| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2404644.0133 | 2360763.1776 | 43880.8357 | 1363141.3519 | 2968146.4823 | -1605005.1305 |
| Total P&L (%) | 2404.644 | 2360.7632 | 43.8808 | 1363.1414 | 2968.1465 | -1605.0051 |
| Avg Daily Profit (%) | 1.2818 | 1.2584 | 0.0234 | 0.1431 | 0.1827 | 0 |
| Buy And Hold Return (%) | 707.1027 | 707.1027 | 707.1027 | 707.1027 | 707.1027 | 707.1027 |
| Max Trade Drawdown | -224883 | -203434 | -53873 | -19046200 | -15859623 | -4423560 |
| Profit Factor | 6.5156 | 9.5043 | 1.2771 | 1.0529 | 1.1663 | 0.7968 |
| Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Winning Trades | 45 | 17 | 28 | 45 | 17 | 28 |
| Losing Trades | 44 | 27 | 17 | 44 | 27 | 17 |
| Profitability (%) | 50.5618 | 38.6364 | 62.2222 | 50.5618 | 38.6364 | 62.2222 |
| Ratio Avg Win / Avg Loss | 6.3708 | 15.0951 | 0.7754 | 1.0295 | 1.8524 | 0.4838 |
| Largest Winning Trade | 1896393 | 1896393 | 24347 | 17805925 | 17805925 | 1717817 |
| Largest Losing Trade | -53873 | -36984 | -53873 | -6092710 | -6092710 | -2228624 |
| Avg Bars in Trades | 58 | 93 | 22 | 58 | 93 | 22 |
| Avg Bars in Winners | 69 | 143 | 24 | 69 | 143 | 24 |
| Avg Bars in Losers | 46 | 62 | 20 | 46 | 62 | 20 |
| Bars Traded | 5166 | 4133 | 1033 | 5166 | 4133 | 1033 |
| Profit Streak | 64.982 | 0 | 145.6487 | 64.982 | 0 | 145.6487 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 728167 | 537167 | -325839 | -170341 | -34996 | -577498 |
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5628,
"evaluation_days": 1876,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1604102400000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759476845779,
"expiration_time": 1764312192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 233
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 188,
"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": [
[
2404644.013293743,
2360763.177551281,
43880.8357424637,
1363141.3518872738,
2968146.482340719,
-1605005.1304534455
],
[
2404.644013,
2360.763178,
43.880836,
1363.141352,
2968.146482,
-1605.00513
],
[
1.281793,
1.258403,
0.023391,
0.143128,
0.182664,
0
],
[
707.10273,
707.10273,
707.10273,
707.10273,
707.10273,
707.10273
],
[
-224883,
-203434,
-53873,
-19046200,
-15859623,
-4423560
],
[
6.515611,
9.504346,
1.277068,
1.052945,
1.166307,
0.796809
],
[
89,
44,
45,
89,
44,
45
],
[
45,
17,
28,
45,
17,
28
],
[
44,
27,
17,
44,
27,
17
],
[
50.561798,
38.636364,
62.222222,
50.561798,
38.636364,
62.222222
],
[
6.37082,
15.095138,
0.775363,
1.029546,
1.85237,
0.483777
],
[
1896393,
1896393,
24347,
17805925,
17805925,
1717817
],
[
-53873,
-36984,
-53873,
-6092710,
-6092710,
-2228624
],
[
58,
93,
22,
58,
93,
22
],
[
69,
143,
24,
69,
143,
24
],
[
46,
62,
20,
46,
62,
20
],
[
5166,
4133,
1033,
5166,
4133,
1033
],
[
64.982011,
0,
145.648678,
64.982011,
0,
145.648678
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
728167,
537167,
-325839,
-170341,
-34996,
-577498
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5628,
"evaluation_days": 1876,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1604102400000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759476845779,
"expiration_time": 1764312192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 233
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 188,
"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) |
|---|