| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 883776.3014 | 784323.303 | 99452.9983 | 4334938.6245 | 1371070.5313 | 2963868.0932 |
| Total P&L (%) | 883.7763 | 784.3233 | 99.453 | 4334.9386 | 1371.0705 | 2963.8681 |
| Avg Daily Profit (%) | 0.4687 | 0.416 | 0.0527 | 0.2013 | 0.1427 | 0.1817 |
| Buy And Hold Return (%) | 168.9546 | 168.9546 | 168.9546 | 168.9546 | 168.9546 | 168.9546 |
| Max Trade Drawdown | -107916 | -108658 | -117194 | -2406794 | -2034821 | -1527932 |
| Profit Factor | 1.9516 | 2.7904 | 1.2027 | 1.2984 | 1.1834 | 1.4202 |
| Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
| Winning Trades | 69 | 28 | 41 | 69 | 28 | 41 |
| Losing Trades | 109 | 61 | 48 | 109 | 61 | 48 |
| Profitability (%) | 38.764 | 31.4607 | 46.0674 | 38.764 | 31.4607 | 46.0674 |
| Ratio Avg Win / Avg Loss | 3.083 | 6.0791 | 1.408 | 2.0511 | 2.5782 | 1.6626 |
| Largest Winning Trade | 194597 | 194597 | 49148 | 2938201 | 2938201 | 1180921 |
| Largest Losing Trade | -27830 | -27830 | -26413 | -823522 | -468062 | -823522 |
| Avg Bars in Trades | 20 | 19 | 22 | 20 | 19 | 22 |
| Avg Bars in Winners | 34 | 34 | 34 | 34 | 34 | 34 |
| Avg Bars in Losers | 12 | 12 | 11 | 12 | 12 | 11 |
| Bars Traded | 3723 | 1746 | 1976 | 3723 | 1746 | 1976 |
| Profit Streak | 0 | 0 | 37.6171 | 0 | 0 | 37.6171 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 349287 | 227146 | -289789 | 218684 | -27012 | 316345 |
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3771,
"evaluation_days": 1885.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598529600000,
"last_datapoint_time": 1760270400000,
"evaluation_time": 1760280515105,
"expiration_time": 1765157616000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 24,
"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": [
[
883776.3013609153,
784323.3030128059,
99452.9983481095,
4334938.624485003,
1371070.5312955552,
2963868.0931894495
],
[
883.776301,
784.323303,
99.452998,
4334.938624,
1371.070531,
2963.868093
],
[
0.468723,
0.415976,
0.052746,
0.201321,
0.142694,
0.181669
],
[
168.954606,
168.954606,
168.954606,
168.954606,
168.954606,
168.954606
],
[
-107916,
-108658,
-117194,
-2406794,
-2034821,
-1527932
],
[
1.95161,
2.790398,
1.202699,
1.298378,
1.183439,
1.420165
],
[
178,
89,
89,
178,
89,
89
],
[
69,
28,
41,
69,
28,
41
],
[
109,
61,
48,
109,
61,
48
],
[
38.764045,
31.460674,
46.067416,
38.764045,
31.460674,
46.067416
],
[
3.082978,
6.079081,
1.408037,
2.051062,
2.578206,
1.662633
],
[
194597,
194597,
49148,
2938201,
2938201,
1180921
],
[
-27830,
-27830,
-26413,
-823522,
-468062,
-823522
],
[
20,
19,
22,
20,
19,
22
],
[
34,
34,
34,
34,
34,
34
],
[
12,
12,
11,
12,
12,
11
],
[
3723,
1746,
1976,
3723,
1746,
1976
],
[
0,
0,
37.617073,
0,
0,
37.617073
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
349287,
227146,
-289789,
218684,
-27012,
316345
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3771,
"evaluation_days": 1885.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598529600000,
"last_datapoint_time": 1760270400000,
"evaluation_time": 1760280515105,
"expiration_time": 1765157616000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 24,
"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) |
|---|