| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2025471.6776 | -43862.9399 | -1981608.7377 | 2423712.9763 | 20472987.5901 | -18049274.6138 |
| Total P&L (%) | -2025.4717 | -43.8629 | -1981.6087 | 2423.713 | 20472.9876 | -18049.2746 |
| Avg Daily Profit (%) | -1.0851 | -0.0235 | -1.0616 | 0.1731 | 0.2858 | 0 |
| Buy And Hold Return (%) | 338.254 | 338.254 | 338.254 | 338.254 | 338.254 | 338.254 |
| Max Trade Drawdown | -2201486 | -163291 | -2096428 | -22754059 | -2289768 | -31546833 |
| Profit Factor | 0.3261 | 0.9057 | 0.22 | 1.0362 | 2.1039 | 0.6274 |
| Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
| Winning Trades | 183 | 83 | 100 | 121 | 66 | 55 |
| Losing Trades | 103 | 60 | 43 | 165 | 77 | 88 |
| Profitability (%) | 63.986 | 58.042 | 69.9301 | 42.3077 | 46.1538 | 38.4615 |
| Ratio Avg Win / Avg Loss | 0.1836 | 0.6547 | 0.0946 | 1.413 | 2.4546 | 1.0039 |
| Largest Winning Trade | 37055 | 37055 | 20320 | 7999856 | 6021032 | 7999856 |
| Largest Losing Trade | -1428474 | -39783 | -1428474 | -17330528 | -1966370 | -17330528 |
| Avg Bars in Trades | 77 | 61 | 93 | 77 | 61 | 93 |
| Avg Bars in Winners | 52 | 38 | 63 | 89 | 79 | 101 |
| Avg Bars in Losers | 122 | 93 | 162 | 68 | 46 | 87 |
| Bars Traded | 22120 | 8803 | 13318 | 22120 | 8803 | 13318 |
| Profit Streak | 25.6219 | 25.6219 | 26.1219 | 25.6219 | 25.6219 | 26.1219 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576004 | -579368 | -577351 | -172953 | 419141 | -582755 |
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22400,
"evaluation_days": 1866.67,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598990400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758855328470,
"expiration_time": 1764528480000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 221,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
-2025471.677620633,
-43862.9399018591,
-1981608.7377187745,
2423712.976273589,
20472987.59008606,
-18049274.61381248
],
[
-2025.471678,
-43.86294,
-1981.608738,
2423.712976,
20472.98759,
-18049.274614
],
[
-1.085072,
-0.023498,
-1.061574,
0.173095,
0.285759,
0
],
[
338.253968,
338.253968,
338.253968,
338.253968,
338.253968,
338.253968
],
[
-2201486,
-163291,
-2096428,
-22754059,
-2289768,
-31546833
],
[
0.326149,
0.905708,
0.220033,
1.036179,
2.103911,
0.627441
],
[
286,
143,
143,
286,
143,
143
],
[
183,
83,
100,
121,
66,
55
],
[
103,
60,
43,
165,
77,
88
],
[
63.986014,
58.041958,
69.93007,
42.307692,
46.153846,
38.461538
],
[
0.18357,
0.654729,
0.094614,
1.412971,
2.454563,
1.003906
],
[
37055,
37055,
20320,
7999856,
6021032,
7999856
],
[
-1428474,
-39783,
-1428474,
-17330528,
-1966370,
-17330528
],
[
77,
61,
93,
77,
61,
93
],
[
52,
38,
63,
89,
79,
101
],
[
122,
93,
162,
68,
46,
87
],
[
22120,
8803,
13318,
22120,
8803,
13318
],
[
25.621857,
25.621857,
26.121857,
25.621857,
25.621857,
26.121857
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576004,
-579368,
-577351,
-172953,
419141,
-582755
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22400,
"evaluation_days": 1866.67,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598990400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758855328470,
"expiration_time": 1764528480000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 221,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|