| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1232908.0397 | 38766.0661 | -1271674.1058 | 1770796.3115 | -54890100.225 | 56660896.5365 |
| Total P&L (%) | -1232.908 | 38.7661 | -1271.6741 | 1770.7963 | -54890.1002 | 56660.8965 |
| Avg Daily Profit (%) | -0.6555 | 0.0206 | -0.6761 | 0.1558 | 0 | 0.3377 |
| Buy And Hold Return (%) | 537.638 | 537.638 | 537.638 | 537.638 | 537.638 | 537.638 |
| Max Trade Drawdown | -1453346 | -165350 | -1371694 | -59619831 | -65971352 | -22586922 |
| Profit Factor | 0.3003 | 1.175 | 0.1745 | 1.0147 | 0.3458 | 2.5362 |
| Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Winning Trades | 63 | 29 | 34 | 59 | 26 | 33 |
| Losing Trades | 21 | 13 | 8 | 25 | 16 | 9 |
| Profitability (%) | 75 | 69.0476 | 80.9524 | 70.2381 | 61.9048 | 78.5714 |
| Ratio Avg Win / Avg Loss | 0.1001 | 0.5267 | 0.0411 | 0.4299 | 0.2128 | 0.6917 |
| Largest Winning Trade | 40725 | 40725 | 26711 | 55177270 | 10780600 | 55177270 |
| Largest Losing Trade | -719466 | -71641 | -719466 | -43470309 | -43470309 | -12223666 |
| Avg Bars in Trades | 42 | 44 | 40 | 42 | 44 | 40 |
| Avg Bars in Winners | 12 | 13 | 11 | 16 | 9 | 22 |
| Avg Bars in Losers | 133 | 113 | 165 | 102 | 100 | 107 |
| Bars Traded | 3568 | 1848 | 1719 | 3568 | 1848 | 1719 |
| Profit Streak | 89.7369 | 89.7369 | 248.2369 | 89.7369 | 89.7369 | 248.2369 |
| Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575545 | -356895 | -575377 | -196641 | -577830 | 590219 |
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3762,
"evaluation_days": 1881,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1605009600000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759902067116,
"expiration_time": 1764757152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 177,
"offset": 0,
"a": 0.66925
}
}
} {
"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": [
[
-1232908.0396989344,
38766.0660748383,
-1271674.1057737728,
1770796.3114861993,
-54890100.2249644,
56660896.536450624
],
[
-1232.90804,
38.766066,
-1271.674106,
1770.796311,
-54890.100225,
56660.896536
],
[
-0.655454,
0.020609,
-0.676063,
0.155834,
0,
0.3377
],
[
537.637951,
537.637951,
537.637951,
537.637951,
537.637951,
537.637951
],
[
-1453346,
-165350,
-1371694,
-59619831,
-65971352,
-22586922
],
[
0.300258,
1.175027,
0.174485,
1.014661,
0.345789,
2.536192
],
[
84,
42,
42,
84,
42,
42
],
[
63,
29,
34,
59,
26,
33
],
[
21,
13,
8,
25,
16,
9
],
[
75,
69.047619,
80.952381,
70.238095,
61.904762,
78.571429
],
[
0.100086,
0.526736,
0.041055,
0.429941,
0.212793,
0.691689
],
[
40725,
40725,
26711,
55177270,
10780600,
55177270
],
[
-719466,
-71641,
-719466,
-43470309,
-43470309,
-12223666
],
[
42,
44,
40,
42,
44,
40
],
[
12,
13,
11,
16,
9,
22
],
[
133,
113,
165,
102,
100,
107
],
[
3568,
1848,
1719,
3568,
1848,
1719
],
[
89.736888,
89.736888,
248.236888,
89.736888,
89.736888,
248.236888
],
[
6,
3,
4,
6,
3,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575545,
-356895,
-575377,
-196641,
-577830,
590219
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3762,
"evaluation_days": 1881,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1605009600000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759902067116,
"expiration_time": 1764757152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 177,
"offset": 0,
"a": 0.66925
}
}
}
| # | 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) |
|---|