| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1412844.2421 | 1384666.7802 | 28177.4619 | 1192572.414 | -164910.5473 | 1357482.9613 |
| Total P&L (%) | 1412.8442 | 1384.6668 | 28.1775 | 1192.5724 | -164.9105 | 1357.483 |
| Avg Daily Profit (%) | 0.7514 | 0.7364 | 0.015 | 0.1362 | 0 | 0.1426 |
| Buy And Hold Return (%) | 434.8345 | 434.8345 | 434.8345 | 434.8345 | 434.8345 | 434.8345 |
| Max Trade Drawdown | -162759 | -131382 | -110681 | -1552896 | -1987116 | -422467 |
| Profit Factor | 3.6077 | 5.8189 | 1.1107 | 1.2578 | 0.9477 | 1.9204 |
| Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
| Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
| Profitability (%) | 41.5385 | 37.5 | 45.4545 | 41.5385 | 37.5 | 45.4545 |
| Ratio Avg Win / Avg Loss | 5.0775 | 9.6982 | 1.3329 | 1.7703 | 1.5794 | 2.3045 |
| Largest Winning Trade | 852078 | 852078 | 49672 | 1115695 | 1115695 | 655024 |
| Largest Losing Trade | -43290 | -38070 | -43290 | -789475 | -789475 | -243874 |
| Avg Bars in Trades | 167 | 165 | 168 | 167 | 165 | 168 |
| Avg Bars in Winners | 282 | 286 | 278 | 282 | 286 | 278 |
| Avg Bars in Losers | 85 | 93 | 77 | 85 | 93 | 77 |
| Bars Traded | 10875 | 5304 | 5571 | 10875 | 5304 | 5571 |
| Profit Streak | 0 | 35.9564 | 0 | 0 | 35.9564 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -122933 | 493930 | -439117 | -152764 | -582350 | -3415 |
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11282,
"evaluation_days": 1880.33,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599696000000,
"last_datapoint_time": 1759852800000,
"evaluation_time": 1759863436393,
"expiration_time": 1764726624000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 160,
"offset": 0,
"a": 0.46072
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 150,
"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": [
[
1412844.2421032162,
1384666.780178816,
28177.4619244006,
1192572.4140299833,
-164910.5472885258,
1357482.9613185085
],
[
1412.844242,
1384.66678,
28.177462,
1192.572414,
-164.910547,
1357.482961
],
[
0.751381,
0.736396,
0.014985,
0.136197,
0,
0.142592
],
[
434.834484,
434.834484,
434.834484,
434.834484,
434.834484,
434.834484
],
[
-162759,
-131382,
-110681,
-1552896,
-1987116,
-422467
],
[
3.60768,
5.818928,
1.110733,
1.257823,
0.947659,
1.920427
],
[
65,
32,
33,
65,
32,
33
],
[
27,
12,
15,
27,
12,
15
],
[
38,
20,
18,
38,
20,
18
],
[
41.538462,
37.5,
45.454545,
41.538462,
37.5,
45.454545
],
[
5.077476,
9.698213,
1.33288,
1.77027,
1.579432,
2.304512
],
[
852078,
852078,
49672,
1115695,
1115695,
655024
],
[
-43290,
-38070,
-43290,
-789475,
-789475,
-243874
],
[
167,
165,
168,
167,
165,
168
],
[
282,
286,
278,
282,
286,
278
],
[
85,
93,
77,
85,
93,
77
],
[
10875,
5304,
5571,
10875,
5304,
5571
],
[
0,
35.95644,
0,
0,
35.95644,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-122933,
493930,
-439117,
-152764,
-582350,
-3415
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11282,
"evaluation_days": 1880.33,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599696000000,
"last_datapoint_time": 1759852800000,
"evaluation_time": 1759863436393,
"expiration_time": 1764726624000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 160,
"offset": 0,
"a": 0.46072
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 150,
"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) |
|---|