| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1816180.0938 | -5448.0114 | -1810732.0824 | 18682220.0114 | -6528077.1663 | 25210297.1777 |
| Total P&L (%) | -1816.1801 | -5.448 | -1810.7321 | 18682.22 | -6528.0772 | 25210.2972 |
| Avg Daily Profit (%) | -0.9727 | -0.0029 | -0.9698 | 0.2808 | 0 | 0.2968 |
| Buy And Hold Return (%) | 551.8711 | 551.8711 | 551.8711 | 551.8711 | 551.8711 | 551.8711 |
| Max Trade Drawdown | -1999155 | -65158 | -1972216 | -26888356 | -14445637 | -19583280 |
| Profit Factor | 0.197 | 0.9643 | 0.1415 | 1.2702 | 0.785 | 1.6502 |
| Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
| Losing Trades | 20 | 13 | 7 | 20 | 13 | 7 |
| Profitability (%) | 70.1493 | 61.7647 | 78.7879 | 70.1493 | 61.7647 | 78.7879 |
| Ratio Avg Win / Avg Loss | 0.0838 | 0.5969 | 0.0381 | 0.5405 | 0.486 | 0.4443 |
| Largest Winning Trade | 25965 | 23560 | 25965 | 10710695 | 5083968 | 10710695 |
| Largest Losing Trade | -1074266 | -43238 | -1074266 | -16266808 | -9691863 | -16266808 |
| Avg Bars in Trades | 155 | 82 | 230 | 155 | 82 | 230 |
| Avg Bars in Winners | 90 | 53 | 120 | 113 | 53 | 162 |
| Avg Bars in Losers | 308 | 130 | 640 | 253 | 130 | 483 |
| Bars Traded | 10424 | 2812 | 7612 | 10424 | 2812 | 7612 |
| Profit Streak | 51.6112 | 165.4446 | 0 | 51.6112 | 165.4446 | 0 |
| Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -698602 | -577916 | -577071 | -110860 | -577916 | 465103 |
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11203,
"evaluation_days": 1867.17,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600660800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758926411554,
"expiration_time": 1763554896000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 227,
"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": [
[
-1816180.093823191,
-5448.0113837847,
-1810732.0824394063,
18682220.011377536,
-6528077.166298932,
25210297.17767646
],
[
-1816.180094,
-5.448011,
-1810.732082,
18682.220011,
-6528.077166,
25210.297178
],
[
-0.972691,
-0.002918,
-0.969774,
0.280791,
0,
0.296813
],
[
551.87109,
551.87109,
551.87109,
551.87109,
551.87109,
551.87109
],
[
-1999155,
-65158,
-1972216,
-26888356,
-14445637,
-19583280
],
[
0.196967,
0.964293,
0.141456,
1.27022,
0.78501,
1.65021
],
[
67,
34,
33,
67,
34,
33
],
[
47,
21,
26,
47,
21,
26
],
[
20,
13,
7,
20,
13,
7
],
[
70.149254,
61.764706,
78.787879,
70.149254,
61.764706,
78.787879
],
[
0.083816,
0.596943,
0.038084,
0.540519,
0.485959,
0.444287
],
[
25965,
23560,
25965,
10710695,
5083968,
10710695
],
[
-1074266,
-43238,
-1074266,
-16266808,
-9691863,
-16266808
],
[
155,
82,
230,
155,
82,
230
],
[
90,
53,
120,
113,
53,
162
],
[
308,
130,
640,
253,
130,
483
],
[
10424,
2812,
7612,
10424,
2812,
7612
],
[
51.611245,
165.444578,
0,
51.611245,
165.444578,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-698602,
-577916,
-577071,
-110860,
-577916,
465103
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11203,
"evaluation_days": 1867.17,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600660800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758926411554,
"expiration_time": 1763554896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 227,
"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) |
|---|