| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 938846.4464 | 826755.537 | 112090.9095 | 5754200.845 | 478653.2273 | 5275547.6177 |
| Total P&L (%) | 938.8464 | 826.7555 | 112.0909 | 5754.2008 | 478.6532 | 5275.5476 |
| Avg Daily Profit (%) | 0.5008 | 0.441 | 0.0598 | 0.2173 | 0.0937 | 0.2128 |
| Buy And Hold Return (%) | 389.0711 | 389.0711 | 389.0711 | 389.0711 | 389.0711 | 389.0711 |
| Max Trade Drawdown | -152699 | -117583 | -85284 | -20427870 | -13759486 | -13433362 |
| Profit Factor | 1.7905 | 2.4262 | 1.1844 | 1.066 | 1.0108 | 1.1227 |
| Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
| Winning Trades | 99 | 43 | 56 | 99 | 43 | 56 |
| Losing Trades | 151 | 82 | 69 | 151 | 82 | 69 |
| Profitability (%) | 39.6 | 34.4 | 44.8 | 39.6 | 34.4 | 44.8 |
| Ratio Avg Win / Avg Loss | 2.7309 | 4.6267 | 1.4593 | 1.6259 | 1.9276 | 1.3833 |
| Largest Winning Trade | 234935 | 234935 | 43331 | 6549775 | 6549775 | 5806465 |
| Largest Losing Trade | -28947 | -22921 | -28947 | -4849245 | -3054562 | -4849245 |
| Avg Bars in Trades | 22 | 22 | 22 | 22 | 22 | 22 |
| Avg Bars in Winners | 33 | 36 | 32 | 33 | 36 | 32 |
| Avg Bars in Losers | 14 | 15 | 14 | 14 | 15 | 14 |
| Bars Traded | 5585 | 2791 | 2794 | 5585 | 2791 | 2794 |
| Profit Streak | 26.4862 | 33.8195 | 26.4862 | 26.4862 | 33.8195 | 26.4862 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 303390 | 115008 | -298016 | -140105 | -375013 | -78852 |
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5624,
"evaluation_days": 1874.67,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1597622400000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759347603775,
"expiration_time": 1764193536000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 9,
"offset": 0,
"a": 0.44505
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.13867,
"nc": 0.1
}
}
} {
"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": [
[
938846.4464309317,
826755.5369540835,
112090.9094768488,
5754200.845001796,
478653.2272851607,
5275547.617716635
],
[
938.846446,
826.755537,
112.090909,
5754.200845,
478.653227,
5275.547618
],
[
0.500806,
0.441014,
0.059792,
0.217327,
0.093689,
0.212767
],
[
389.071134,
389.071134,
389.071134,
389.071134,
389.071134,
389.071134
],
[
-152699,
-117583,
-85284,
-20427870,
-13759486,
-13433362
],
[
1.790478,
2.426182,
1.184361,
1.06597,
1.010823,
1.122685
],
[
250,
125,
125,
250,
125,
125
],
[
99,
43,
56,
99,
43,
56
],
[
151,
82,
69,
151,
82,
69
],
[
39.6,
34.4,
44.8,
39.6,
34.4,
44.8
],
[
2.730931,
4.626673,
1.459302,
1.625873,
1.927617,
1.383308
],
[
234935,
234935,
43331,
6549775,
6549775,
5806465
],
[
-28947,
-22921,
-28947,
-4849245,
-3054562,
-4849245
],
[
22,
22,
22,
22,
22,
22
],
[
33,
36,
32,
33,
36,
32
],
[
14,
15,
14,
14,
15,
14
],
[
5585,
2791,
2794,
5585,
2791,
2794
],
[
26.486155,
33.819488,
26.486155,
26.486155,
33.819488,
26.486155
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
303390,
115008,
-298016,
-140105,
-375013,
-78852
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5624,
"evaluation_days": 1874.67,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1597622400000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759347603775,
"expiration_time": 1764193536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 9,
"offset": 0,
"a": 0.44505
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.13867,
"nc": 0.1
}
}
}
| # | 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) |
|---|