| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1938830.3529 | 1934075.2552 | 4755.0977 | 565179.7711 | 13859.8472 | 551319.9239 |
| Total P&L (%) | 1938.8304 | 1934.0753 | 4.7551 | 565.1798 | 13.8598 | 551.3199 |
| Avg Daily Profit (%) | 1.0313 | 1.0288 | 0.0025 | 0.1008 | 0.0069 | 0.0997 |
| Buy And Hold Return (%) | 282.2466 | 282.2466 | 282.2466 | 282.2466 | 282.2466 | 282.2466 |
| Max Trade Drawdown | -134710 | -145957 | -62585 | -3571801 | -4164617 | -835784 |
| Profit Factor | 3.0509 | 3.9883 | 1.016 | 1.0395 | 1.0014 | 1.1251 |
| Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
| Winning Trades | 75 | 27 | 48 | 75 | 27 | 48 |
| Losing Trades | 154 | 87 | 67 | 154 | 87 | 67 |
| Profitability (%) | 32.7511 | 23.6842 | 41.7391 | 32.7511 | 23.6842 | 41.7391 |
| Ratio Avg Win / Avg Loss | 6.2646 | 12.8512 | 1.4181 | 2.1345 | 3.2267 | 1.5705 |
| Largest Winning Trade | 1191231 | 1191231 | 33720 | 3501120 | 3501120 | 544174 |
| Largest Losing Trade | -26156 | -26156 | -18559 | -550839 | -550839 | -519611 |
| Avg Bars in Trades | 96 | 151 | 42 | 96 | 151 | 42 |
| Avg Bars in Winners | 168 | 346 | 68 | 168 | 346 | 68 |
| Avg Bars in Losers | 62 | 91 | 24 | 62 | 91 | 24 |
| Bars Traded | 22212 | 17316 | 4896 | 22212 | 17316 | 4896 |
| Profit Streak | 15.6975 | 0 | 61.5308 | 15.6975 | 0 | 61.5308 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 510436 | -15545 | -561095 | -245654 | -603117 | -151312 |
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22560,
"evaluation_days": 1880,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598608800000,
"last_datapoint_time": 1759874400000,
"evaluation_time": 1759877064964,
"expiration_time": 1765721952000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 168,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 25,
"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": [
[
1938830.3529075887,
1934075.255194049,
4755.0977135396,
565179.7711161721,
13859.8471699521,
551319.9239462196
],
[
1938.830353,
1934.075255,
4.755098,
565.179771,
13.859847,
551.319924
],
[
1.031293,
1.028763,
0.002529,
0.100843,
0.006904,
0.099722
],
[
282.246582,
282.246582,
282.246582,
282.246582,
282.246582,
282.246582
],
[
-134710,
-145957,
-62585,
-3571801,
-4164617,
-835784
],
[
3.050936,
3.988309,
1.01595,
1.039542,
1.001402,
1.12512
],
[
229,
114,
115,
229,
114,
115
],
[
75,
27,
48,
75,
27,
48
],
[
154,
87,
67,
154,
87,
67
],
[
32.751092,
23.684211,
41.73913,
32.751092,
23.684211,
41.73913
],
[
6.264589,
12.851218,
1.418097,
2.134526,
3.226739,
1.57048
],
[
1191231,
1191231,
33720,
3501120,
3501120,
544174
],
[
-26156,
-26156,
-18559,
-550839,
-550839,
-519611
],
[
96,
151,
42,
96,
151,
42
],
[
168,
346,
68,
168,
346,
68
],
[
62,
91,
24,
62,
91,
24
],
[
22212,
17316,
4896,
22212,
17316,
4896
],
[
15.697511,
0,
61.530844,
15.697511,
0,
61.530844
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
510436,
-15545,
-561095,
-245654,
-603117,
-151312
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22560,
"evaluation_days": 1880,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598608800000,
"last_datapoint_time": 1759874400000,
"evaluation_time": 1759877064964,
"expiration_time": 1765721952000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 168,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 25,
"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) |
|---|