| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1887679.5969 | 1921250.187 | -33570.5901 | 115497.7378 | 85859.3757 | 29638.3621 |
| Total P&L (%) | 1887.6796 | 1921.2502 | -33.5706 | 115.4977 | 85.8594 | 29.6384 |
| Avg Daily Profit (%) | 1.0061 | 1.024 | -0.0179 | 0.0409 | 0.033 | 0.0138 |
| Buy And Hold Return (%) | 572.9815 | 572.9815 | 572.9815 | 572.9815 | 572.9815 | 572.9815 |
| Max Trade Drawdown | -177350 | -189773 | -87293 | -2769884 | -3033284 | -781867 |
| Profit Factor | 2.7239 | 3.9249 | 0.9234 | 1.0145 | 1.016 | 1.0113 |
| Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
| Winning Trades | 110 | 53 | 57 | 110 | 53 | 57 |
| Losing Trades | 134 | 69 | 65 | 134 | 69 | 65 |
| Profitability (%) | 45.082 | 43.4426 | 46.7213 | 45.082 | 43.4426 | 46.7213 |
| Ratio Avg Win / Avg Loss | 3.3181 | 5.1098 | 1.053 | 1.2358 | 1.3228 | 1.1532 |
| Largest Winning Trade | 1438445 | 1438445 | 41562 | 2000015 | 2000015 | 395690 |
| Largest Losing Trade | -68643 | -43285 | -68643 | -835842 | -835842 | -423944 |
| Avg Bars in Trades | 90 | 106 | 74 | 90 | 106 | 74 |
| Avg Bars in Winners | 108 | 130 | 87 | 108 | 130 | 87 |
| Avg Bars in Losers | 75 | 87 | 63 | 75 | 87 | 63 |
| Bars Traded | 22099 | 12972 | 9127 | 22099 | 12972 | 9127 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 542046 | 532421 | -580616 | -509252 | -520195 | -549753 |
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22514,
"evaluation_days": 1876.17,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599199200000,
"last_datapoint_time": 1759543200000,
"evaluation_time": 1759548929176,
"expiration_time": 1765378828800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 22,
"offset": 228
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 33,
"offset": 52
}
}
} {
"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": [
[
1887679.5968961979,
1921250.187006097,
-33570.5901098994,
115497.737755658,
85859.375699612,
29638.3620560465
],
[
1887.679597,
1921.250187,
-33.57059,
115.497738,
85.859376,
29.638362
],
[
1.006135,
1.024028,
-0.017893,
0.040931,
0.033042,
0.013837
],
[
572.981528,
572.981528,
572.981528,
572.981528,
572.981528,
572.981528
],
[
-177350,
-189773,
-87293,
-2769884,
-3033284,
-781867
],
[
2.72385,
3.924945,
0.923387,
1.014473,
1.016036,
1.011285
],
[
244,
122,
122,
244,
122,
122
],
[
110,
53,
57,
110,
53,
57
],
[
134,
69,
65,
134,
69,
65
],
[
45.081967,
43.442623,
46.721311,
45.081967,
43.442623,
46.721311
],
[
3.318145,
5.109835,
1.052986,
1.235812,
1.322764,
1.153219
],
[
1438445,
1438445,
41562,
2000015,
2000015,
395690
],
[
-68643,
-43285,
-68643,
-835842,
-835842,
-423944
],
[
90,
106,
74,
90,
106,
74
],
[
108,
130,
87,
108,
130,
87
],
[
75,
87,
63,
75,
87,
63
],
[
22099,
12972,
9127,
22099,
12972,
9127
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
542046,
532421,
-580616,
-509252,
-520195,
-549753
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22514,
"evaluation_days": 1876.17,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599199200000,
"last_datapoint_time": 1759543200000,
"evaluation_time": 1759548929176,
"expiration_time": 1765378828800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 22,
"offset": 228
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 33,
"offset": 52
}
}
}
| # | 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) |
|---|