| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1329637.6044 | 1273958.103 | 55679.5014 | 2328669.9739 | 756151.9471 | 1572518.0268 |
| Total P&L (%) | 1329.6376 | 1273.9581 | 55.6795 | 2328.67 | 756.1519 | 1572.518 |
| Avg Daily Profit (%) | 0.7102 | 0.6805 | 0.0297 | 0.1705 | 0.1148 | 0.1506 |
| Buy And Hold Return (%) | 396.5066 | 396.5066 | 396.5066 | 396.5066 | 396.5066 | 396.5066 |
| Max Trade Drawdown | -162567 | -83866 | -138843 | -2036975 | -1768391 | -1315804 |
| Profit Factor | 2.6356 | 4.2158 | 1.1336 | 1.2532 | 1.1541 | 1.3664 |
| Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
| Winning Trades | 44 | 16 | 28 | 44 | 16 | 28 |
| Losing Trades | 82 | 47 | 35 | 82 | 47 | 35 |
| Profitability (%) | 34.9206 | 25.3968 | 44.4444 | 34.9206 | 25.3968 | 44.4444 |
| Ratio Avg Win / Avg Loss | 4.9119 | 12.3839 | 1.417 | 2.3355 | 3.3902 | 1.708 |
| Largest Winning Trade | 615362 | 615362 | 54865 | 2322823 | 2322823 | 1505411 |
| Largest Losing Trade | -41581 | -19630 | -41581 | -822767 | -407252 | -822767 |
| Avg Bars in Trades | 175 | 155 | 195 | 175 | 155 | 195 |
| Avg Bars in Winners | 328 | 307 | 340 | 328 | 307 | 340 |
| Avg Bars in Losers | 93 | 103 | 79 | 93 | 103 | 79 |
| Bars Traded | 22119 | 9800 | 12319 | 22119 | 9800 | 12319 |
| 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 | 327551 | -158581 | -541611 | 86879 | -271792 | -142154 |
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22465,
"evaluation_days": 1872.08,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599098400000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759193599101,
"expiration_time": 1765013328000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 56,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
1329637.6043699,
1273958.1029775916,
55679.5013923086,
2328669.973913723,
756151.9471343738,
1572518.0267793483
],
[
1329.637604,
1273.958103,
55.679501,
2328.669974,
756.151947,
1572.518027
],
[
0.710246,
0.680504,
0.029742,
0.17054,
0.114766,
0.150583
],
[
396.506615,
396.506615,
396.506615,
396.506615,
396.506615,
396.506615
],
[
-162567,
-83866,
-138843,
-2036975,
-1768391,
-1315804
],
[
2.635644,
4.215794,
1.133602,
1.253171,
1.154113,
1.366423
],
[
126,
63,
63,
126,
63,
63
],
[
44,
16,
28,
44,
16,
28
],
[
82,
47,
35,
82,
47,
35
],
[
34.920635,
25.396825,
44.444444,
34.920635,
25.396825,
44.444444
],
[
4.911882,
12.383895,
1.417002,
2.335455,
3.390207,
1.708029
],
[
615362,
615362,
54865,
2322823,
2322823,
1505411
],
[
-41581,
-19630,
-41581,
-822767,
-407252,
-822767
],
[
175,
155,
195,
175,
155,
195
],
[
328,
307,
340,
328,
307,
340
],
[
93,
103,
79,
93,
103,
79
],
[
22119,
9800,
12319,
22119,
9800,
12319
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
327551,
-158581,
-541611,
86879,
-271792,
-142154
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22465,
"evaluation_days": 1872.08,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599098400000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759193599101,
"expiration_time": 1765013328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 56,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|