| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1373911.5979 | 28551.4172 | -1402463.0151 | 324291.1136 | -44041334.1958 | 44365625.3095 |
| Total P&L (%) | -1373.9116 | 28.5514 | -1402.463 | 324.2911 | -44041.3342 | 44365.6253 |
| Avg Daily Profit (%) | -0.7357 | 0.0153 | -0.751 | 0.0774 | 0 | 0.327 |
| Buy And Hold Return (%) | 563.7019 | 563.7019 | 563.7019 | 563.7019 | 563.7019 | 563.7019 |
| Max Trade Drawdown | -1594630 | -140486 | -1515202 | -36348046 | -45265103 | -13371189 |
| Profit Factor | 0.2789 | 1.1271 | 0.1656 | 1.0039 | 0.2638 | 2.8173 |
| Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
| Winning Trades | 67 | 35 | 32 | 63 | 31 | 32 |
| Losing Trades | 18 | 7 | 11 | 22 | 11 | 11 |
| Profitability (%) | 78.8235 | 83.3333 | 74.4186 | 74.1176 | 73.8095 | 74.4186 |
| Ratio Avg Win / Avg Loss | 0.0749 | 0.2254 | 0.0569 | 0.3506 | 0.0936 | 0.9685 |
| Largest Winning Trade | 40725 | 40725 | 27130 | 44535198 | 2762017 | 44535198 |
| Largest Losing Trade | -947372 | -67433 | -947372 | -24703997 | -24703997 | -9647989 |
| Avg Bars in Trades | 41 | 44 | 39 | 41 | 44 | 39 |
| Avg Bars in Winners | 12 | 11 | 14 | 17 | 8 | 25 |
| Avg Bars in Losers | 149 | 209 | 111 | 112 | 145 | 80 |
| Bars Traded | 3550 | 1859 | 1692 | 3550 | 1859 | 1692 |
| Profit Streak | 0 | 139.8852 | 0 | 0 | 139.8852 | 0 |
| Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576536 | -414890 | -577561 | -469686 | -576265 | 537821 |
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3735,
"evaluation_days": 1867.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1603497600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758878077965,
"expiration_time": 1763555760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 142,
"offset": 0,
"a": 0.62079
}
}
}
{
"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": [
[
-1373911.5979062563,
28551.4171548605,
-1402463.015061116,
324291.1136223162,
-44041334.195829116,
44365625.30945144
],
[
-1373.911598,
28.551417,
-1402.463015,
324.291114,
-44041.334196,
44365.625309
],
[
-0.735696,
0.015289,
-0.750984,
0.077419,
0,
0.327029
],
[
563.701923,
563.701923,
563.701923,
563.701923,
563.701923,
563.701923
],
[
-1594630,
-140486,
-1515202,
-36348046,
-45265103,
-13371189
],
[
0.278894,
1.127148,
0.165563,
1.00385,
0.263758,
2.817349
],
[
85,
42,
43,
85,
42,
43
],
[
67,
35,
32,
63,
31,
32
],
[
18,
7,
11,
22,
11,
11
],
[
78.823529,
83.333333,
74.418605,
74.117647,
73.809524,
74.418605
],
[
0.074927,
0.22543,
0.056912,
0.350551,
0.093591,
0.968464
],
[
40725,
40725,
27130,
44535198,
2762017,
44535198
],
[
-947372,
-67433,
-947372,
-24703997,
-24703997,
-9647989
],
[
41,
44,
39,
41,
44,
39
],
[
12,
11,
14,
17,
8,
25
],
[
149,
209,
111,
112,
145,
80
],
[
3550,
1859,
1692,
3550,
1859,
1692
],
[
0,
139.885162,
0,
0,
139.885162,
0
],
[
0,
4,
0,
0,
4,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576536,
-414890,
-577561,
-469686,
-576265,
537821
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3735,
"evaluation_days": 1867.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1603497600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758878077965,
"expiration_time": 1763555760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 142,
"offset": 0,
"a": 0.62079
}
}
}
| # | 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) |
|---|