| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 242990.0545 | 142569.1352 | 100420.9193 | 377780.74 | 141001.84 | 236778.9 |
| Total P&L (%) | 242.9901 | 142.5691 | 100.4209 | 377.7807 | 141.0018 | 236.7789 |
| Avg Daily Profit (%) | 0.4665 | 0.2737 | 0.1928 | 0.3007 | 0.169 | 0.2334 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -65741 | -72548 | -35126 | -229210 | -224288 | -71898 |
| Profit Factor | 1.3626 | 1.4406 | 1.2898 | 1.2524 | 1.198 | 1.3018 |
| Total Trades | 434 | 217 | 217 | 434 | 217 | 217 |
| Winning Trades | 166 | 76 | 90 | 166 | 76 | 90 |
| Losing Trades | 268 | 141 | 127 | 268 | 141 | 127 |
| Profitability (%) | 38.2488 | 35.023 | 41.4747 | 38.2488 | 35.023 | 41.4747 |
| Ratio Avg Win / Avg Loss | 2.1998 | 2.6726 | 1.82 | 2.022 | 2.2226 | 1.837 |
| Largest Winning Trade | 108022 | 108022 | 22899 | 101234 | 101234 | 53971 |
| Largest Losing Trade | -12294 | -7530 | -12294 | -31294 | -31294 | -25863 |
| Avg Bars in Trades | 56 | 58 | 55 | 56 | 58 | 55 |
| Avg Bars in Winners | 94 | 97 | 92 | 94 | 97 | 92 |
| Avg Bars in Losers | 33 | 36 | 30 | 33 | 36 | 30 |
| Bars Traded | 24719 | 12606 | 12113 | 24719 | 12606 | 12113 |
| 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 | 309824 | 161721 | 193968 | 234570 | -66 | 209105 |
{
"trading_pair": "SAND_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714159800000,
"first_datapoint_time": 1714530600000,
"last_datapoint_time": 1759158000000,
"evaluation_time": 1759159498324,
"expiration_time": 1765638000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 124,
"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": [
[
242990.0545471115,
142569.1352110617,
100420.9193360499,
377780.7400051424,
141001.8400162473,
236778.8999888952
],
[
242.990055,
142.569135,
100.420919,
377.78074,
141.00184,
236.7789
],
[
0.466544,
0.273734,
0.192809,
0.300738,
0.169034,
0.233411
],
[
10,
10,
10,
10,
10,
10
],
[
-65741,
-72548,
-35126,
-229210,
-224288,
-71898
],
[
1.362573,
1.440554,
1.289758,
1.252405,
1.198006,
1.301777
],
[
434,
217,
217,
434,
217,
217
],
[
166,
76,
90,
166,
76,
90
],
[
268,
141,
127,
268,
141,
127
],
[
38.248848,
35.023041,
41.474654,
38.248848,
35.023041,
41.474654
],
[
2.199817,
2.672606,
1.819992,
2.021955,
2.222616,
1.836952
],
[
108022,
108022,
22899,
101234,
101234,
53971
],
[
-12294,
-7530,
-12294,
-31294,
-31294,
-25863
],
[
56,
58,
55,
56,
58,
55
],
[
94,
97,
92,
94,
97,
92
],
[
33,
36,
30,
33,
36,
30
],
[
24719,
12606,
12113,
24719,
12606,
12113
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
309824,
161721,
193968,
234570,
-66,
209105
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714159800000,
"first_datapoint_time": 1714530600000,
"last_datapoint_time": 1759158000000,
"evaluation_time": 1759159498324,
"expiration_time": 1765638000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 124,
"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) |
|---|