| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1357857.7765 | 1264972.072 | 92885.7045 | 3889006.9898 | 1443419.382 | 2445587.6078 |
| Total P&L (%) | 1357.8578 | 1264.9721 | 92.8857 | 3889.007 | 1443.4194 | 2445.5876 |
| Avg Daily Profit (%) | 0.7264 | 0.6767 | 0.0497 | 0.1974 | 0.1465 | 0.1733 |
| Buy And Hold Return (%) | 319.9974 | 319.9974 | 319.9974 | 319.9974 | 319.9974 | 319.9974 |
| Max Trade Drawdown | -72794 | -112012 | -92670 | -2535964 | -2865464 | -1497921 |
| Profit Factor | 3.1237 | 4.2923 | 1.364 | 1.3033 | 1.178 | 1.5192 |
| Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
| Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
| Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
| Profitability (%) | 41.5094 | 35.8491 | 47.1698 | 41.5094 | 35.8491 | 47.1698 |
| Ratio Avg Win / Avg Loss | 4.4016 | 7.681 | 1.5277 | 1.8365 | 2.108 | 1.7015 |
| Largest Winning Trade | 583848 | 583848 | 56807 | 2625007 | 2625007 | 1729984 |
| Largest Losing Trade | -31366 | -27910 | -31366 | -1357181 | -839314 | -1357181 |
| Avg Bars in Trades | 52 | 47 | 56 | 52 | 47 | 56 |
| Avg Bars in Winners | 76 | 71 | 80 | 76 | 71 | 80 |
| Avg Bars in Losers | 34 | 35 | 34 | 34 | 35 | 34 |
| Bars Traded | 5525 | 2543 | 2982 | 5525 | 2543 | 2982 |
| 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 | 485270 | -168434 | -471901 | 223591 | -208014 | -170811 |
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5608,
"evaluation_days": 1869.33,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1598947200000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758888096489,
"expiration_time": 1763718912000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 55,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 232,
"offset": 0,
"std": 1.73756
}
}
}
{
"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": [
[
1357857.7764938404,
1264972.0719668963,
92885.7045269441,
3889006.9898371655,
1443419.382037192,
2445587.607799974
],
[
1357.857776,
1264.972072,
92.885705,
3889.00699,
1443.419382,
2445.587608
],
[
0.726387,
0.676698,
0.049689,
0.197384,
0.146501,
0.173311
],
[
319.997379,
319.997379,
319.997379,
319.997379,
319.997379,
319.997379
],
[
-72794,
-112012,
-92670,
-2535964,
-2865464,
-1497921
],
[
3.123721,
4.292323,
1.364032,
1.303349,
1.177985,
1.519181
],
[
106,
53,
53,
106,
53,
53
],
[
44,
19,
25,
44,
19,
25
],
[
62,
34,
28,
62,
34,
28
],
[
41.509434,
35.849057,
47.169811,
41.509434,
35.849057,
47.169811
],
[
4.401608,
7.680999,
1.527716,
1.836537,
2.107973,
1.701483
],
[
583848,
583848,
56807,
2625007,
2625007,
1729984
],
[
-31366,
-27910,
-31366,
-1357181,
-839314,
-1357181
],
[
52,
47,
56,
52,
47,
56
],
[
76,
71,
80,
76,
71,
80
],
[
34,
35,
34,
34,
35,
34
],
[
5525,
2543,
2982,
5525,
2543,
2982
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
485270,
-168434,
-471901,
223591,
-208014,
-170811
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5608,
"evaluation_days": 1869.33,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1598947200000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758888096489,
"expiration_time": 1763718912000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 55,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 232,
"offset": 0,
"std": 1.73756
}
}
}
| # | 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) |
|---|