| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2049387.8629 | 1920013.793 | 129374.0699 | 10782905.0804 | 3706709.8029 | 7076195.2774 |
| Total P&L (%) | 2049.3879 | 1920.0138 | 129.3741 | 10782.9051 | 3706.7098 | 7076.1953 |
| Avg Daily Profit (%) | 1.0976 | 1.0283 | 0.0693 | 0.2515 | 0.1951 | 0.2291 |
| Buy And Hold Return (%) | 477.0718 | 477.0718 | 477.0718 | 477.0718 | 477.0718 | 477.0718 |
| Max Trade Drawdown | -94504 | -62650 | -82026 | -11895868 | -8424305 | -6678951 |
| Profit Factor | 3.9239 | 6.4497 | 1.3711 | 1.2367 | 1.1508 | 1.3372 |
| Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
| Winning Trades | 49 | 18 | 31 | 49 | 18 | 31 |
| Losing Trades | 105 | 59 | 46 | 105 | 59 | 46 |
| Profitability (%) | 31.8182 | 23.3766 | 40.2597 | 31.8182 | 23.3766 | 40.2597 |
| Ratio Avg Win / Avg Loss | 8.4084 | 21.1408 | 2.0346 | 2.65 | 3.7721 | 1.9843 |
| Largest Winning Trade | 1223376 | 1223376 | 63805 | 11121946 | 11121946 | 7503252 |
| Largest Losing Trade | -21836 | -21836 | -21180 | -2170152 | -1904284 | -2170152 |
| Avg Bars in Trades | 71 | 60 | 83 | 71 | 60 | 83 |
| Avg Bars in Winners | 164 | 155 | 170 | 164 | 155 | 170 |
| Avg Bars in Losers | 28 | 31 | 24 | 28 | 31 | 24 |
| Bars Traded | 11071 | 4667 | 6404 | 11071 | 4667 | 6404 |
| Profit Streak | 20.0312 | 32.0312 | 0 | 20.0312 | 32.0312 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 459449 | -58695 | -310315 | 128787 | -123915 | -36036 |
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11203,
"evaluation_days": 1867.17,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598371200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758905097324,
"expiration_time": 1763554896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 68,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 10,
"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": [
[
2049387.862854496,
1920013.7929632473,
129374.0698912494,
10782905.080386857,
3706709.8029424497,
7076195.277444415
],
[
2049.387863,
1920.013793,
129.37407,
10782.90508,
3706.709803,
7076.195277
],
[
1.09759,
1.028302,
0.069289,
0.251486,
0.195103,
0.22913
],
[
477.071794,
477.071794,
477.071794,
477.071794,
477.071794,
477.071794
],
[
-94504,
-62650,
-82026,
-11895868,
-8424305,
-6678951
],
[
3.923908,
6.449722,
1.371132,
1.236666,
1.150811,
1.337232
],
[
154,
77,
77,
154,
77,
77
],
[
49,
18,
31,
49,
18,
31
],
[
105,
59,
46,
105,
59,
46
],
[
31.818182,
23.376623,
40.25974,
31.818182,
23.376623,
40.25974
],
[
8.408374,
21.140757,
2.034583,
2.649999,
3.772104,
1.98428
],
[
1223376,
1223376,
63805,
11121946,
11121946,
7503252
],
[
-21836,
-21836,
-21180,
-2170152,
-1904284,
-2170152
],
[
71,
60,
83,
71,
60,
83
],
[
164,
155,
170,
164,
155,
170
],
[
28,
31,
24,
28,
31,
24
],
[
11071,
4667,
6404,
11071,
4667,
6404
],
[
20.031219,
32.031219,
0,
20.031219,
32.031219,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
459449,
-58695,
-310315,
128787,
-123915,
-36036
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11203,
"evaluation_days": 1867.17,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598371200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758905097324,
"expiration_time": 1763554896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 68,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 10,
"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) |
|---|