| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1845021.7831 | 1931071.4845 | -86049.7014 | 21204.5326 | 868490.0997 | -847285.5671 |
| Total P&L (%) | 1845.0218 | 1931.0715 | -86.0497 | 21.2045 | 868.4901 | -847.2856 |
| Avg Daily Profit (%) | 0.985 | 1.031 | -0.0459 | 0.0103 | 0.1213 | 0 |
| Buy And Hold Return (%) | 441.1092 | 441.1092 | 441.1092 | 441.1092 | 441.1092 | 441.1092 |
| Max Trade Drawdown | -289272 | -242398 | -113905 | -7835282 | -7194822 | -2074228 |
| Profit Factor | 2.8416 | 3.7971 | 0.7237 | 1.0014 | 1.0756 | 0.7953 |
| Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
| Winning Trades | 101 | 45 | 56 | 101 | 45 | 56 |
| Losing Trades | 165 | 88 | 77 | 165 | 88 | 77 |
| Profitability (%) | 37.9699 | 33.8346 | 42.1053 | 37.9699 | 33.8346 | 42.1053 |
| Ratio Avg Win / Avg Loss | 4.6422 | 7.4254 | 0.9951 | 1.6359 | 2.1035 | 1.0935 |
| Largest Winning Trade | 1422506 | 1422506 | 16577 | 6822980 | 6822980 | 323738 |
| Largest Losing Trade | -45199 | -45199 | -25247 | -1305351 | -1305351 | -609254 |
| Avg Bars in Trades | 81 | 137 | 25 | 81 | 137 | 25 |
| Avg Bars in Winners | 119 | 229 | 31 | 119 | 229 | 31 |
| Avg Bars in Losers | 58 | 90 | 21 | 58 | 90 | 21 |
| Bars Traded | 21656 | 18259 | 3397 | 21656 | 18259 | 3397 |
| 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 | 482553 | 428573 | -583771 | -566102 | -180455 | -582105 |
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22477,
"evaluation_days": 1873.08,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599904800000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759278988742,
"expiration_time": 1765102838400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 247,
"offset": 101
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
1845021.7831464286,
1931071.4845216824,
-86049.7013752533,
21204.5325980443,
868490.0996572918,
-847285.567059247
],
[
1845.021783,
1931.071485,
-86.049701,
21.204533,
868.4901,
-847.285567
],
[
0.98502,
1.03096,
-0.04594,
0.010268,
0.121295,
0
],
[
441.109182,
441.109182,
441.109182,
441.109182,
441.109182,
441.109182
],
[
-289272,
-242398,
-113905,
-7835282,
-7194822,
-2074228
],
[
2.84159,
3.797079,
0.723735,
1.001358,
1.075644,
0.795289
],
[
266,
133,
133,
266,
133,
133
],
[
101,
45,
56,
101,
45,
56
],
[
165,
88,
77,
165,
88,
77
],
[
37.969925,
33.834586,
42.105263,
37.969925,
33.834586,
42.105263
],
[
4.642202,
7.425399,
0.995135,
1.635881,
2.103481,
1.093522
],
[
1422506,
1422506,
16577,
6822980,
6822980,
323738
],
[
-45199,
-45199,
-25247,
-1305351,
-1305351,
-609254
],
[
81,
137,
25,
81,
137,
25
],
[
119,
229,
31,
119,
229,
31
],
[
58,
90,
21,
58,
90,
21
],
[
21656,
18259,
3397,
21656,
18259,
3397
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
482553,
428573,
-583771,
-566102,
-180455,
-582105
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22477,
"evaluation_days": 1873.08,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599904800000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759278988742,
"expiration_time": 1765102838400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 247,
"offset": 101
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|