| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1226322.8071 | 1238261.6358 | -11938.8287 | 290387.7185 | 434759.1254 | -144371.407 |
| Total P&L (%) | 1226.3228 | 1238.2616 | -11.9388 | 290.3877 | 434.7591 | -144.3714 |
| Avg Daily Profit (%) | 0.6516 | 0.6579 | -0.0063 | 0.0724 | 0.0891 | 0 |
| Buy And Hold Return (%) | 395.6756 | 395.6756 | 395.6756 | 395.6756 | 395.6756 | 395.6756 |
| Max Trade Drawdown | -119210 | -145998 | -117117 | -1576586 | -1621507 | -702494 |
| Profit Factor | 1.7311 | 2.3762 | 0.9846 | 1.0256 | 1.0708 | 0.9722 |
| Total Trades | 624 | 312 | 312 | 624 | 312 | 312 |
| Winning Trades | 277 | 129 | 148 | 277 | 129 | 148 |
| Losing Trades | 347 | 183 | 164 | 347 | 183 | 164 |
| Profitability (%) | 44.391 | 41.3462 | 47.4359 | 44.391 | 41.3462 | 47.4359 |
| Ratio Avg Win / Avg Loss | 2.1686 | 3.3709 | 1.0911 | 1.2848 | 1.519 | 1.0773 |
| Largest Winning Trade | 612061 | 612061 | 36142 | 1358313 | 1358313 | 369562 |
| Largest Losing Trade | -25247 | -19407 | -25247 | -237947 | -204519 | -237947 |
| Avg Bars in Trades | 35 | 36 | 35 | 35 | 36 | 35 |
| Avg Bars in Winners | 47 | 47 | 46 | 47 | 47 | 46 |
| Avg Bars in Losers | 26 | 28 | 24 | 26 | 28 | 24 |
| Bars Traded | 22347 | 11402 | 10944 | 22347 | 11402 | 10944 |
| Profit Streak | 0 | 0 | 3.2165 | 0 | 0 | 3.2165 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 476445 | 402929 | -579976 | -453339 | -352887 | -579976 |
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22585,
"evaluation_days": 1882.08,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599076800000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760058708557,
"expiration_time": 1765908432000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 233,
"offset": 117,
"scalar": 1
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
1226322.8070717398,
1238261.6357669088,
-11938.8286951693,
290387.7184538933,
434759.1254163537,
-144371.4069624608
],
[
1226.322807,
1238.261636,
-11.938829,
290.387718,
434.759125,
-144.371407
],
[
0.651578,
0.657922,
-0.006343,
0.072391,
0.089124,
0
],
[
395.675625,
395.675625,
395.675625,
395.675625,
395.675625,
395.675625
],
[
-119210,
-145998,
-117117,
-1576586,
-1621507,
-702494
],
[
1.731103,
2.376184,
0.984646,
1.025611,
1.070763,
0.972208
],
[
624,
312,
312,
624,
312,
312
],
[
277,
129,
148,
277,
129,
148
],
[
347,
183,
164,
347,
183,
164
],
[
44.391026,
41.346154,
47.435897,
44.391026,
41.346154,
47.435897
],
[
2.168566,
3.370866,
1.091094,
1.28479,
1.51899,
1.077311
],
[
612061,
612061,
36142,
1358313,
1358313,
369562
],
[
-25247,
-19407,
-25247,
-237947,
-204519,
-237947
],
[
35,
36,
35,
35,
36,
35
],
[
47,
47,
46,
47,
47,
46
],
[
26,
28,
24,
26,
28,
24
],
[
22347,
11402,
10944,
22347,
11402,
10944
],
[
0,
0,
3.216534,
0,
0,
3.216534
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
476445,
402929,
-579976,
-453339,
-352887,
-579976
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22585,
"evaluation_days": 1882.08,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599076800000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760058708557,
"expiration_time": 1765908432000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 233,
"offset": 117,
"scalar": 1
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|