| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2037597.9403 | -73393.0495 | -1964204.8908 | 810241.6167 | 12025668.8073 | -11215427.1906 |
| Total P&L (%) | -2037.5979 | -73.3931 | -1964.2049 | 810.2416 | 12025.6688 | -11215.4272 |
| Avg Daily Profit (%) | -1.0879 | -0.0392 | -1.0487 | 0.118 | 0.2565 | 0 |
| Buy And Hold Return (%) | 433.1389 | 433.1389 | 433.1389 | 433.1389 | 433.1389 | 433.1389 |
| Max Trade Drawdown | -2175397 | -203006 | -2054002 | -13638692 | -2371001 | -15261839 |
| Profit Factor | 0.268 | 0.8274 | 0.1671 | 1.0283 | 2.5703 | 0.4649 |
| Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
| Winning Trades | 141 | 66 | 75 | 75 | 43 | 32 |
| Losing Trades | 40 | 24 | 16 | 106 | 47 | 59 |
| Profitability (%) | 77.9006 | 73.3333 | 82.4176 | 41.4365 | 47.7778 | 35.1648 |
| Ratio Avg Win / Avg Loss | 0.076 | 0.3009 | 0.0357 | 1.4534 | 2.8094 | 0.8571 |
| Largest Winning Trade | 21954 | 21954 | 20627 | 6917932 | 6917932 | 2681614 |
| Largest Losing Trade | -1340953 | -63106 | -1340953 | -8379404 | -1703066 | -8379404 |
| Avg Bars in Trades | 20 | 22 | 17 | 20 | 22 | 17 |
| Avg Bars in Winners | 7 | 6 | 8 | 29 | 34 | 22 |
| Avg Bars in Losers | 64 | 68 | 59 | 13 | 11 | 14 |
| Bars Traded | 3634 | 2059 | 1576 | 3634 | 2059 | 1576 |
| Profit Streak | 62.3116 | 83.3116 | 62.3116 | 62.3116 | 83.3116 | 62.3116 |
| Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574241 | -576010 | -574850 | -232621 | 504811 | -585021 |
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3746,
"evaluation_days": 1873,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599912000000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759217323010,
"expiration_time": 1764045216000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 59,
"offset": 0,
"std": 1.96311
}
}
} {
"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": [
[
-2037597.9403050598,
-73393.0495175014,
-1964204.8907875584,
810241.6167312305,
12025668.807346027,
-11215427.1906148
],
[
-2037.59794,
-73.39305,
-1964.204891,
810.241617,
12025.668807,
-11215.427191
],
[
-1.087879,
-0.039185,
-1.048695,
0.117984,
0.25649,
0
],
[
433.138875,
433.138875,
433.138875,
433.138875,
433.138875,
433.138875
],
[
-2175397,
-203006,
-2054002,
-13638692,
-2371001,
-15261839
],
[
0.267972,
0.827376,
0.167122,
1.028314,
2.570334,
0.464858
],
[
181,
90,
91,
181,
90,
91
],
[
141,
66,
75,
75,
43,
32
],
[
40,
24,
16,
106,
47,
59
],
[
77.900552,
73.333333,
82.417582,
41.436464,
47.777778,
35.164835
],
[
0.07602,
0.300864,
0.035653,
1.453351,
2.809435,
0.857083
],
[
21954,
21954,
20627,
6917932,
6917932,
2681614
],
[
-1340953,
-63106,
-1340953,
-8379404,
-1703066,
-8379404
],
[
20,
22,
17,
20,
22,
17
],
[
7,
6,
8,
29,
34,
22
],
[
64,
68,
59,
13,
11,
14
],
[
3634,
2059,
1576,
3634,
2059,
1576
],
[
62.311609,
83.311609,
62.311609,
62.311609,
83.311609,
62.311609
],
[
12,
6,
6,
12,
6,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574241,
-576010,
-574850,
-232621,
504811,
-585021
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3746,
"evaluation_days": 1873,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599912000000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759217323010,
"expiration_time": 1764045216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 59,
"offset": 0,
"std": 1.96311
}
}
}
| # | 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) |
|---|