| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1355855.2172 | 1356551.1691 | -695.9519 | 504915.4775 | 279086.2267 | 225829.2508 |
| Total P&L (%) | 1355.8552 | 1356.5512 | -0.696 | 504.9155 | 279.0862 | 225.8293 |
| Avg Daily Profit (%) | 0.7264 | 0.7267 | -0.0004 | 0.0965 | 0.0714 | 0.0633 |
| Buy And Hold Return (%) | 384.7346 | 384.7346 | 384.7346 | 384.7346 | 384.7346 | 384.7346 |
| Max Trade Drawdown | -204601 | -216238 | -50336 | -6109384 | -6751163 | -726164 |
| Profit Factor | 2.1962 | 2.5445 | 0.9973 | 1.0276 | 1.0189 | 1.0639 |
| Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
| Winning Trades | 116 | 59 | 57 | 116 | 59 | 57 |
| Losing Trades | 196 | 97 | 99 | 196 | 97 | 99 |
| Profitability (%) | 37.1795 | 37.8205 | 36.5385 | 37.1795 | 37.8205 | 36.5385 |
| Ratio Avg Win / Avg Loss | 3.7108 | 4.1834 | 1.7321 | 1.7362 | 1.6751 | 1.8478 |
| Largest Winning Trade | 693033 | 693033 | 21233 | 5828226 | 5828226 | 296694 |
| Largest Losing Trade | -36180 | -36180 | -12247 | -1245500 | -1245500 | -445240 |
| Avg Bars in Trades | 70 | 134 | 7 | 70 | 134 | 7 |
| Avg Bars in Winners | 99 | 187 | 8 | 99 | 187 | 8 |
| Avg Bars in Losers | 53 | 101 | 7 | 53 | 101 | 7 |
| Bars Traded | 22147 | 20926 | 1221 | 22147 | 20926 | 1221 |
| 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 | 385773 | 369811 | -582695 | -324813 | -466496 | -428000 |
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22400,
"evaluation_days": 1866.67,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1597824000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758818763517,
"expiration_time": 1764528480000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 59,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 26,
"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": [
[
1355855.2172024823,
1356551.169103549,
-695.9519010666,
504915.4774644199,
279086.2266847114,
225829.2507797075
],
[
1355.855217,
1356.551169,
-0.695952,
504.915477,
279.086227,
225.829251
],
[
0.72635,
0.726723,
-0.000373,
0.096471,
0.071414,
0.063299
],
[
384.734634,
384.734634,
384.734634,
384.734634,
384.734634,
384.734634
],
[
-204601,
-216238,
-50336,
-6109384,
-6751163,
-726164
],
[
2.196178,
2.544547,
0.997273,
1.027558,
1.018872,
1.063906
],
[
312,
156,
156,
312,
156,
156
],
[
116,
59,
57,
116,
59,
57
],
[
196,
97,
99,
196,
97,
99
],
[
37.179487,
37.820513,
36.538462,
37.179487,
37.820513,
36.538462
],
[
3.710784,
4.183408,
1.732106,
1.736218,
1.675095,
1.847837
],
[
693033,
693033,
21233,
5828226,
5828226,
296694
],
[
-36180,
-36180,
-12247,
-1245500,
-1245500,
-445240
],
[
70,
134,
7,
70,
134,
7
],
[
99,
187,
8,
99,
187,
8
],
[
53,
101,
7,
53,
101,
7
],
[
22147,
20926,
1221,
22147,
20926,
1221
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
385773,
369811,
-582695,
-324813,
-466496,
-428000
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22400,
"evaluation_days": 1866.67,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1597824000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758818763517,
"expiration_time": 1764528480000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 59,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 26,
"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) |
|---|