| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -467732.8205 | 270186.4174 | -737919.2378 | 183839.4312 | -5127186.9252 | 5311026.3564 |
| Total P&L (%) | -467.7328 | 270.1864 | -737.9192 | 183.8394 | -5127.1869 | 5311.0264 |
| Avg Daily Profit (%) | -0.2495 | 0.1441 | -0.3936 | 0.0557 | 0 | 0.2131 |
| Buy And Hold Return (%) | 465.4262 | 465.4262 | 465.4262 | 465.4262 | 465.4262 | 465.4262 |
| Max Trade Drawdown | -670208 | -122807 | -812069 | -3308840 | -5576271 | -1318943 |
| Profit Factor | 0.6432 | 1.8517 | 0.2574 | 1.0183 | 0.2932 | 2.892 |
| Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Winning Trades | 34 | 16 | 18 | 34 | 14 | 20 |
| Losing Trades | 33 | 18 | 15 | 33 | 20 | 13 |
| Profitability (%) | 50.7463 | 47.0588 | 54.5455 | 50.7463 | 41.1765 | 60.6061 |
| Ratio Avg Win / Avg Loss | 0.6243 | 2.0831 | 0.2145 | 0.9883 | 0.4188 | 1.8798 |
| Largest Winning Trade | 210401 | 210401 | 35709 | 4789814 | 381561 | 4789814 |
| Largest Losing Trade | -641513 | -59152 | -641513 | -2128628 | -2128628 | -1081051 |
| Avg Bars in Trades | 163 | 193 | 133 | 163 | 193 | 133 |
| Avg Bars in Winners | 137 | 171 | 107 | 146 | 164 | 133 |
| Avg Bars in Losers | 190 | 214 | 163 | 182 | 214 | 132 |
| Bars Traded | 10982 | 6593 | 4389 | 10982 | 6593 | 4389 |
| Profit Streak | 38.8036 | 38.8036 | 115.4703 | 38.8036 | 38.8036 | 115.4703 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -700692 | -163518 | -579255 | -606373 | -583680 | 575266 |
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11248,
"evaluation_days": 1874.67,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599868800000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759375031256,
"expiration_time": 1764222336000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 111,
"offset": 0,
"std": 4.57818
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 172,
"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": [
[
-467732.8204747261,
270186.4173720026,
-737919.237846729,
183839.4312281595,
-5127186.925204661,
5311026.3564328225
],
[
-467.73282,
270.186417,
-737.919238,
183.839431,
-5127.186925,
5311.026356
],
[
-0.249501,
0.144125,
-0.393626,
0.055665,
0,
0.213119
],
[
465.42617,
465.42617,
465.42617,
465.42617,
465.42617,
465.42617
],
[
-670208,
-122807,
-812069,
-3308840,
-5576271,
-1318943
],
[
0.643209,
1.851663,
0.2574,
1.018272,
0.293188,
2.892015
],
[
67,
34,
33,
67,
34,
33
],
[
34,
16,
18,
34,
14,
20
],
[
33,
18,
15,
33,
20,
13
],
[
50.746269,
47.058824,
54.545455,
50.746269,
41.176471,
60.606061
],
[
0.624291,
2.083121,
0.2145,
0.988323,
0.41884,
1.87981
],
[
210401,
210401,
35709,
4789814,
381561,
4789814
],
[
-641513,
-59152,
-641513,
-2128628,
-2128628,
-1081051
],
[
163,
193,
133,
163,
193,
133
],
[
137,
171,
107,
146,
164,
133
],
[
190,
214,
163,
182,
214,
132
],
[
10982,
6593,
4389,
10982,
6593,
4389
],
[
38.803602,
38.803602,
115.470269,
38.803602,
38.803602,
115.470269
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-700692,
-163518,
-579255,
-606373,
-583680,
575266
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11248,
"evaluation_days": 1874.67,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599868800000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759375031256,
"expiration_time": 1764222336000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 111,
"offset": 0,
"std": 4.57818
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 172,
"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) |
|---|