| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1792061.1025 | 1837950.3246 | -45889.2221 | 185256.8832 | -272527.7903 | 457784.6735 |
| Total P&L (%) | 1792.0611 | 1837.9503 | -45.8892 | 185.2569 | -272.5278 | 457.7847 |
| Avg Daily Profit (%) | 0.9545 | 0.9789 | -0.0244 | 0.0558 | 0 | 0.0916 |
| Buy And Hold Return (%) | 274.128 | 274.128 | 274.128 | 274.128 | 274.128 | 274.128 |
| Max Trade Drawdown | -163554 | -177075 | -72237 | -3566715 | -3871104 | -576950 |
| Profit Factor | 3.107 | 4.0761 | 0.8186 | 1.0194 | 0.9612 | 1.1811 |
| Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
| Winning Trades | 48 | 17 | 31 | 48 | 17 | 31 |
| Losing Trades | 99 | 56 | 43 | 99 | 56 | 43 |
| Profitability (%) | 32.6531 | 23.2877 | 41.8919 | 32.6531 | 23.2877 | 41.8919 |
| Ratio Avg Win / Avg Loss | 6.4082 | 13.427 | 1.1355 | 2.1025 | 3.1664 | 1.6383 |
| Largest Winning Trade | 1266543 | 1266543 | 32058 | 2842933 | 2842933 | 578587 |
| Largest Losing Trade | -36458 | -36458 | -22188 | -575186 | -575186 | -411689 |
| Avg Bars in Trades | 150 | 260 | 42 | 150 | 260 | 42 |
| Avg Bars in Winners | 246 | 590 | 57 | 246 | 590 | 57 |
| Avg Bars in Losers | 104 | 160 | 31 | 104 | 160 | 31 |
| Bars Traded | 22179 | 19044 | 3135 | 22179 | 19044 | 3135 |
| 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 | 452558 | -89078 | -646722 | -488577 | -687320 | -167576 |
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22531,
"evaluation_days": 1877.58,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598616000000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759671656313,
"expiration_time": 1765505635200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 169,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 37,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
1792061.1024759219,
1837950.324612832,
-45889.22213691,
185256.8832069848,
-272527.7903328049,
457784.67353979
],
[
1792.061102,
1837.950325,
-45.889222,
185.256883,
-272.52779,
457.784674
],
[
0.954453,
0.978893,
-0.024441,
0.055844,
0,
0.091585
],
[
274.128007,
274.128007,
274.128007,
274.128007,
274.128007,
274.128007
],
[
-163554,
-177075,
-72237,
-3566715,
-3871104,
-576950
],
[
3.107022,
4.076067,
0.818633,
1.019383,
0.961236,
1.181121
],
[
147,
73,
74,
147,
73,
74
],
[
48,
17,
31,
48,
17,
31
],
[
99,
56,
43,
99,
56,
43
],
[
32.653061,
23.287671,
41.891892,
32.653061,
23.287671,
41.891892
],
[
6.408232,
13.427043,
1.135523,
2.102476,
3.166424,
1.638329
],
[
1266543,
1266543,
32058,
2842933,
2842933,
578587
],
[
-36458,
-36458,
-22188,
-575186,
-575186,
-411689
],
[
150,
260,
42,
150,
260,
42
],
[
246,
590,
57,
246,
590,
57
],
[
104,
160,
31,
104,
160,
31
],
[
22179,
19044,
3135,
22179,
19044,
3135
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
452558,
-89078,
-646722,
-488577,
-687320,
-167576
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22531,
"evaluation_days": 1877.58,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598616000000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759671656313,
"expiration_time": 1765505635200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 169,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 37,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|