| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1007026.4249 | 967263.7427 | 39762.6821 | 1629844.296 | -494959.8856 | 2124804.1817 |
| Total P&L (%) | 1007.0264 | 967.2637 | 39.7627 | 1629.8443 | -494.9599 | 2124.8042 |
| Avg Daily Profit (%) | 0.5354 | 0.5142 | 0.0211 | 0.1517 | 0 | 0.1651 |
| Buy And Hold Return (%) | 280.2586 | 280.2586 | 280.2586 | 280.2586 | 280.2586 | 280.2586 |
| Max Trade Drawdown | -169467 | -176406 | -78273 | -12496535 | -12662016 | -795320 |
| Profit Factor | 3.0346 | 3.7747 | 1.2717 | 1.0844 | 0.9712 | 1.9994 |
| Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
| Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
| Profitability (%) | 60.8696 | 55.8824 | 65.7143 | 60.8696 | 55.8824 | 65.7143 |
| Ratio Avg Win / Avg Loss | 1.9508 | 2.98 | 0.6635 | 0.6971 | 0.7667 | 1.0431 |
| Largest Winning Trade | 360331 | 360331 | 25636 | 4958374 | 4958374 | 1774587 |
| Largest Losing Trade | -76661 | -76661 | -45849 | -6393988 | -6393988 | -795320 |
| Avg Bars in Trades | 76 | 147 | 8 | 76 | 147 | 8 |
| Avg Bars in Winners | 42 | 87 | 6 | 42 | 87 | 6 |
| Avg Bars in Losers | 129 | 224 | 11 | 129 | 224 | 11 |
| Bars Traded | 5300 | 5018 | 282 | 5300 | 5018 | 282 |
| Profit Streak | 0 | 160.0118 | 0 | 0 | 160.0118 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -90473 | 598339 | -329849 | -227064 | -579067 | 458356 |
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5643,
"evaluation_days": 1881,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1598889600000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759911415676,
"expiration_time": 1764757152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 27,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 53,
"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": [
[
1007026.4248551775,
967263.7427467951,
39762.6821083822,
1629844.2960397284,
-494959.8856404111,
2124804.181680139
],
[
1007.026425,
967.263743,
39.762682,
1629.844296,
-494.959886,
2124.804182
],
[
0.535368,
0.514228,
0.021139,
0.151663,
0,
0.165062
],
[
280.258553,
280.258553,
280.258553,
280.258553,
280.258553,
280.258553
],
[
-169467,
-176406,
-78273,
-12496535,
-12662016,
-795320
],
[
3.034632,
3.774718,
1.271707,
1.084441,
0.971182,
1.999358
],
[
69,
34,
35,
69,
34,
35
],
[
42,
19,
23,
42,
19,
23
],
[
27,
15,
12,
27,
15,
12
],
[
60.869565,
55.882353,
65.714286,
60.869565,
55.882353,
65.714286
],
[
1.950835,
2.980041,
0.663499,
0.69714,
0.766723,
1.043143
],
[
360331,
360331,
25636,
4958374,
4958374,
1774587
],
[
-76661,
-76661,
-45849,
-6393988,
-6393988,
-795320
],
[
76,
147,
8,
76,
147,
8
],
[
42,
87,
6,
42,
87,
6
],
[
129,
224,
11,
129,
224,
11
],
[
5300,
5018,
282,
5300,
5018,
282
],
[
0,
160.011755,
0,
0,
160.011755,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-90473,
598339,
-329849,
-227064,
-579067,
458356
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5643,
"evaluation_days": 1881,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1598889600000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759911415676,
"expiration_time": 1764757152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 27,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 53,
"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) |
|---|