| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1378451.7226 | 1308655.2214 | 69796.5012 | 4162864.0571 | -4182236.7967 | 8345100.8538 |
| Total P&L (%) | 1378.4517 | 1308.6552 | 69.7965 | 4162.8641 | -4182.2368 | 8345.1009 |
| Avg Daily Profit (%) | 0.7385 | 0.7011 | 0.0374 | 0.2012 | 0 | 0.2379 |
| Buy And Hold Return (%) | 285.8462 | 285.8462 | 285.8462 | 285.8462 | 285.8462 | 285.8462 |
| Max Trade Drawdown | -160476 | -109418 | -88559 | -19401961 | -12960181 | -7385344 |
| Profit Factor | 2.9526 | 4.2595 | 1.2292 | 1.0876 | 0.8653 | 1.5069 |
| Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
| Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
| Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
| Profitability (%) | 35.5932 | 32.2034 | 38.9831 | 35.5932 | 32.2034 | 38.9831 |
| Ratio Avg Win / Avg Loss | 5.3428 | 8.9673 | 1.924 | 1.9681 | 1.8218 | 2.3587 |
| Largest Winning Trade | 560756 | 560756 | 58443 | 7937843 | 7937843 | 6390529 |
| Largest Losing Trade | -36448 | -31217 | -36448 | -4382638 | -4382638 | -2285098 |
| Avg Bars in Trades | 187 | 171 | 202 | 187 | 171 | 202 |
| Avg Bars in Winners | 342 | 305 | 373 | 342 | 305 | 373 |
| Avg Bars in Losers | 101 | 108 | 93 | 101 | 108 | 93 |
| Bars Traded | 22099 | 10139 | 11960 | 22099 | 10139 | 11960 |
| 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 | 413922 | -166015 | -489209 | -120289 | -761879 | -170420 |
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22400,
"evaluation_days": 1866.67,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598868000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758927670380,
"expiration_time": 1764528480000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 204,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 69,
"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": [
[
1378451.7226270856,
1308655.2214280134,
69796.501199072,
4162864.057081732,
-4182236.796732498,
8345100.853814233
],
[
1378.451723,
1308.655221,
69.796501,
4162.864057,
-4182.236797,
8345.100854
],
[
0.738455,
0.701064,
0.037391,
0.20123,
0,
0.237934
],
[
285.846248,
285.846248,
285.846248,
285.846248,
285.846248,
285.846248
],
[
-160476,
-109418,
-88559,
-19401961,
-12960181,
-7385344
],
[
2.952605,
4.259484,
1.229244,
1.087607,
0.865331,
1.506942
],
[
118,
59,
59,
118,
59,
59
],
[
42,
19,
23,
42,
19,
23
],
[
76,
40,
36,
76,
40,
36
],
[
35.59322,
32.20339,
38.983051,
35.59322,
32.20339,
38.983051
],
[
5.34281,
8.967335,
1.924034,
1.968051,
1.82175,
2.358691
],
[
560756,
560756,
58443,
7937843,
7937843,
6390529
],
[
-36448,
-31217,
-36448,
-4382638,
-4382638,
-2285098
],
[
187,
171,
202,
187,
171,
202
],
[
342,
305,
373,
342,
305,
373
],
[
101,
108,
93,
101,
108,
93
],
[
22099,
10139,
11960,
22099,
10139,
11960
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
413922,
-166015,
-489209,
-120289,
-761879,
-170420
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22400,
"evaluation_days": 1866.67,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598868000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758927670380,
"expiration_time": 1764528480000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 204,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 69,
"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) |
|---|