| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 574450.4564 | 576937.7496 | -2487.2932 | 221232.6747 | -2566661.5508 | 2787894.2256 |
| Total P&L (%) | 574.4505 | 576.9378 | -2.4873 | 221.2327 | -2566.6616 | 2787.8942 |
| Avg Daily Profit (%) | 0.3077 | 0.309 | -0.0013 | 0.0625 | 0 | 0.1803 |
| Buy And Hold Return (%) | 413.6458 | 413.6458 | 413.6458 | 413.6458 | 413.6458 | 413.6458 |
| Max Trade Drawdown | -224230 | -192781 | -74795 | -13969851 | -13492979 | -1163043 |
| Profit Factor | 2.1616 | 2.6753 | 0.9834 | 1.0124 | 0.8339 | 2.186 |
| Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
| Losing Trades | 25 | 11 | 14 | 25 | 11 | 14 |
| Profitability (%) | 59.0164 | 63.3333 | 54.8387 | 59.0164 | 63.3333 | 54.8387 |
| Ratio Avg Win / Avg Loss | 1.5011 | 1.5489 | 0.8099 | 0.7031 | 0.4828 | 1.8003 |
| Largest Winning Trade | 242961 | 242961 | 27437 | 6662694 | 6662694 | 3071922 |
| Largest Losing Trade | -64996 | -64996 | -42003 | -5936066 | -5936066 | -621466 |
| Avg Bars in Trades | 161 | 311 | 15 | 161 | 311 | 15 |
| Avg Bars in Winners | 62 | 107 | 12 | 62 | 107 | 12 |
| Avg Bars in Losers | 302 | 663 | 18 | 302 | 663 | 18 |
| Bars Traded | 9825 | 9349 | 476 | 9825 | 9349 | 476 |
| Profit Streak | 69.2073 | 0 | 70.874 | 69.2073 | 0 | 70.874 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -196036 | -27209 | -579354 | -648023 | -579097 | 478013 |
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11203,
"evaluation_days": 1867.17,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598428800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758934714184,
"expiration_time": 1763554896000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 42,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 72,
"offset": 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": [
[
574450.4563872016,
576937.749606009,
-2487.2932188074,
221232.6747151731,
-2566661.5508453725,
2787894.225560546
],
[
574.450456,
576.93775,
-2.487293,
221.232675,
-2566.661551,
2787.894226
],
[
0.307658,
0.30899,
-0.001332,
0.06252,
0,
0.18028
],
[
413.64575,
413.64575,
413.64575,
413.64575,
413.64575,
413.64575
],
[
-224230,
-192781,
-74795,
-13969851,
-13492979,
-1163043
],
[
2.161551,
2.675314,
0.983438,
1.012425,
0.833933,
2.186041
],
[
61,
30,
31,
61,
30,
31
],
[
36,
19,
17,
36,
19,
17
],
[
25,
11,
14,
25,
11,
14
],
[
59.016393,
63.333333,
54.83871,
59.016393,
63.333333,
54.83871
],
[
1.501077,
1.548866,
0.80989,
0.703073,
0.482803,
1.800269
],
[
242961,
242961,
27437,
6662694,
6662694,
3071922
],
[
-64996,
-64996,
-42003,
-5936066,
-5936066,
-621466
],
[
161,
311,
15,
161,
311,
15
],
[
62,
107,
12,
62,
107,
12
],
[
302,
663,
18,
302,
663,
18
],
[
9825,
9349,
476,
9825,
9349,
476
],
[
69.20734,
0,
70.874007,
69.20734,
0,
70.874007
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-196036,
-27209,
-579354,
-648023,
-579097,
478013
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11203,
"evaluation_days": 1867.17,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598428800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758934714184,
"expiration_time": 1763554896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 42,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 72,
"offset": 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) |
|---|