| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2276583.6452 | -87953.7569 | -2188629.8883 | 6676366.7012 | -20061651.3791 | 26738018.0803 |
| Total P&L (%) | -2276.5836 | -87.9538 | -2188.6299 | 6676.3667 | -20061.6514 | 26738.0181 |
| Avg Daily Profit (%) | -1.2191 | -0.0471 | -1.172 | 0.226 | 0 | 0.2999 |
| Buy And Hold Return (%) | 529.7614 | 529.7614 | 529.7614 | 529.7614 | 529.7614 | 529.7614 |
| Max Trade Drawdown | -2312145 | -115530 | -1431255 | -18320512 | -22184013 | -11481642 |
| Profit Factor | 0.1406 | 0.5748 | 0.1038 | 1.1322 | 0.3564 | 2.3839 |
| Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Winning Trades | 48 | 20 | 28 | 46 | 20 | 26 |
| Losing Trades | 19 | 14 | 5 | 21 | 14 | 7 |
| Profitability (%) | 71.6418 | 58.8235 | 84.8485 | 68.6567 | 58.8235 | 78.7879 |
| Ratio Avg Win / Avg Loss | 0.0556 | 0.4024 | 0.0185 | 0.5169 | 0.2495 | 0.6418 |
| Largest Winning Trade | 18899 | 16308 | 18899 | 19343811 | 1438012 | 19343811 |
| Largest Losing Trade | -1431255 | -52054 | -1431255 | -12205905 | -12205905 | -11481642 |
| Avg Bars in Trades | 51 | 37 | 65 | 51 | 37 | 65 |
| Avg Bars in Winners | 20 | 13 | 25 | 31 | 16 | 42 |
| Avg Bars in Losers | 128 | 71 | 287 | 94 | 67 | 149 |
| Bars Traded | 3427 | 1277 | 2150 | 3427 | 1277 | 2150 |
| Profit Streak | 83.9993 | 83.9993 | 234.9993 | 83.9993 | 83.9993 | 234.9993 |
| Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -698010 | -579093 | -575063 | -186108 | -579093 | 566663 |
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3735,
"evaluation_days": 1867.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1602115200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758801543406,
"expiration_time": 1763555760000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 3,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 110,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
-2276583.6451929244,
-87953.7568921501,
-2188629.8883007746,
6676366.70120231,
-20061651.37907848,
26738018.080280766
],
[
-2276.583645,
-87.953757,
-2188.629888,
6676.366701,
-20061.651379,
26738.01808
],
[
-1.219054,
-0.047097,
-1.171957,
0.226013,
0,
0.299908
],
[
529.761416,
529.761416,
529.761416,
529.761416,
529.761416,
529.761416
],
[
-2312145,
-115530,
-1431255,
-18320512,
-22184013,
-11481642
],
[
0.140586,
0.574813,
0.103806,
1.132223,
0.356443,
2.383948
],
[
67,
34,
33,
67,
34,
33
],
[
48,
20,
28,
46,
20,
26
],
[
19,
14,
5,
21,
14,
7
],
[
71.641791,
58.823529,
84.848485,
68.656716,
58.823529,
78.787879
],
[
0.055649,
0.402369,
0.018537,
0.516884,
0.24951,
0.641832
],
[
18899,
16308,
18899,
19343811,
1438012,
19343811
],
[
-1431255,
-52054,
-1431255,
-12205905,
-12205905,
-11481642
],
[
51,
37,
65,
51,
37,
65
],
[
20,
13,
25,
31,
16,
42
],
[
128,
71,
287,
94,
67,
149
],
[
3427,
1277,
2150,
3427,
1277,
2150
],
[
83.999345,
83.999345,
234.999345,
83.999345,
83.999345,
234.999345
],
[
2,
1,
4,
2,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-698010,
-579093,
-575063,
-186108,
-579093,
566663
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3735,
"evaluation_days": 1867.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1602115200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758801543406,
"expiration_time": 1763555760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 3,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 110,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|