| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1223460.0613 | 1175333.8235 | 48126.2378 | 1529725.9912 | 65052.541 | 1464673.4502 |
| Total P&L (%) | 1223.4601 | 1175.3338 | 48.1262 | 1529.726 | 65.0525 | 1464.6735 |
| Avg Daily Profit (%) | 0.6492 | 0.6236 | 0.0255 | 0.1482 | 0.0266 | 0.146 |
| Buy And Hold Return (%) | 378.1877 | 378.1877 | 378.1877 | 378.1877 | 378.1877 | 378.1877 |
| Max Trade Drawdown | -181877 | -102465 | -142932 | -4362863 | -2515838 | -2011102 |
| Profit Factor | 2.4895 | 3.8549 | 1.1175 | 1.1343 | 1.0095 | 1.3238 |
| Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
| Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
| Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
| Profitability (%) | 39.2157 | 33.3333 | 45.098 | 39.2157 | 33.3333 | 45.098 |
| Ratio Avg Win / Avg Loss | 3.8588 | 7.7098 | 1.3604 | 1.7582 | 2.0189 | 1.6116 |
| Largest Winning Trade | 516168 | 516168 | 47576 | 1777114 | 1777114 | 571517 |
| Largest Losing Trade | -59315 | -28182 | -59315 | -1184775 | -673099 | -1184775 |
| Avg Bars in Trades | 54 | 61 | 47 | 54 | 61 | 47 |
| Avg Bars in Winners | 77 | 91 | 67 | 77 | 91 | 67 |
| Avg Bars in Losers | 39 | 45 | 31 | 39 | 45 | 31 |
| Bars Traded | 5526 | 3115 | 2411 | 5526 | 3115 | 2411 |
| 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 | 352696 | -170938 | -597805 | -72570 | -718660 | -180632 |
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5654,
"evaluation_days": 1884.67,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1600185600000,
"last_datapoint_time": 1760198400000,
"evaluation_time": 1760209568511,
"expiration_time": 1765083456000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 222,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 98,
"offset": 0,
"std": 1.10531
}
}
} {
"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": [
[
1223460.061267034,
1175333.823452462,
48126.2378145722,
1529725.9912345107,
65052.5410247288,
1464673.4502097815
],
[
1223.460061,
1175.333823,
48.126238,
1529.725991,
65.052541,
1464.67345
],
[
0.649164,
0.623628,
0.025536,
0.148199,
0.026591,
0.146035
],
[
378.187721,
378.187721,
378.187721,
378.187721,
378.187721,
378.187721
],
[
-181877,
-102465,
-142932,
-4362863,
-2515838,
-2011102
],
[
2.489528,
3.854899,
1.117472,
1.13431,
1.009474,
1.323829
],
[
102,
51,
51,
102,
51,
51
],
[
40,
17,
23,
40,
17,
23
],
[
62,
34,
28,
62,
34,
28
],
[
39.215686,
33.333333,
45.098039,
39.215686,
33.333333,
45.098039
],
[
3.858769,
7.709799,
1.3604,
1.75818,
2.018948,
1.611618
],
[
516168,
516168,
47576,
1777114,
1777114,
571517
],
[
-59315,
-28182,
-59315,
-1184775,
-673099,
-1184775
],
[
54,
61,
47,
54,
61,
47
],
[
77,
91,
67,
77,
91,
67
],
[
39,
45,
31,
39,
45,
31
],
[
5526,
3115,
2411,
5526,
3115,
2411
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
352696,
-170938,
-597805,
-72570,
-718660,
-180632
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5654,
"evaluation_days": 1884.67,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1600185600000,
"last_datapoint_time": 1760198400000,
"evaluation_time": 1760209568511,
"expiration_time": 1765083456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 222,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 98,
"offset": 0,
"std": 1.10531
}
}
}
| # | 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) |
|---|