| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1970146.2187 | 1765342.5715 | 204803.6472 | 46816511.8715 | 11333951.9994 | 35482559.8721 |
| Total P&L (%) | 1970.1462 | 1765.3426 | 204.8036 | 46816.5119 | 11333.952 | 35482.5599 |
| Avg Daily Profit (%) | 1.0485 | 0.9395 | 0.109 | 0.3279 | 0.2525 | 0.3131 |
| Buy And Hold Return (%) | 530.3654 | 530.3654 | 530.3654 | 530.3654 | 530.3654 | 530.3654 |
| Max Trade Drawdown | -57470 | -64883 | -35671 | -13718876 | -13297259 | -7328221 |
| Profit Factor | 7.4727 | 10.6783 | 2.679 | 1.8972 | 1.3388 | 2.8941 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 26 | 8 | 18 | 26 | 8 | 18 |
| Losing Trades | 40 | 25 | 15 | 40 | 25 | 15 |
| Profitability (%) | 39.3939 | 24.2424 | 54.5455 | 39.3939 | 24.2424 | 54.5455 |
| Ratio Avg Win / Avg Loss | 11.4964 | 33.3696 | 2.2325 | 2.9187 | 4.1839 | 2.4118 |
| Largest Winning Trade | 995340 | 995340 | 52384 | 22300946 | 22300946 | 19013916 |
| Largest Losing Trade | -34864 | -15798 | -34864 | -4113549 | -4113549 | -3269102 |
| Avg Bars in Trades | 111 | 88 | 134 | 111 | 88 | 134 |
| Avg Bars in Winners | 217 | 245 | 204 | 217 | 245 | 204 |
| Avg Bars in Losers | 42 | 38 | 50 | 42 | 38 | 50 |
| Bars Traded | 7351 | 2918 | 4433 | 7351 | 2918 | 4433 |
| 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 | -113468 | -14182 | -207581 | -120169 | -23259 | 543412 |
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7516,
"evaluation_days": 1879,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600819200000,
"last_datapoint_time": 1759730400000,
"evaluation_time": 1759750981033,
"expiration_time": 1764600768000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 6,
"offset": 0,
"a": 0.79788
}
}
} {
"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": [
[
1970146.218744208,
1765342.5715220787,
204803.647222129,
46816511.87148174,
11333951.99940196,
35482559.87207979
],
[
1970.146219,
1765.342572,
204.803647,
46816.511871,
11333.951999,
35482.559872
],
[
1.048508,
0.939512,
0.108996,
0.327889,
0.252536,
0.313126
],
[
530.365354,
530.365354,
530.365354,
530.365354,
530.365354,
530.365354
],
[
-57470,
-64883,
-35671,
-13718876,
-13297259,
-7328221
],
[
7.472658,
10.67827,
2.679034,
1.897171,
1.338838,
2.894134
],
[
66,
33,
33,
66,
33,
33
],
[
26,
8,
18,
26,
8,
18
],
[
40,
25,
15,
40,
25,
15
],
[
39.393939,
24.242424,
54.545455,
39.393939,
24.242424,
54.545455
],
[
11.496397,
33.369594,
2.232528,
2.918725,
4.183868,
2.411778
],
[
995340,
995340,
52384,
22300946,
22300946,
19013916
],
[
-34864,
-15798,
-34864,
-4113549,
-4113549,
-3269102
],
[
111,
88,
134,
111,
88,
134
],
[
217,
245,
204,
217,
245,
204
],
[
42,
38,
50,
42,
38,
50
],
[
7351,
2918,
4433,
7351,
2918,
4433
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-113468,
-14182,
-207581,
-120169,
-23259,
543412
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7516,
"evaluation_days": 1879,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600819200000,
"last_datapoint_time": 1759730400000,
"evaluation_time": 1759750981033,
"expiration_time": 1764600768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 6,
"offset": 0,
"a": 0.79788
}
}
}
| # | 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) |
|---|