| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1970548.5437 | 9800.176 | -1980348.7198 | 12249898.2573 | 132827800.095 | -120577901.8377 |
| Total P&L (%) | -1970.5485 | 9.8002 | -1980.3487 | 12249.8983 | 132827.8001 | -120577.9018 |
| Avg Daily Profit (%) | -1.0527 | 0.0052 | -1.058 | 0.2576 | 0.385 | 0 |
| Buy And Hold Return (%) | 298.2943 | 298.2943 | 298.2943 | 298.2943 | 298.2943 | 298.2943 |
| Max Trade Drawdown | -2266747 | -191621 | -2158898 | -168195068 | -26477164 | -202093448 |
| Profit Factor | 0.3598 | 1.0249 | 0.2624 | 1.0315 | 2.6314 | 0.6084 |
| Total Trades | 319 | 160 | 159 | 319 | 160 | 159 |
| Winning Trades | 226 | 101 | 125 | 142 | 78 | 64 |
| Losing Trades | 93 | 59 | 34 | 177 | 82 | 95 |
| Profitability (%) | 70.8464 | 63.125 | 78.6164 | 44.5141 | 48.75 | 40.2516 |
| Ratio Avg Win / Avg Loss | 0.1481 | 0.5987 | 0.0714 | 1.2857 | 2.7663 | 0.9031 |
| Largest Winning Trade | 39266 | 39266 | 26398 | 54490412 | 49261185 | 54490412 |
| Largest Losing Trade | -1370754 | -36165 | -1370754 | -129151123 | -8757321 | -129151123 |
| Avg Bars in Trades | 69 | 29 | 109 | 69 | 29 | 109 |
| Avg Bars in Winners | 36 | 14 | 54 | 83 | 42 | 134 |
| Avg Bars in Losers | 149 | 56 | 312 | 58 | 18 | 92 |
| Bars Traded | 22198 | 4784 | 17414 | 22198 | 4784 | 17414 |
| Profit Streak | 44.9341 | 56.5174 | 44.9341 | 44.9341 | 56.5174 | 44.9341 |
| Trades During Streak | 9 | 6 | 4 | 9 | 6 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574754 | -542554 | -575019 | -176197 | 586175 | -582797 |
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22462,
"evaluation_days": 1871.83,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598817600000,
"last_datapoint_time": 1759168800000,
"evaluation_time": 1759170306149,
"expiration_time": 1764990950400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 197,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
-1970548.5437344606,
9800.1760322049,
-1980348.7197666655,
12249898.25727252,
132827800.09501086,
-120577901.83773819
],
[
-1970.548544,
9.800176,
-1980.34872,
12249.898257,
132827.800095,
-120577.901838
],
[
-1.052739,
0.005236,
-1.057975,
0.257632,
0.384983,
0
],
[
298.294307,
298.294307,
298.294307,
298.294307,
298.294307,
298.294307
],
[
-2266747,
-191621,
-2158898,
-168195068,
-26477164,
-202093448
],
[
0.359843,
1.024918,
0.26242,
1.031465,
2.631376,
0.608382
],
[
319,
160,
159,
319,
160,
159
],
[
226,
101,
125,
142,
78,
64
],
[
93,
59,
34,
177,
82,
95
],
[
70.846395,
63.125,
78.616352,
44.514107,
48.75,
40.251572
],
[
0.148077,
0.598714,
0.071378,
1.285699,
2.766318,
0.903068
],
[
39266,
39266,
26398,
54490412,
49261185,
54490412
],
[
-1370754,
-36165,
-1370754,
-129151123,
-8757321,
-129151123
],
[
69,
29,
109,
69,
29,
109
],
[
36,
14,
54,
83,
42,
134
],
[
149,
56,
312,
58,
18,
92
],
[
22198,
4784,
17414,
22198,
4784,
17414
],
[
44.934099,
56.517432,
44.934099,
44.934099,
56.517432,
44.934099
],
[
9,
6,
4,
9,
6,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574754,
-542554,
-575019,
-176197,
586175,
-582797
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22462,
"evaluation_days": 1871.83,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598817600000,
"last_datapoint_time": 1759168800000,
"evaluation_time": 1759170306149,
"expiration_time": 1764990950400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 197,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|