| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1004682.4147 | 898270.6939 | 106411.7209 | 5330600.6832 | 4504740.989 | 825859.6942 |
| Total P&L (%) | 1004.6824 | 898.2707 | 106.4117 | 5330.6007 | 4504.741 | 825.8597 |
| Avg Daily Profit (%) | 0.5369 | 0.48 | 0.0569 | 0.2137 | 0.2049 | 0.119 |
| Buy And Hold Return (%) | 404.4316 | 404.4316 | 404.4316 | 404.4316 | 404.4316 | 404.4316 |
| Max Trade Drawdown | -100544 | -112642 | -112924 | -6911779 | -7028522 | -4826647 |
| Profit Factor | 1.5336 | 1.9444 | 1.1142 | 1.0589 | 1.0973 | 1.0187 |
| Total Trades | 680 | 340 | 340 | 680 | 340 | 340 |
| Winning Trades | 267 | 116 | 151 | 267 | 116 | 151 |
| Losing Trades | 413 | 224 | 189 | 413 | 224 | 189 |
| Profitability (%) | 39.2647 | 34.1176 | 44.4118 | 39.2647 | 34.1176 | 44.4118 |
| Ratio Avg Win / Avg Loss | 2.3722 | 3.7548 | 1.3946 | 1.638 | 2.119 | 1.2751 |
| Largest Winning Trade | 216324 | 216324 | 31177 | 5634432 | 5634432 | 1761329 |
| Largest Losing Trade | -26291 | -20034 | -26291 | -2062403 | -1096851 | -2062403 |
| Avg Bars in Trades | 10 | 12 | 9 | 10 | 12 | 9 |
| Avg Bars in Winners | 17 | 22 | 13 | 17 | 22 | 13 |
| Avg Bars in Losers | 6 | 7 | 6 | 6 | 7 | 6 |
| Bars Traded | 7445 | 4193 | 3253 | 7445 | 4193 | 3253 |
| 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 | 343222 | 145176 | -378337 | -146773 | -108944 | -240955 |
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7485,
"evaluation_days": 1871.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1597881600000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759074859134,
"expiration_time": 1763911080000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 16,
"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": [
[
1004682.4147390206,
898270.6938844037,
106411.7208546169,
5330600.683206645,
4504740.989041814,
825859.6941648284
],
[
1004.682415,
898.270694,
106.411721,
5330.600683,
4504.740989,
825.859694
],
[
0.536904,
0.480038,
0.056867,
0.213702,
0.204868,
0.119005
],
[
404.431599,
404.431599,
404.431599,
404.431599,
404.431599,
404.431599
],
[
-100544,
-112642,
-112924,
-6911779,
-7028522,
-4826647
],
[
1.533589,
1.944448,
1.114204,
1.058939,
1.097335,
1.0187
],
[
680,
340,
340,
680,
340,
340
],
[
267,
116,
151,
267,
116,
151
],
[
413,
224,
189,
413,
224,
189
],
[
39.264706,
34.117647,
44.411765,
39.264706,
34.117647,
44.411765
],
[
2.372181,
3.754797,
1.394599,
1.637984,
2.118992,
1.275062
],
[
216324,
216324,
31177,
5634432,
5634432,
1761329
],
[
-26291,
-20034,
-26291,
-2062403,
-1096851,
-2062403
],
[
10,
12,
9,
10,
12,
9
],
[
17,
22,
13,
17,
22,
13
],
[
6,
7,
6,
6,
7,
6
],
[
7445,
4193,
3253,
7445,
4193,
3253
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
343222,
145176,
-378337,
-146773,
-108944,
-240955
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7485,
"evaluation_days": 1871.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1597881600000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759074859134,
"expiration_time": 1763911080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 16,
"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) |
|---|