| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2436237.8962 | 2551904.4332 | -115666.537 | -48460.0144 | 302179.1815 | -350639.1959 |
| Total P&L (%) | 2436.2379 | 2551.9044 | -115.6665 | -48.46 | 302.1792 | -350.6392 |
| Avg Daily Profit (%) | 1.3011 | 1.3629 | -0.0618 | -0.0354 | 0.0744 | 0 |
| Buy And Hold Return (%) | 357.6823 | 357.6823 | 357.6823 | 357.6823 | 357.6823 | 357.6823 |
| Max Trade Drawdown | -247966 | -216404 | -106016 | -1429287 | -1330014 | -397783 |
| Profit Factor | 3.8943 | 5.5296 | 0.5844 | 0.9825 | 1.1543 | 0.5667 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 31 | 11 | 20 | 31 | 11 | 20 |
| Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
| Profitability (%) | 33.6957 | 23.913 | 43.4783 | 33.6957 | 23.913 | 43.4783 |
| Ratio Avg Win / Avg Loss | 7.663 | 17.5941 | 0.7598 | 1.9333 | 3.6729 | 0.7367 |
| Largest Winning Trade | 1856648 | 1856648 | 42089 | 1398969 | 1398969 | 232655 |
| Largest Losing Trade | -54272 | -54272 | -45784 | -368584 | -368584 | -227046 |
| Avg Bars in Trades | 240 | 377 | 103 | 240 | 377 | 103 |
| Avg Bars in Winners | 381 | 815 | 143 | 381 | 815 | 143 |
| Avg Bars in Losers | 168 | 240 | 71 | 168 | 240 | 71 |
| Bars Traded | 22118 | 17376 | 4742 | 22118 | 17376 | 4742 |
| 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 | 517104 | -12971 | -583240 | -584095 | -343890 | -583240 |
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22469,
"evaluation_days": 1872.42,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599012000000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759222374025,
"expiration_time": 1765043164800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 207,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 211,
"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": [
[
2436237.896189702,
2551904.4331844063,
-115666.5369947047,
-48460.01443376,
302179.1815086512,
-350639.195942411
],
[
2436.237896,
2551.904433,
-115.666537,
-48.460014,
302.179182,
-350.639196
],
[
1.301117,
1.362891,
-0.061774,
-0.035392,
0.074355,
0
],
[
357.682337,
357.682337,
357.682337,
357.682337,
357.682337,
357.682337
],
[
-247966,
-216404,
-106016,
-1429287,
-1330014,
-397783
],
[
3.894318,
5.529573,
0.584448,
0.982487,
1.154345,
0.566703
],
[
92,
46,
46,
92,
46,
46
],
[
31,
11,
20,
31,
11,
20
],
[
61,
35,
26,
61,
35,
26
],
[
33.695652,
23.913043,
43.478261,
33.695652,
23.913043,
43.478261
],
[
7.663012,
17.594097,
0.759782,
1.93328,
3.672917,
0.736714
],
[
1856648,
1856648,
42089,
1398969,
1398969,
232655
],
[
-54272,
-54272,
-45784,
-368584,
-368584,
-227046
],
[
240,
377,
103,
240,
377,
103
],
[
381,
815,
143,
381,
815,
143
],
[
168,
240,
71,
168,
240,
71
],
[
22118,
17376,
4742,
22118,
17376,
4742
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
517104,
-12971,
-583240,
-584095,
-343890,
-583240
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22469,
"evaluation_days": 1872.42,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599012000000,
"last_datapoint_time": 1759219200000,
"evaluation_time": 1759222374025,
"expiration_time": 1765043164800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 207,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 211,
"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) |
|---|