| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 592988.4754 | 574743.0385 | 18245.4369 | 262374.8832 | 840860.9996 | -578486.1164 |
| Total P&L (%) | 592.9885 | 574.743 | 18.2454 | 262.3749 | 840.861 | -578.4861 |
| Avg Daily Profit (%) | 0.3168 | 0.307 | 0.0097 | 0.0688 | 0.1198 | 0 |
| Buy And Hold Return (%) | 276.4865 | 276.4865 | 276.4865 | 276.4865 | 276.4865 | 276.4865 |
| Max Trade Drawdown | -180214 | -176637 | -82894 | -1620370 | -1711815 | -1033474 |
| Profit Factor | 2.0841 | 2.5165 | 1.1086 | 1.0621 | 1.2951 | 0.5802 |
| Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
| Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
| Losing Trades | 20 | 10 | 10 | 20 | 10 | 10 |
| Profitability (%) | 73.3333 | 72.973 | 73.6842 | 73.3333 | 72.973 | 73.6842 |
| Ratio Avg Win / Avg Loss | 0.7579 | 0.932 | 0.3959 | 0.3862 | 0.4797 | 0.2072 |
| Largest Winning Trade | 143719 | 143719 | 23148 | 726293 | 726293 | 179976 |
| Largest Losing Trade | -79702 | -79702 | -61979 | -1280947 | -1280947 | -893307 |
| Avg Bars in Trades | 262 | 501 | 29 | 262 | 501 | 29 |
| Avg Bars in Winners | 100 | 177 | 26 | 100 | 177 | 26 |
| Avg Bars in Losers | 708 | 1376 | 40 | 708 | 1376 | 40 |
| Bars Traded | 19683 | 18551 | 1132 | 19683 | 18551 | 1132 |
| Profit Streak | 0 | 80.2037 | 0 | 0 | 80.2037 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -53678 | 322519 | -444960 | -478749 | -32976 | -577417 |
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22465,
"evaluation_days": 1872.08,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598529600000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759193599230,
"expiration_time": 1765013328000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 197,
"offset": 140,
"std": 2.76368
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 157,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
592988.4753897324,
574743.0384663581,
18245.4369233741,
262374.8832085385,
840860.9996094964,
-578486.1164009585
],
[
592.988475,
574.743038,
18.245437,
262.374883,
840.861,
-578.486116
],
[
0.316754,
0.307008,
0.009746,
0.068798,
0.119812,
0
],
[
276.486502,
276.486502,
276.486502,
276.486502,
276.486502,
276.486502
],
[
-180214,
-176637,
-82894,
-1620370,
-1711815,
-1033474
],
[
2.084087,
2.516512,
1.108602,
1.062066,
1.295094,
0.58016
],
[
75,
37,
38,
75,
37,
38
],
[
55,
27,
28,
55,
27,
28
],
[
20,
10,
10,
20,
10,
10
],
[
73.333333,
72.972973,
73.684211,
73.333333,
72.972973,
73.684211
],
[
0.75785,
0.932042,
0.395929,
0.386206,
0.479664,
0.2072
],
[
143719,
143719,
23148,
726293,
726293,
179976
],
[
-79702,
-79702,
-61979,
-1280947,
-1280947,
-893307
],
[
262,
501,
29,
262,
501,
29
],
[
100,
177,
26,
100,
177,
26
],
[
708,
1376,
40,
708,
1376,
40
],
[
19683,
18551,
1132,
19683,
18551,
1132
],
[
0,
80.203695,
0,
0,
80.203695,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-53678,
322519,
-444960,
-478749,
-32976,
-577417
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22465,
"evaluation_days": 1872.08,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598529600000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759193599230,
"expiration_time": 1765013328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 197,
"offset": 140,
"std": 2.76368
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 157,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|