| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1685024.0266 | -28971.1123 | -1656052.9143 | -92450.381 | 4079241.0211 | -4171691.4021 |
| Total P&L (%) | -1685.024 | -28.9711 | -1656.0529 | -92.4504 | 4079.241 | -4171.6914 |
| Avg Daily Profit (%) | -0.8989 | -0.0155 | -0.8834 | -0.1377 | 0.1993 | 0 |
| Buy And Hold Return (%) | 284.0273 | 284.0273 | 284.0273 | 284.0273 | 284.0273 | 284.0273 |
| Max Trade Drawdown | -1826644 | -144194 | -1750634 | -8355686 | -2392824 | -9765255 |
| Profit Factor | 0.4055 | 0.9483 | 0.2718 | 0.997 | 1.3924 | 0.7907 |
| Total Trades | 273 | 137 | 136 | 273 | 137 | 136 |
| Winning Trades | 149 | 79 | 70 | 143 | 71 | 72 |
| Losing Trades | 124 | 58 | 66 | 130 | 66 | 64 |
| Profitability (%) | 54.5788 | 57.6642 | 51.4706 | 52.381 | 51.8248 | 52.9412 |
| Ratio Avg Win / Avg Loss | 0.3374 | 0.6962 | 0.2563 | 0.9063 | 1.2943 | 0.7028 |
| Largest Winning Trade | 49331 | 49331 | 35305 | 4511788 | 1764325 | 4511788 |
| Largest Losing Trade | -1117714 | -35124 | -1117714 | -5761170 | -1019770 | -5761170 |
| Avg Bars in Trades | 80 | 73 | 88 | 80 | 73 | 88 |
| Avg Bars in Winners | 60 | 51 | 71 | 84 | 81 | 87 |
| Avg Bars in Losers | 104 | 102 | 105 | 76 | 64 | 88 |
| Bars Traded | 21997 | 10018 | 11979 | 21997 | 10018 | 11979 |
| Profit Streak | 0 | 0 | 19.5572 | 0 | 0 | 19.5572 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -578756 | -579975 | -580223 | -579041 | 314136 | -580033 |
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22495,
"evaluation_days": 1874.58,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598846400000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759411340407,
"expiration_time": 1765237104000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 164,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 201,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
-1685024.0266115277,
-28971.1123479729,
-1656052.914263553,
-92450.380995604,
4079241.0210873946,
-4171691.402082998
],
[
-1685.024027,
-28.971112,
-1656.052914,
-92.450381,
4079.241021,
-4171.691402
],
[
-0.898881,
-0.015455,
-0.883426,
-0.137732,
0.199321,
0
],
[
284.02728,
284.02728,
284.02728,
284.02728,
284.02728,
284.02728
],
[
-1826644,
-144194,
-1750634,
-8355686,
-2392824,
-9765255
],
[
0.405462,
0.948259,
0.271824,
0.996951,
1.392405,
0.790687
],
[
273,
137,
136,
273,
137,
136
],
[
149,
79,
70,
143,
71,
72
],
[
124,
58,
66,
130,
66,
64
],
[
54.578755,
57.664234,
51.470588,
52.380952,
51.824818,
52.941176
],
[
0.337432,
0.69619,
0.256291,
0.906319,
1.294348,
0.702833
],
[
49331,
49331,
35305,
4511788,
1764325,
4511788
],
[
-1117714,
-35124,
-1117714,
-5761170,
-1019770,
-5761170
],
[
80,
73,
88,
80,
73,
88
],
[
60,
51,
71,
84,
81,
87
],
[
104,
102,
105,
76,
64,
88
],
[
21997,
10018,
11979,
21997,
10018,
11979
],
[
0,
0,
19.557181,
0,
0,
19.557181
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-578756,
-579975,
-580223,
-579041,
314136,
-580033
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22495,
"evaluation_days": 1874.58,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598846400000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759411340407,
"expiration_time": 1765237104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 164,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 201,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|