| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2132802.9946 | 2069401.2364 | 63401.7582 | 3737611.6253 | 1798283.7195 | 1939327.9058 |
| Total P&L (%) | 2132.803 | 2069.4012 | 63.4018 | 3737.6116 | 1798.2837 | 1939.3279 |
| Avg Daily Profit (%) | 1.1422 | 1.1083 | 0.034 | 0.1955 | 0.1578 | 0.1616 |
| Buy And Hold Return (%) | 533.4603 | 533.4603 | 533.4603 | 533.4603 | 533.4603 | 533.4603 |
| Max Trade Drawdown | -85625 | -123190 | -73672 | -2458781 | -3277935 | -2088738 |
| Profit Factor | 5.4566 | 8.61 | 1.3068 | 1.3174 | 1.2547 | 1.4112 |
| Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
| Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
| Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
| Profitability (%) | 40 | 35.1351 | 44.7368 | 40 | 35.1351 | 44.7368 |
| Ratio Avg Win / Avg Loss | 8.185 | 15.8955 | 1.6143 | 1.976 | 2.3163 | 1.7433 |
| Largest Winning Trade | 1558724 | 1558724 | 68530 | 2991933 | 2991933 | 1714617 |
| Largest Losing Trade | -47252 | -35621 | -47252 | -1068211 | -1068211 | -905791 |
| Avg Bars in Trades | 95 | 72 | 117 | 95 | 72 | 117 |
| Avg Bars in Winners | 159 | 126 | 185 | 159 | 126 | 185 |
| Avg Bars in Losers | 52 | 43 | 61 | 52 | 43 | 61 |
| Bars Traded | 7144 | 2698 | 4446 | 7144 | 2698 | 4446 |
| 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 | -45797 | 498849 | -314107 | -55865 | 1365 | 180152 |
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7469,
"evaluation_days": 1867.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1601402400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759009655402,
"expiration_time": 1763555112000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 88,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 186,
"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": [
[
2132802.9946127255,
2069401.2364391736,
63401.7581735521,
3737611.625309033,
1798283.719510342,
1939327.9057986885
],
[
2132.802995,
2069.401236,
63.401758,
3737.611625,
1798.28372,
1939.327906
],
[
1.142216,
1.108261,
0.033955,
0.195528,
0.157764,
0.161609
],
[
533.460285,
533.460285,
533.460285,
533.460285,
533.460285,
533.460285
],
[
-85625,
-123190,
-73672,
-2458781,
-3277935,
-2088738
],
[
5.456634,
8.610045,
1.306825,
1.317351,
1.254655,
1.411232
],
[
75,
37,
38,
75,
37,
38
],
[
30,
13,
17,
30,
13,
17
],
[
45,
24,
21,
45,
24,
21
],
[
40,
35.135135,
44.736842,
40,
35.135135,
44.736842
],
[
8.184951,
15.895468,
1.614314,
1.976026,
2.316286,
1.743286
],
[
1558724,
1558724,
68530,
2991933,
2991933,
1714617
],
[
-47252,
-35621,
-47252,
-1068211,
-1068211,
-905791
],
[
95,
72,
117,
95,
72,
117
],
[
159,
126,
185,
159,
126,
185
],
[
52,
43,
61,
52,
43,
61
],
[
7144,
2698,
4446,
7144,
2698,
4446
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-45797,
498849,
-314107,
-55865,
1365,
180152
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7469,
"evaluation_days": 1867.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1601402400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759009655402,
"expiration_time": 1763555112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 88,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 186,
"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) |
|---|