| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 98255.0793 | 51476.2347 | 46778.8446 | 14713.1703 | 51378.6389 | -36665.4686 |
| Total P&L (%) | 98.2551 | 51.4762 | 46.7788 | 14.7132 | 51.3786 | -36.6655 |
| Avg Daily Profit (%) | 0.1887 | 0.0988 | 0.0898 | 0.0264 | 0.0796 | -0.0877 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -89097 | -53851 | -88370 | -152436 | -52978 | -148750 |
| Profit Factor | 1.3224 | 1.3449 | 1.3009 | 1.0407 | 1.364 | 0.8334 |
| Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
| Winning Trades | 77 | 34 | 43 | 77 | 34 | 43 |
| Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
| Profitability (%) | 61.1111 | 53.9683 | 68.254 | 61.1111 | 53.9683 | 68.254 |
| Ratio Avg Win / Avg Loss | 0.8415 | 1.1471 | 0.605 | 0.6623 | 1.1634 | 0.3876 |
| Largest Winning Trade | 39209 | 39209 | 13178 | 46448 | 46448 | 21733 |
| Largest Losing Trade | -69343 | -23738 | -69343 | -136606 | -27082 | -136606 |
| Avg Bars in Trades | 195 | 219 | 172 | 195 | 219 | 172 |
| Avg Bars in Winners | 155 | 154 | 156 | 155 | 154 | 156 |
| Avg Bars in Losers | 258 | 294 | 205 | 258 | 294 | 205 |
| Bars Traded | 24634 | 13798 | 10836 | 24634 | 13798 | 10836 |
| Profit Streak | 10.0265 | 21.5681 | 10.0265 | 10.0265 | 21.5681 | 10.0265 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 301934 | -207588 | -220468 | -351884 | -233073 | -724997 |
{
"trading_pair": "SAND_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714172400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758962287607,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 235,
"offset": 0,
"a": 0.71683
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 248,
"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": [
[
98255.0792672971,
51476.2346928061,
46778.8445744911,
14713.1703041085,
51378.6389083893,
-36665.4686042809
],
[
98.255079,
51.476235,
46.778845,
14.71317,
51.378639,
-36.665469
],
[
0.188651,
0.098835,
0.089816,
0.026358,
0.079638,
-0.087656
],
[
10,
10,
10,
10,
10,
10
],
[
-89097,
-53851,
-88370,
-152436,
-52978,
-148750
],
[
1.322423,
1.344891,
1.300855,
1.040735,
1.364038,
0.833379
],
[
126,
63,
63,
126,
63,
63
],
[
77,
34,
43,
77,
34,
43
],
[
49,
29,
20,
49,
29,
20
],
[
61.111111,
53.968254,
68.253968,
61.111111,
53.968254,
68.253968
],
[
0.841542,
1.147113,
0.605049,
0.662286,
1.163444,
0.387618
],
[
39209,
39209,
13178,
46448,
46448,
21733
],
[
-69343,
-23738,
-69343,
-136606,
-27082,
-136606
],
[
195,
219,
172,
195,
219,
172
],
[
155,
154,
156,
155,
154,
156
],
[
258,
294,
205,
258,
294,
205
],
[
24634,
13798,
10836,
24634,
13798,
10836
],
[
10.026477,
21.568144,
10.026477,
10.026477,
21.568144,
10.026477
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
301934,
-207588,
-220468,
-351884,
-233073,
-724997
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714172400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758962287607,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 235,
"offset": 0,
"a": 0.71683
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 248,
"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) |
|---|