| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 41705.4737 | 288943.1599 | -247237.6862 | -98935.7026 | 3000650.4665 | -3099586.1691 |
| Total P&L (%) | 41.7055 | 288.9432 | -247.2377 | -98.9357 | 3000.6505 | -3099.5862 |
| Avg Daily Profit (%) | 0.0222 | 0.1541 | -0.1318 | -0.2419 | 0.1833 | 0 |
| Buy And Hold Return (%) | 424.8079 | 424.8079 | 424.8079 | 424.8079 | 424.8079 | 424.8079 |
| Max Trade Drawdown | -441940 | -213098 | -324781 | -3809498 | -2583393 | -3348838 |
| Profit Factor | 1.0302 | 1.3527 | 0.5601 | 0.9884 | 1.8123 | 0.3606 |
| Total Trades | 447 | 223 | 224 | 447 | 223 | 224 |
| Winning Trades | 325 | 181 | 144 | 325 | 181 | 144 |
| Losing Trades | 122 | 42 | 80 | 122 | 42 | 80 |
| Profitability (%) | 72.7069 | 81.1659 | 64.2857 | 72.7069 | 81.1659 | 64.2857 |
| Ratio Avg Win / Avg Loss | 0.3867 | 0.3139 | 0.3112 | 0.371 | 0.4205 | 0.2003 |
| Largest Winning Trade | 121407 | 121407 | 13860 | 675915 | 675915 | 354791 |
| Largest Losing Trade | -75936 | -68469 | -75936 | -2583393 | -2583393 | -2009145 |
| Avg Bars in Trades | 49 | 91 | 7 | 49 | 91 | 7 |
| Avg Bars in Winners | 15 | 25 | 3 | 15 | 25 | 3 |
| Avg Bars in Losers | 139 | 378 | 14 | 139 | 378 | 14 |
| Bars Traded | 22119 | 20444 | 1675 | 22119 | 20444 | 1675 |
| Profit Streak | 0 | 26.0002 | 0 | 0 | 26.0002 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -512634 | -153731 | -578031 | -575498 | 526792 | -578031 |
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22506,
"evaluation_days": 1875.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598436000000,
"last_datapoint_time": 1759485600000,
"evaluation_time": 1759492815633,
"expiration_time": 1765319155200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 180,
"offset": 0,
"std": 2.06497
}
}
} {
"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": [
[
41705.4736885433,
288943.1599161829,
-247237.6862276389,
-98935.70255439,
3000650.466531292,
-3099586.1690856805
],
[
41.705474,
288.94316,
-247.237686,
-98.935703,
3000.650467,
-3099.586169
],
[
0.022237,
0.154062,
-0.131825,
-0.241928,
0.183276,
0
],
[
424.807918,
424.807918,
424.807918,
424.807918,
424.807918,
424.807918
],
[
-441940,
-213098,
-324781,
-3809498,
-2583393,
-3348838
],
[
1.030195,
1.352714,
0.560071,
0.988418,
1.812254,
0.360611
],
[
447,
223,
224,
447,
223,
224
],
[
325,
181,
144,
325,
181,
144
],
[
122,
42,
80,
122,
42,
80
],
[
72.706935,
81.165919,
64.285714,
72.706935,
81.165919,
64.285714
],
[
0.386719,
0.313889,
0.311151,
0.371037,
0.420523,
0.20034
],
[
121407,
121407,
13860,
675915,
675915,
354791
],
[
-75936,
-68469,
-75936,
-2583393,
-2583393,
-2009145
],
[
49,
91,
7,
49,
91,
7
],
[
15,
25,
3,
15,
25,
3
],
[
139,
378,
14,
139,
378,
14
],
[
22119,
20444,
1675,
22119,
20444,
1675
],
[
0,
26.000181,
0,
0,
26.000181,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-512634,
-153731,
-578031,
-575498,
526792,
-578031
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22506,
"evaluation_days": 1875.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598436000000,
"last_datapoint_time": 1759485600000,
"evaluation_time": 1759492815633,
"expiration_time": 1765319155200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 180,
"offset": 0,
"std": 2.06497
}
}
}
| # | 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) |
|---|