| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1465286.8575 | 1353402.4916 | 111884.3659 | 7171040.2199 | 1442289.7527 | 5728750.4672 |
| Total P&L (%) | 1465.2869 | 1353.4025 | 111.8844 | 7171.0402 | 1442.2898 | 5728.7505 |
| Avg Daily Profit (%) | 0.785 | 0.725 | 0.0599 | 0.2299 | 0.1467 | 0.218 |
| Buy And Hold Return (%) | 280.303 | 280.303 | 280.303 | 280.303 | 280.303 | 280.303 |
| Max Trade Drawdown | -164999 | -126109 | -84065 | -9158742 | -6459490 | -4466063 |
| Profit Factor | 3.0868 | 4.3601 | 1.3737 | 1.2291 | 1.0747 | 1.4775 |
| Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
| Winning Trades | 49 | 18 | 31 | 49 | 18 | 31 |
| Losing Trades | 77 | 45 | 32 | 77 | 45 | 32 |
| Profitability (%) | 38.8889 | 28.5714 | 49.2063 | 38.8889 | 28.5714 | 49.2063 |
| Ratio Avg Win / Avg Loss | 4.8507 | 10.9003 | 1.418 | 1.9314 | 2.6868 | 1.5251 |
| Largest Winning Trade | 687000 | 687000 | 53986 | 4977885 | 4977885 | 3132476 |
| Largest Losing Trade | -44398 | -25004 | -44398 | -2246618 | -2246618 | -2155218 |
| Avg Bars in Trades | 175 | 172 | 178 | 175 | 172 | 178 |
| Avg Bars in Winners | 280 | 308 | 264 | 280 | 308 | 264 |
| Avg Bars in Losers | 108 | 117 | 95 | 108 | 117 | 95 |
| Bars Traded | 22106 | 10855 | 11251 | 22106 | 10855 | 11251 |
| 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 | 495595 | -142667 | -425121 | 182450 | -296326 | -136517 |
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22400,
"evaluation_days": 1866.67,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598630400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758840186372,
"expiration_time": 1764528480000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 171,
"offset": 0,
"a": 0.58291
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 65,
"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": [
[
1465286.857513999,
1353402.4916381817,
111884.3658758173,
7171040.219878427,
1442289.75268388,
5728750.467194546
],
[
1465.286858,
1353.402492,
111.884366,
7171.04022,
1442.289753,
5728.750467
],
[
0.784974,
0.725036,
0.059938,
0.229897,
0.146671,
0.218026
],
[
280.30303,
280.30303,
280.30303,
280.30303,
280.30303,
280.30303
],
[
-164999,
-126109,
-84065,
-9158742,
-6459490,
-4466063
],
[
3.086793,
4.360123,
1.37371,
1.229096,
1.074715,
1.477488
],
[
126,
63,
63,
126,
63,
63
],
[
49,
18,
31,
49,
18,
31
],
[
77,
45,
32,
77,
45,
32
],
[
38.888889,
28.571429,
49.206349,
38.888889,
28.571429,
49.206349
],
[
4.850675,
10.900308,
1.418024,
1.931437,
2.686789,
1.525149
],
[
687000,
687000,
53986,
4977885,
4977885,
3132476
],
[
-44398,
-25004,
-44398,
-2246618,
-2246618,
-2155218
],
[
175,
172,
178,
175,
172,
178
],
[
280,
308,
264,
280,
308,
264
],
[
108,
117,
95,
108,
117,
95
],
[
22106,
10855,
11251,
22106,
10855,
11251
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
495595,
-142667,
-425121,
182450,
-296326,
-136517
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22400,
"evaluation_days": 1866.67,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598630400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758840186372,
"expiration_time": 1764528480000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 171,
"offset": 0,
"a": 0.58291
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 65,
"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) |
|---|