589,
-42162,
-1451315,
-1451315,
-1374283
],
[
49,
52,
46,
49,
52,
46
],
[
76,
111,
56,
76,
111,
56
],
[
32,
29,
37,
32,
29,
37
],
[
3580,
1889,
1691,
3580,
1889,
1691
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-71622,
9177,
-452478,
-212520,
-595574,
313707
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3745,
"evaluation_days": 1872.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598486400000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759190085545,
"expiration_time": 1764000720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 9,
"offset": 0,
"multiplier": 4.24581
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 25,
"offset": 0,
"multiplier": 3.20206
}
}
}
| # | 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) |
|---|