| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1619345.8265 | 1457356.5282 | 161989.2983 | 15567064.1901 | 5460152.7163 | 10106911.4737 |
| Total P&L (%) | 1619.3458 | 1457.3565 | 161.9893 | 15567.0642 | 5460.1527 | 10106.9115 |
| Avg Daily Profit (%) | 0.8672 | 0.7805 | 0.0868 | 0.271 | 0.2154 | 0.248 |
| Buy And Hold Return (%) | 504.184 | 504.184 | 504.184 | 504.184 | 504.184 | 504.184 |
| Max Trade Drawdown | -70199 | -34745 | -61202 | -12997392 | -8625861 | -5088716 |
| Profit Factor | 5.9668 | 10.2775 | 1.9588 | 1.6572 | 1.391 | 2.0395 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
| Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
| Profitability (%) | 48.5714 | 45.7143 | 51.4286 | 48.5714 | 45.7143 | 51.4286 |
| Ratio Avg Win / Avg Loss | 6.3178 | 12.2045 | 1.85 | 1.7547 | 1.6519 | 1.9262 |
| Largest Winning Trade | 1052792 | 1052792 | 46768 | 10695988 | 10695988 | 5596727 |
| Largest Losing Trade | -44487 | -25701 | -44487 | -6156971 | -6156971 | -4606401 |
| Avg Bars in Trades | 99 | 94 | 104 | 99 | 94 | 104 |
| Avg Bars in Winners | 148 | 136 | 158 | 148 | 136 | 158 |
| Avg Bars in Losers | 53 | 58 | 47 | 53 | 58 | 47 |
| Bars Traded | 6953 | 3290 | 3663 | 6953 | 3290 | 3663 |
| 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 | -80527 | 599136 | -239017 | -87549 | 296802 | 450009 |
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7469,
"evaluation_days": 1867.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1601510400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759023303149,
"expiration_time": 1763555112000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 191,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 98,
"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": [
[
1619345.8265232958,
1457356.5282228831,
161989.2983004129,
15567064.190059656,
5460152.716314074,
10106911.47374558
],
[
1619.345827,
1457.356528,
161.989298,
15567.06419,
5460.152716,
10106.911474
],
[
0.867236,
0.780483,
0.086753,
0.27104,
0.215426,
0.248032
],
[
504.183991,
504.183991,
504.183991,
504.183991,
504.183991,
504.183991
],
[
-70199,
-34745,
-61202,
-12997392,
-8625861,
-5088716
],
[
5.966783,
10.277475,
1.958802,
1.657221,
1.391033,
2.039507
],
[
70,
35,
35,
70,
35,
35
],
[
34,
16,
18,
34,
16,
18
],
[
36,
19,
17,
36,
19,
17
],
[
48.571429,
45.714286,
51.428571,
48.571429,
45.714286,
51.428571
],
[
6.317771,
12.204502,
1.84998,
1.754704,
1.651851,
1.926201
],
[
1052792,
1052792,
46768,
10695988,
10695988,
5596727
],
[
-44487,
-25701,
-44487,
-6156971,
-6156971,
-4606401
],
[
99,
94,
104,
99,
94,
104
],
[
148,
136,
158,
148,
136,
158
],
[
53,
58,
47,
53,
58,
47
],
[
6953,
3290,
3663,
6953,
3290,
3663
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-80527,
599136,
-239017,
-87549,
296802,
450009
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7469,
"evaluation_days": 1867.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1601510400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759023303149,
"expiration_time": 1763555112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 191,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 98,
"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) |
|---|