| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2049408.9167 | 118474.6676 | -2167883.5843 | 265073826.3505 | -10352631.7065 | 275426458.057 |
| Total P&L (%) | -2049.4089 | 118.4747 | -2167.8836 | 265073.8264 | -10352.6317 | 275426.4581 |
| Avg Daily Profit (%) | -1.0976 | 0.0635 | -1.1611 | 0.4231 | 0 | 0.4251 |
| Buy And Hold Return (%) | 452.421 | 452.421 | 452.421 | 452.421 | 452.421 | 452.421 |
| Max Trade Drawdown | -2294652 | -45034 | -2371471 | -154222754 | -56692287 | -145600993 |
| Profit Factor | 0.242 | 2.0275 | 0.1625 | 1.4717 | 0.9517 | 1.792 |
| Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
| Winning Trades | 45 | 22 | 23 | 41 | 19 | 22 |
| Losing Trades | 30 | 16 | 14 | 34 | 19 | 15 |
| Profitability (%) | 60 | 57.8947 | 62.1622 | 54.6667 | 50 | 59.4595 |
| Ratio Avg Win / Avg Loss | 0.1613 | 1.4746 | 0.0989 | 1.2205 | 0.9517 | 1.2219 |
| Largest Winning Trade | 56561 | 56561 | 51923 | 88843524 | 29354854 | 88843524 |
| Largest Losing Trade | -1297307 | -41951 | -1297307 | -136104454 | -50165348 | -136104454 |
| Avg Bars in Trades | 136 | 36 | 238 | 136 | 36 | 238 |
| Avg Bars in Winners | 94 | 35 | 151 | 123 | 33 | 201 |
| Avg Bars in Losers | 199 | 38 | 382 | 151 | 40 | 293 |
| Bars Traded | 10240 | 1402 | 8839 | 10240 | 1402 | 8839 |
| Profit Streak | 107.501 | 107.501 | 109.8343 | 107.501 | 107.501 | 109.8343 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -639523 | -269642 | -578633 | -48359 | -580203 | 505573 |
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11203,
"evaluation_days": 1867.17,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599868800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759017687164,
"expiration_time": 1763554896000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 107,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 91,
"offset": 81
}
}
} {
"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": [
[
-2049408.9166824427,
118474.6676159796,
-2167883.5842984216,
265073826.3505308,
-10352631.706510488,
275426458.0570414
],
[
-2049.408917,
118.474668,
-2167.883584,
265073.826351,
-10352.631707,
275426.458057
],
[
-1.097602,
0.063451,
-1.161053,
0.423081,
0,
0.42514
],
[
452.420968,
452.420968,
452.420968,
452.420968,
452.420968,
452.420968
],
[
-2294652,
-45034,
-2371471,
-154222754,
-56692287,
-145600993
],
[
0.241992,
2.027533,
0.162454,
1.471733,
0.951663,
1.792049
],
[
75,
38,
37,
75,
38,
37
],
[
45,
22,
23,
41,
19,
22
],
[
30,
16,
14,
34,
19,
15
],
[
60,
57.894737,
62.162162,
54.666667,
50,
59.459459
],
[
0.161328,
1.47457,
0.098885,
1.220462,
0.951663,
1.221852
],
[
56561,
56561,
51923,
88843524,
29354854,
88843524
],
[
-1297307,
-41951,
-1297307,
-136104454,
-50165348,
-136104454
],
[
136,
36,
238,
136,
36,
238
],
[
94,
35,
151,
123,
33,
201
],
[
199,
38,
382,
151,
40,
293
],
[
10240,
1402,
8839,
10240,
1402,
8839
],
[
107.501009,
107.501009,
109.834342,
107.501009,
107.501009,
109.834342
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-639523,
-269642,
-578633,
-48359,
-580203,
505573
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11203,
"evaluation_days": 1867.17,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599868800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759017687164,
"expiration_time": 1763554896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 107,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 91,
"offset": 81
}
}
}
| # | 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) |
|---|