| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1202902.0358 | 1132869.6997 | 70032.3362 | -13581943.1494 | -5599688.0686 | -7982255.0808 |
| Total P&L (%) | 1202.902 | 1132.8697 | 70.0323 | -13581.9431 | -5599.6881 | -7982.2551 |
| Avg Daily Profit (%) | 0.6393 | 0.6021 | 0.0372 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 317.2917 | 317.2917 | 317.2917 | 317.2917 | 317.2917 | 317.2917 |
| Max Trade Drawdown | -144024 | -44520 | -48136 | -26075939 | -14224834 | -14619465 |
| Profit Factor | 3.5101 | 7.2727 | 1.2345 | 0.7394 | 0.7793 | 0.7016 |
| Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
| Winning Trades | 29 | 12 | 17 | 50 | 29 | 21 |
| Losing Trades | 50 | 28 | 22 | 29 | 11 | 18 |
| Profitability (%) | 36.7089 | 30 | 43.5897 | 63.2911 | 72.5 | 53.8462 |
| Ratio Avg Win / Avg Loss | 6.0519 | 16.9697 | 1.5976 | 0.4289 | 0.2956 | 0.6014 |
| Largest Winning Trade | 614322 | 614322 | 55282 | 4607552 | 2504782 | 4607552 |
| Largest Losing Trade | -144024 | -14775 | -144024 | -12755111 | -12755111 | -9010300 |
| Avg Bars in Trades | 45 | 36 | 54 | 45 | 36 | 54 |
| Avg Bars in Winners | 101 | 99 | 102 | 13 | 13 | 14 |
| Avg Bars in Losers | 12 | 9 | 16 | 100 | 99 | 101 |
| Bars Traded | 3589 | 1475 | 2114 | 3589 | 1475 | 2114 |
| Profit Streak | 0 | 0 | 0 | 50.7985 | 50.7985 | 170.7985 |
| Trades During Streak | 0 | 0 | 0 | 4 | 2 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -20359 | 347371 | -310632 | -608573 | -576843 | -578847 |
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3763,
"evaluation_days": 1881.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1597406400000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759950591383,
"expiration_time": 1764801648000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 182,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"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": [
[
1202902.035824025,
1132869.6996722561,
70032.3361517688,
-13581943.149424238,
-5599688.068626825,
-7982255.080797425
],
[
1202.902036,
1132.8697,
70.032336,
-13581.943149,
-5599.688069,
-7982.255081
],
[
0.639331,
0.60211,
0.037222,
0,
0,
0
],
[
317.291695,
317.291695,
317.291695,
317.291695,
317.291695,
317.291695
],
[
-144024,
-44520,
-48136,
-26075939,
-14224834,
-14619465
],
[
3.510091,
7.272727,
1.234517,
0.739438,
0.779305,
0.701627
],
[
79,
40,
39,
79,
40,
39
],
[
29,
12,
17,
50,
29,
21
],
[
50,
28,
22,
29,
11,
18
],
[
36.708861,
30,
43.589744,
63.291139,
72.5,
53.846154
],
[
6.051881,
16.969696,
1.59761,
0.428874,
0.295599,
0.601395
],
[
614322,
614322,
55282,
4607552,
2504782,
4607552
],
[
-144024,
-14775,
-144024,
-12755111,
-12755111,
-9010300
],
[
45,
36,
54,
45,
36,
54
],
[
101,
99,
102,
13,
13,
14
],
[
12,
9,
16,
100,
99,
101
],
[
3589,
1475,
2114,
3589,
1475,
2114
],
[
0,
0,
0,
50.798511,
50.798511,
170.798511
],
[
0,
0,
0,
4,
2,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-20359,
347371,
-310632,
-608573,
-576843,
-578847
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3763,
"evaluation_days": 1881.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1597406400000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759950591383,
"expiration_time": 1764801648000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 182,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"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) |
|---|