| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 70130.8222 | 376126.7171 | -305995.8949 | -100502.8974 | 1584883.5812 | -1685386.4786 |
| Total P&L (%) | 70.1308 | 376.1267 | -305.9959 | -100.5029 | 1584.8836 | -1685.3865 |
| Avg Daily Profit (%) | 0.0376 | 0.2015 | -0.1639 | 0 | 0.1514 | 0 |
| Buy And Hold Return (%) | 305.8504 | 305.8504 | 305.8504 | 305.8504 | 305.8504 | 305.8504 |
| Max Trade Drawdown | -540817 | -281590 | -423897 | -961245 | -430921 | -1804788 |
| Profit Factor | 1.0391 | 1.4807 | 0.698 | 0.9729 | 2.4751 | 0.3608 |
| Total Trades | 325 | 162 | 163 | 325 | 162 | 163 |
| Winning Trades | 200 | 94 | 106 | 198 | 100 | 98 |
| Losing Trades | 125 | 68 | 57 | 127 | 62 | 65 |
| Profitability (%) | 61.5385 | 58.0247 | 65.0307 | 60.9231 | 61.7284 | 60.1227 |
| Ratio Avg Win / Avg Loss | 0.6494 | 1.0711 | 0.3754 | 0.624 | 1.5346 | 0.2393 |
| Largest Winning Trade | 133899 | 133899 | 41617 | 410803 | 410803 | 133398 |
| Largest Losing Trade | -117293 | -45561 | -117293 | -637544 | -274717 | -637544 |
| Avg Bars in Trades | 68 | 68 | 67 | 68 | 68 | 67 |
| Avg Bars in Winners | 54 | 53 | 55 | 57 | 54 | 59 |
| Avg Bars in Losers | 89 | 89 | 88 | 85 | 91 | 78 |
| Bars Traded | 22109 | 11151 | 10958 | 22109 | 11151 | 10958 |
| Profit Streak | 11.6632 | 0 | 12.7465 | 0 | 22.1632 | 0 |
| Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -483902 | -84137 | -577918 | -577662 | 485629 | -579167 |
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22400,
"evaluation_days": 1866.67,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598788800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759024498763,
"expiration_time": 1764528480000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 193,
"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": [
[
70130.8221848681,
376126.7171135712,
-305995.8949287033,
-100502.8973809267,
1584883.5812214229,
-1685386.4786023486
],
[
70.130822,
376.126717,
-305.995895,
-100.502897,
1584.883581,
-1685.386479
],
[
0.03757,
0.201496,
-0.163926,
0,
0.151415,
0
],
[
305.85036,
305.85036,
305.85036,
305.85036,
305.85036,
305.85036
],
[
-540817,
-281590,
-423897,
-961245,
-430921,
-1804788
],
[
1.039053,
1.480673,
0.698019,
0.972917,
2.475114,
0.360764
],
[
325,
162,
163,
325,
162,
163
],
[
200,
94,
106,
198,
100,
98
],
[
125,
68,
57,
127,
62,
65
],
[
61.538462,
58.024691,
65.030675,
60.923077,
61.728395,
60.122699
],
[
0.649408,
1.071125,
0.37535,
0.624043,
1.534571,
0.239282
],
[
133899,
133899,
41617,
410803,
410803,
133398
],
[
-117293,
-45561,
-117293,
-637544,
-274717,
-637544
],
[
68,
68,
67,
68,
68,
67
],
[
54,
53,
55,
57,
54,
59
],
[
89,
89,
88,
85,
91,
78
],
[
22109,
11151,
10958,
22109,
11151,
10958
],
[
11.66318,
0,
12.746513,
0,
22.16318,
0
],
[
1,
0,
1,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-483902,
-84137,
-577918,
-577662,
485629,
-579167
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22400,
"evaluation_days": 1866.67,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598788800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759024498763,
"expiration_time": 1764528480000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 193,
"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) |
|---|