| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1342865.3036 | 1251678.2561 | 91187.0475 | 4774177.6125 | 3598160.9738 | 1176016.6387 |
| Total P&L (%) | 1342.8653 | 1251.6783 | 91.187 | 4774.1776 | 3598.161 | 1176.0166 |
| Avg Daily Profit (%) | 0.7192 | 0.6704 | 0.0488 | 0.2084 | 0.1936 | 0.1365 |
| Buy And Hold Return (%) | 574.2533 | 574.2533 | 574.2533 | 574.2533 | 574.2533 | 574.2533 |
| Max Trade Drawdown | -110588 | -118900 | -63957 | -7925413 | -8425494 | -3816820 |
| Profit Factor | 3.1275 | 4.6894 | 1.3124 | 1.1303 | 1.1808 | 1.0703 |
| Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
| Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
| Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
| Profitability (%) | 37.6471 | 32.5581 | 42.8571 | 37.6471 | 32.5581 | 42.8571 |
| Ratio Avg Win / Avg Loss | 5.1799 | 9.7137 | 1.7498 | 1.8721 | 2.4459 | 1.4271 |
| Largest Winning Trade | 573429 | 573429 | 53103 | 8363268 | 8363268 | 3713770 |
| Largest Losing Trade | -29591 | -29591 | -27436 | -2741867 | -2741867 | -2612743 |
| Avg Bars in Trades | 128 | 119 | 136 | 128 | 119 | 136 |
| Avg Bars in Winners | 214 | 200 | 225 | 214 | 200 | 225 |
| Avg Bars in Losers | 75 | 80 | 70 | 75 | 80 | 70 |
| Bars Traded | 10883 | 5143 | 5740 | 10883 | 5143 | 5740 |
| 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 | 332717 | 259268 | -294932 | -72533 | -19821 | -162936 |
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11203,
"evaluation_days": 1867.17,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599422400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758919064944,
"expiration_time": 1763554896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 80,
"offset": 0,
"a": 0.618
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 141,
"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": [
[
1342865.3036339115,
1251678.2561171073,
91187.0475168042,
4774177.612523999,
3598160.9738383973,
1176016.6386856022
],
[
1342.865304,
1251.678256,
91.187048,
4774.177613,
3598.160974,
1176.016639
],
[
0.719198,
0.670361,
0.048837,
0.208368,
0.19355,
0.136467
],
[
574.25334,
574.25334,
574.25334,
574.25334,
574.25334,
574.25334
],
[
-110588,
-118900,
-63957,
-7925413,
-8425494,
-3816820
],
[
3.127508,
4.689379,
1.312363,
1.130318,
1.180758,
1.070299
],
[
85,
43,
42,
85,
43,
42
],
[
32,
14,
18,
32,
14,
18
],
[
53,
29,
24,
53,
29,
24
],
[
37.647059,
32.55814,
42.857143,
37.647059,
32.55814,
42.857143
],
[
5.179935,
9.713714,
1.749818,
1.872089,
2.445855,
1.427065
],
[
573429,
573429,
53103,
8363268,
8363268,
3713770
],
[
-29591,
-29591,
-27436,
-2741867,
-2741867,
-2612743
],
[
128,
119,
136,
128,
119,
136
],
[
214,
200,
225,
214,
200,
225
],
[
75,
80,
70,
75,
80,
70
],
[
10883,
5143,
5740,
10883,
5143,
5740
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
332717,
259268,
-294932,
-72533,
-19821,
-162936
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11203,
"evaluation_days": 1867.17,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599422400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758919064944,
"expiration_time": 1763554896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 80,
"offset": 0,
"a": 0.618
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 141,
"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) |
|---|