| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1786454.9612 | 1745688.9349 | 40766.0263 | 1629217.1828 | 1709993.2905 | -80776.1078 |
| Total P&L (%) | 1786.455 | 1745.6889 | 40.766 | 1629.2172 | 1709.9933 | -80.7761 |
| Avg Daily Profit (%) | 0.9568 | 0.9349 | 0.0218 | 0.1528 | 0.1552 | -0.0883 |
| Buy And Hold Return (%) | 463.8606 | 463.8606 | 463.8606 | 463.8606 | 463.8606 | 463.8606 |
| Max Trade Drawdown | -138708 | -123885 | -78942 | -4735226 | -3614972 | -2182644 |
| Profit Factor | 3.8627 | 5.9329 | 1.1509 | 1.1315 | 1.2565 | 0.9859 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
| Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
| Profitability (%) | 45 | 45 | 45 | 45 | 45 | 45 |
| Ratio Avg Win / Avg Loss | 4.7211 | 7.2513 | 1.4067 | 1.3829 | 1.5358 | 1.205 |
| Largest Winning Trade | 1264795 | 1264795 | 67938 | 3456991 | 3456991 | 1224898 |
| Largest Losing Trade | -47612 | -47612 | -37810 | -2000826 | -1090541 | -2000826 |
| Avg Bars in Trades | 134 | 177 | 91 | 134 | 177 | 91 |
| Avg Bars in Winners | 188 | 241 | 135 | 188 | 241 | 135 |
| Avg Bars in Losers | 89 | 124 | 55 | 89 | 124 | 55 |
| Bars Traded | 10734 | 7084 | 3650 | 10734 | 7084 | 3650 |
| Profit Streak | 0 | 171.693 | 0 | 0 | 171.693 | 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 | -7813 | 661740 | -385925 | -96673 | 184877 | -581027 |
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11203,
"evaluation_days": 1867.17,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1601049600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758919072533,
"expiration_time": 1763554896000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 223,
"offset": 31
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 67,
"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": [
[
1786454.961220787,
1745688.9349060112,
40766.0263147753,
1629217.1827645428,
1709993.2905261489,
-80776.1077616076
],
[
1786.454961,
1745.688935,
40.766026,
1629.217183,
1709.993291,
-80.776108
],
[
0.956771,
0.934938,
0.021833,
0.152768,
0.155216,
-0.088277
],
[
463.860638,
463.860638,
463.860638,
463.860638,
463.860638,
463.860638
],
[
-138708,
-123885,
-78942,
-4735226,
-3614972,
-2182644
],
[
3.862727,
5.932882,
1.150901,
1.131452,
1.256547,
0.9859
],
[
80,
40,
40,
80,
40,
40
],
[
36,
18,
18,
36,
18,
18
],
[
44,
22,
22,
44,
22,
22
],
[
45,
45,
45,
45,
45,
45
],
[
4.721111,
7.2513,
1.406656,
1.382885,
1.535779,
1.204988
],
[
1264795,
1264795,
67938,
3456991,
3456991,
1224898
],
[
-47612,
-47612,
-37810,
-2000826,
-1090541,
-2000826
],
[
134,
177,
91,
134,
177,
91
],
[
188,
241,
135,
188,
241,
135
],
[
89,
124,
55,
89,
124,
55
],
[
10734,
7084,
3650,
10734,
7084,
3650
],
[
0,
171.692969,
0,
0,
171.692969,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-7813,
661740,
-385925,
-96673,
184877,
-581027
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11203,
"evaluation_days": 1867.17,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1601049600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758919072533,
"expiration_time": 1763554896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 223,
"offset": 31
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 67,
"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) |
|---|