| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1085331.1361 | 71666.8756 | -1156998.0117 | -83084.8665 | -4931069.5361 | 4847984.6696 |
| Total P&L (%) | -1085.3311 | 71.6669 | -1156.998 | -83.0849 | -4931.0695 | 4847.9847 |
| Avg Daily Profit (%) | -0.5792 | 0.0382 | -0.6174 | -0.0948 | 0 | 0.2084 |
| Buy And Hold Return (%) | 481.4848 | 481.4848 | 481.4848 | 481.4848 | 481.4848 | 481.4848 |
| Max Trade Drawdown | -1420742 | -255894 | -1259737 | -5061215 | -6459435 | -2965096 |
| Profit Factor | 0.48 | 1.1238 | 0.233 | 0.9941 | 0.4575 | 1.9813 |
| Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
| Winning Trades | 115 | 53 | 62 | 117 | 52 | 65 |
| Losing Trades | 122 | 66 | 56 | 120 | 67 | 53 |
| Profitability (%) | 48.5232 | 44.5378 | 52.5424 | 49.3671 | 43.6975 | 55.0847 |
| Ratio Avg Win / Avg Loss | 0.5092 | 1.3995 | 0.2105 | 1.0196 | 0.5895 | 1.6155 |
| Largest Winning Trade | 180891 | 180891 | 31920 | 5609783 | 607469 | 5609783 |
| Largest Losing Trade | -647642 | -70073 | -647642 | -3236087 | -3236087 | -2802191 |
| Avg Bars in Trades | 46 | 54 | 38 | 46 | 54 | 38 |
| Avg Bars in Winners | 34 | 41 | 28 | 40 | 47 | 34 |
| Avg Bars in Losers | 58 | 64 | 50 | 52 | 59 | 43 |
| Bars Traded | 11020 | 6457 | 4563 | 11020 | 6457 | 4563 |
| Profit Streak | 0 | 0 | 14.8727 | 0 | 0 | 14.8727 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -580112 | -394253 | -579199 | -578117 | -583466 | 496159 |
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11244,
"evaluation_days": 1874,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600502400000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759309005077,
"expiration_time": 1764163008000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 120,
"offset": 0,
"std": 4.12846
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 215
}
}
} {
"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": [
[
-1085331.136115021,
71666.8755865264,
-1156998.0117015468,
-83084.8664624055,
-4931069.536110987,
4847984.6696485765
],
[
-1085.331136,
71.666876,
-1156.998012,
-83.084866,
-4931.069536,
4847.98467
],
[
-0.579152,
0.038243,
-0.617395,
-0.094777,
0,
0.208411
],
[
481.48482,
481.48482,
481.48482,
481.48482,
481.48482,
481.48482
],
[
-1420742,
-255894,
-1259737,
-5061215,
-6459435,
-2965096
],
[
0.480015,
1.123845,
0.233042,
0.994078,
0.457497,
1.981256
],
[
237,
119,
118,
237,
119,
118
],
[
115,
53,
62,
117,
52,
65
],
[
122,
66,
56,
120,
67,
53
],
[
48.523207,
44.537815,
52.542373,
49.367089,
43.697479,
55.084746
],
[
0.509234,
1.399505,
0.21049,
1.019567,
0.589467,
1.615486
],
[
180891,
180891,
31920,
5609783,
607469,
5609783
],
[
-647642,
-70073,
-647642,
-3236087,
-3236087,
-2802191
],
[
46,
54,
38,
46,
54,
38
],
[
34,
41,
28,
40,
47,
34
],
[
58,
64,
50,
52,
59,
43
],
[
11020,
6457,
4563,
11020,
6457,
4563
],
[
0,
0,
14.872744,
0,
0,
14.872744
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-580112,
-394253,
-579199,
-578117,
-583466,
496159
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11244,
"evaluation_days": 1874,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600502400000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759309005077,
"expiration_time": 1764163008000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 120,
"offset": 0,
"std": 4.12846
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 215
}
}
}
| # | 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) |
|---|