| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1269247.8139 | -91920.7259 | -1177327.0881 | -44655.4718 | 2605981.1481 | -2650636.6198 |
| Total P&L (%) | -1269.2478 | -91.9207 | -1177.3271 | -44.6555 | 2605.9811 | -2650.6366 |
| Avg Daily Profit (%) | -0.6797 | -0.0492 | -0.6305 | -0.0317 | 0.1768 | 0 |
| Buy And Hold Return (%) | 574.2533 | 574.2533 | 574.2533 | 574.2533 | 574.2533 | 574.2533 |
| Max Trade Drawdown | -1436435 | -275248 | -1264355 | -5465523 | -1843769 | -4285392 |
| Profit Factor | 0.3951 | 0.8292 | 0.2454 | 0.9952 | 1.7963 | 0.5623 |
| Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
| Winning Trades | 201 | 97 | 104 | 123 | 62 | 61 |
| Losing Trades | 66 | 36 | 30 | 144 | 71 | 73 |
| Profitability (%) | 75.2809 | 72.9323 | 77.6119 | 46.0674 | 46.6165 | 45.5224 |
| Ratio Avg Win / Avg Loss | 0.1297 | 0.3077 | 0.0708 | 1.1651 | 2.0571 | 0.6729 |
| Largest Winning Trade | 33778 | 33778 | 16837 | 1712279 | 1712279 | 1702880 |
| Largest Losing Trade | -549297 | -62950 | -549297 | -2245800 | -757079 | -2245800 |
| Avg Bars in Trades | 27 | 31 | 22 | 27 | 31 | 22 |
| Avg Bars in Winners | 9 | 8 | 10 | 33 | 43 | 24 |
| Avg Bars in Losers | 82 | 95 | 66 | 21 | 22 | 21 |
| Bars Traded | 7293 | 4236 | 3057 | 7293 | 4236 | 3057 |
| Profit Streak | 0 | 19.9615 | 0 | 0 | 19.9615 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575826 | -577451 | -576841 | -578966 | 307474 | -582440 |
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7469,
"evaluation_days": 1867.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599415200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758798270683,
"expiration_time": 1763555112000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 94,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
-1269247.8139145179,
-91920.7258582651,
-1177327.088056253,
-44655.4717557287,
2605981.148070324,
-2650636.6198260514
],
[
-1269.247814,
-91.920726,
-1177.327088,
-44.655472,
2605.981148,
-2650.63662
],
[
-0.679742,
-0.049228,
-0.630514,
-0.031678,
0.176782,
0
],
[
574.25334,
574.25334,
574.25334,
574.25334,
574.25334,
574.25334
],
[
-1436435,
-275248,
-1264355,
-5465523,
-1843769,
-4285392
],
[
0.395119,
0.829212,
0.245364,
0.995213,
1.79632,
0.562254
],
[
267,
133,
134,
267,
133,
134
],
[
201,
97,
104,
123,
62,
61
],
[
66,
36,
30,
144,
71,
73
],
[
75.280899,
72.932331,
77.61194,
46.067416,
46.616541,
45.522388
],
[
0.12974,
0.307749,
0.070778,
1.165127,
2.057076,
0.672861
],
[
33778,
33778,
16837,
1712279,
1712279,
1702880
],
[
-549297,
-62950,
-549297,
-2245800,
-757079,
-2245800
],
[
27,
31,
22,
27,
31,
22
],
[
9,
8,
10,
33,
43,
24
],
[
82,
95,
66,
21,
22,
21
],
[
7293,
4236,
3057,
7293,
4236,
3057
],
[
0,
19.961466,
0,
0,
19.961466,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575826,
-577451,
-576841,
-578966,
307474,
-582440
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7469,
"evaluation_days": 1867.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599415200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758798270683,
"expiration_time": 1763555112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 94,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|