| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2465380.0312 | 2288093.8038 | 177286.2274 | 21106151.7659 | 345266.1681 | 20760885.5978 |
| Total P&L (%) | 2465.38 | 2288.0938 | 177.2862 | 21106.1518 | 345.2662 | 20760.8856 |
| Avg Daily Profit (%) | 1.3107 | 1.2164 | 0.0943 | 0.2852 | 0.0794 | 0.2843 |
| Buy And Hold Return (%) | 454.5333 | 454.5333 | 454.5333 | 454.5333 | 454.5333 | 454.5333 |
| Max Trade Drawdown | -92325 | -157767 | -15057 | -31062562 | -41851832 | -1962164 |
| Profit Factor | 8.8521 | 9.3612 | 5.397 | 1.331 | 1.0059 | 4.8402 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
| Losing Trades | 21 | 14 | 7 | 21 | 14 | 7 |
| Profitability (%) | 64.4068 | 51.7241 | 76.6667 | 64.4068 | 51.7241 | 76.6667 |
| Ratio Avg Win / Avg Loss | 4.892 | 8.7371 | 1.6426 | 0.7356 | 0.9389 | 1.4731 |
| Largest Winning Trade | 1562842 | 1562842 | 31220 | 33294508 | 33294508 | 2773803 |
| Largest Losing Trade | -58248 | -58248 | -15057 | -18270470 | -18270470 | -1962164 |
| Avg Bars in Trades | 60 | 112 | 9 | 60 | 112 | 9 |
| Avg Bars in Winners | 65 | 149 | 11 | 65 | 149 | 11 |
| Avg Bars in Losers | 51 | 74 | 5 | 51 | 74 | 5 |
| Bars Traded | 3568 | 3275 | 293 | 3568 | 3275 | 293 |
| Profit Streak | 410.8986 | 413.8986 | 410.8986 | 410.8986 | 413.8986 | 410.8986 |
| Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -155112 | 801778 | -219784 | -168826 | -466834 | 733337 |
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3762,
"evaluation_days": 1881,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600948800000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759916038940,
"expiration_time": 1764757152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 16,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 83,
"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": [
[
2465380.0312243938,
2288093.803836586,
177286.2273878086,
21106151.765886266,
345266.1681343489,
20760885.597751927
],
[
2465.380031,
2288.093804,
177.286227,
21106.151766,
345.266168,
20760.885598
],
[
1.310675,
1.216424,
0.094251,
0.285195,
0.079431,
0.284319
],
[
454.533289,
454.533289,
454.533289,
454.533289,
454.533289,
454.533289
],
[
-92325,
-157767,
-15057,
-31062562,
-41851832,
-1962164
],
[
8.852116,
9.361182,
5.397002,
1.331019,
1.005917,
4.840168
],
[
59,
29,
30,
59,
29,
30
],
[
38,
15,
23,
38,
15,
23
],
[
21,
14,
7,
21,
14,
7
],
[
64.40678,
51.724138,
76.666667,
64.40678,
51.724138,
76.666667
],
[
4.891959,
8.737103,
1.642566,
0.735563,
0.938856,
1.473095
],
[
1562842,
1562842,
31220,
33294508,
33294508,
2773803
],
[
-58248,
-58248,
-15057,
-18270470,
-18270470,
-1962164
],
[
60,
112,
9,
60,
112,
9
],
[
65,
149,
11,
65,
149,
11
],
[
51,
74,
5,
51,
74,
5
],
[
3568,
3275,
293,
3568,
3275,
293
],
[
410.898599,
413.898599,
410.898599,
410.898599,
413.898599,
410.898599
],
[
8,
4,
4,
8,
4,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-155112,
801778,
-219784,
-168826,
-466834,
733337
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3762,
"evaluation_days": 1881,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600948800000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759916038940,
"expiration_time": 1764757152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 16,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 83,
"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) |
|---|