| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1455349.7404 | 23587.3178 | -1478937.0582 | -1097906.9128 | 17055716.8014 | -18153623.7142 |
| Total P&L (%) | -1455.3497 | 23.5873 | -1478.9371 | -1097.9069 | 17055.7168 | -18153.6237 |
| Avg Daily Profit (%) | -0.776 | 0.0126 | -0.7886 | 0 | 0.2747 | 0 |
| Buy And Hold Return (%) | 285.9097 | 285.9097 | 285.9097 | 285.9097 | 285.9097 | 285.9097 |
| Max Trade Drawdown | -1777159 | -213595 | -1626117 | -16678562 | -1642687 | -21314695 |
| Profit Factor | 0.3183 | 1.073 | 0.1838 | 0.97 | 4.9066 | 0.4377 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 67 | 31 | 36 | 43 | 26 | 17 |
| Losing Trades | 31 | 18 | 13 | 55 | 23 | 32 |
| Profitability (%) | 68.3673 | 63.2653 | 73.4694 | 43.8776 | 53.0612 | 34.6939 |
| Ratio Avg Win / Avg Loss | 0.1473 | 0.623 | 0.0664 | 1.2408 | 4.3405 | 0.8239 |
| Largest Winning Trade | 48830 | 48830 | 27390 | 8503858 | 8344342 | 8503858 |
| Largest Losing Trade | -951458 | -61343 | -951458 | -15311762 | -1642687 | -15311762 |
| Avg Bars in Trades | 225 | 264 | 187 | 225 | 264 | 187 |
| Avg Bars in Winners | 108 | 110 | 107 | 345 | 410 | 246 |
| Avg Bars in Losers | 479 | 529 | 409 | 132 | 99 | 156 |
| Bars Traded | 22140 | 12951 | 9189 | 22140 | 12951 | 9189 |
| Profit Streak | 84.8441 | 84.8441 | 161.5108 | 0 | 0 | 0 |
| Trades During Streak | 11 | 5 | 7 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576203 | -480432 | -576169 | -581231 | 608248 | -586634 |
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22506,
"evaluation_days": 1875.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598860800000,
"last_datapoint_time": 1759485600000,
"evaluation_time": 1759493730773,
"expiration_time": 1765319155200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 87,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 203,
"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": [
[
-1455349.7404394075,
23587.3178062757,
-1478937.0582456829,
-1097906.91279255,
17055716.801426876,
-18153623.71421942
],
[
-1455.34974,
23.587318,
-1478.937058,
-1097.906913,
17055.716801,
-18153.623714
],
[
-0.77598,
0.012577,
-0.788556,
0,
0.274699,
0
],
[
285.909713,
285.909713,
285.909713,
285.909713,
285.909713,
285.909713
],
[
-1777159,
-213595,
-1626117,
-16678562,
-1642687,
-21314695
],
[
0.318324,
1.073006,
0.183752,
0.970044,
4.906644,
0.43771
],
[
98,
49,
49,
98,
49,
49
],
[
67,
31,
36,
43,
26,
17
],
[
31,
18,
13,
55,
23,
32
],
[
68.367347,
63.265306,
73.469388,
43.877551,
53.061224,
34.693878
],
[
0.147284,
0.623036,
0.066355,
1.240754,
4.340493,
0.823924
],
[
48830,
48830,
27390,
8503858,
8344342,
8503858
],
[
-951458,
-61343,
-951458,
-15311762,
-1642687,
-15311762
],
[
225,
264,
187,
225,
264,
187
],
[
108,
110,
107,
345,
410,
246
],
[
479,
529,
409,
132,
99,
156
],
[
22140,
12951,
9189,
22140,
12951,
9189
],
[
84.844106,
84.844106,
161.510773,
0,
0,
0
],
[
11,
5,
7,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576203,
-480432,
-576169,
-581231,
608248,
-586634
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22506,
"evaluation_days": 1875.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598860800000,
"last_datapoint_time": 1759485600000,
"evaluation_time": 1759493730773,
"expiration_time": 1765319155200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 87,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 203,
"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) |
|---|