| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1798126.3316 | 1707401.9988 | 90724.3328 | 3139853.1273 | 3630228.4762 | -490375.3489 |
| Total P&L (%) | 1798.1263 | 1707.402 | 90.7243 | 3139.8531 | 3630.2285 | -490.3753 |
| Avg Daily Profit (%) | 0.959 | 0.9106 | 0.0484 | 0.1857 | 0.1932 | 0 |
| Buy And Hold Return (%) | 705.4798 | 705.4798 | 705.4798 | 705.4798 | 705.4798 | 705.4798 |
| Max Trade Drawdown | -85532 | -104987 | -177296 | -5565630 | -4050924 | -6952118 |
| Profit Factor | 3.2611 | 4.8666 | 1.2565 | 1.1066 | 1.2239 | 0.963 |
| Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
| Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
| Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
| Profitability (%) | 51.7857 | 48.2143 | 55.3571 | 51.7857 | 48.2143 | 55.3571 |
| Ratio Avg Win / Avg Loss | 3.0362 | 5.227 | 1.0133 | 1.0302 | 1.3146 | 0.7766 |
| Largest Winning Trade | 1212588 | 1212588 | 43325 | 3486524 | 3486524 | 1897835 |
| Largest Losing Trade | -73872 | -38862 | -73872 | -2667163 | -2206699 | -2667163 |
| Avg Bars in Trades | 31 | 36 | 26 | 31 | 36 | 26 |
| Avg Bars in Winners | 37 | 42 | 33 | 37 | 42 | 33 |
| Avg Bars in Losers | 25 | 30 | 18 | 25 | 30 | 18 |
| Bars Traded | 3538 | 2044 | 1494 | 3538 | 2044 | 1494 |
| Profit Streak | 14.7646 | 0 | 18.7646 | 14.7646 | 0 | 18.7646 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 617166 | -163878 | -472773 | -96095 | -174387 | -759300 |
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3750,
"evaluation_days": 1875,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1603886400000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759386064598,
"expiration_time": 1764223200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 74,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 180,
"offset": 0,
"multiplier": 2.76707
}
}
} {
"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": [
[
1798126.3316234064,
1707401.998794357,
90724.3328290489,
3139853.127304607,
3630228.476242669,
-490375.3489380644
],
[
1798.126332,
1707.401999,
90.724333,
3139.853127,
3630.228476,
-490.375349
],
[
0.959001,
0.910614,
0.048386,
0.185672,
0.193203,
0
],
[
705.479764,
705.479764,
705.479764,
705.479764,
705.479764,
705.479764
],
[
-85532,
-104987,
-177296,
-5565630,
-4050924,
-6952118
],
[
3.261128,
4.866561,
1.256535,
1.106564,
1.223934,
0.963
],
[
112,
56,
56,
112,
56,
56
],
[
58,
27,
31,
58,
27,
31
],
[
54,
29,
25,
54,
29,
25
],
[
51.785714,
48.214286,
55.357143,
51.785714,
48.214286,
55.357143
],
[
3.036223,
5.227047,
1.013335,
1.030249,
1.314595,
0.776613
],
[
1212588,
1212588,
43325,
3486524,
3486524,
1897835
],
[
-73872,
-38862,
-73872,
-2667163,
-2206699,
-2667163
],
[
31,
36,
26,
31,
36,
26
],
[
37,
42,
33,
37,
42,
33
],
[
25,
30,
18,
25,
30,
18
],
[
3538,
2044,
1494,
3538,
2044,
1494
],
[
14.764636,
0,
18.764636,
14.764637,
0,
18.764637
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
617166,
-163878,
-472773,
-96095,
-174387,
-759300
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3750,
"evaluation_days": 1875,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1603886400000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759386064598,
"expiration_time": 1764223200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 74,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 180,
"offset": 0,
"multiplier": 2.76707
}
}
}
| # | 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) |
|---|