| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1587147.1136 | 1407697.8956 | 179449.2181 | 19783549.1305 | 2660110.1988 | 17123438.9317 |
| Total P&L (%) | 1587.1471 | 1407.6979 | 179.4492 | 19783.5491 | 2660.1102 | 17123.4389 |
| Avg Daily Profit (%) | 0.8464 | 0.7507 | 0.0957 | 0.2826 | 0.1771 | 0.2749 |
| Buy And Hold Return (%) | 483.9994 | 483.9994 | 483.9994 | 483.9994 | 483.9994 | 483.9994 |
| Max Trade Drawdown | -79566 | -85138 | -68778 | -20832933 | -17961237 | -10786461 |
| Profit Factor | 3.0434 | 4.3356 | 1.506 | 1.1862 | 1.0434 | 1.3811 |
| Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
| Winning Trades | 72 | 30 | 42 | 72 | 30 | 42 |
| Losing Trades | 118 | 65 | 53 | 118 | 65 | 53 |
| Profitability (%) | 37.8947 | 31.5789 | 44.2105 | 37.8947 | 31.5789 | 44.2105 |
| Ratio Avg Win / Avg Loss | 4.9879 | 9.3937 | 1.9004 | 1.944 | 2.2606 | 1.7429 |
| Largest Winning Trade | 682201 | 682201 | 49598 | 20326779 | 20326779 | 11776735 |
| Largest Losing Trade | -37139 | -19255 | -37139 | -6097400 | -6097400 | -4755093 |
| Avg Bars in Trades | 117 | 106 | 128 | 117 | 106 | 128 |
| Avg Bars in Winners | 185 | 171 | 195 | 185 | 171 | 195 |
| Avg Bars in Losers | 75 | 76 | 75 | 75 | 76 | 75 |
| Bars Traded | 22335 | 10108 | 12227 | 22335 | 10108 | 12227 |
| 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 | 447999 | 338227 | -231091 | -9588 | -172333 | 281414 |
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22503,
"evaluation_days": 1875.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598263200000,
"last_datapoint_time": 1759464000000,
"evaluation_time": 1759466151484,
"expiration_time": 1765296777600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 97,
"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": [
[
1587147.1136197168,
1407697.8955610325,
179449.2180586853,
19783549.130454805,
2660110.198775273,
17123438.931679524
],
[
1587.147114,
1407.697896,
179.449218,
19783.54913,
2660.110199,
17123.438932
],
[
0.846366,
0.750672,
0.095693,
0.282626,
0.177085,
0.274946
],
[
483.999351,
483.999351,
483.999351,
483.999351,
483.999351,
483.999351
],
[
-79566,
-85138,
-68778,
-20832933,
-17961237,
-10786461
],
[
3.04344,
4.33557,
1.505951,
1.186179,
1.043371,
1.381146
],
[
190,
95,
95,
190,
95,
95
],
[
72,
30,
42,
72,
30,
42
],
[
118,
65,
53,
118,
65,
53
],
[
37.894737,
31.578947,
44.210526,
37.894737,
31.578947,
44.210526
],
[
4.98786,
9.393736,
1.900366,
1.944016,
2.260636,
1.742875
],
[
682201,
682201,
49598,
20326779,
20326779,
11776735
],
[
-37139,
-19255,
-37139,
-6097400,
-6097400,
-4755093
],
[
117,
106,
128,
117,
106,
128
],
[
185,
171,
195,
185,
171,
195
],
[
75,
76,
75,
75,
76,
75
],
[
22335,
10108,
12227,
22335,
10108,
12227
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
447999,
338227,
-231091,
-9588,
-172333,
281414
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22503,
"evaluation_days": 1875.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598263200000,
"last_datapoint_time": 1759464000000,
"evaluation_time": 1759466151484,
"expiration_time": 1765296777600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 97,
"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) |
|---|