| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1517432.7655 | 1481131.7243 | 36301.0412 | 1393711.3966 | -250310.6957 | 1644022.0923 |
| Total P&L (%) | 1517.4328 | 1481.1317 | 36.301 | 1393.7114 | -250.3107 | 1644.0221 |
| Avg Daily Profit (%) | 0.8088 | 0.7894 | 0.0193 | 0.1442 | 0 | 0.1525 |
| Buy And Hold Return (%) | 554.2311 | 554.2311 | 554.2311 | 554.2311 | 554.2311 | 554.2311 |
| Max Trade Drawdown | -97312 | -137989 | -66517 | -2534628 | -4099005 | -1489267 |
| Profit Factor | 3.7644 | 5.4119 | 1.1703 | 1.1322 | 0.9643 | 1.466 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
| Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
| Profitability (%) | 38.4615 | 30.4348 | 46.6667 | 38.4615 | 30.4348 | 46.6667 |
| Ratio Avg Win / Avg Loss | 6.0231 | 12.3701 | 1.3374 | 1.8116 | 2.2041 | 1.6754 |
| Largest Winning Trade | 1027767 | 1027767 | 56559 | 2961001 | 2961001 | 1223496 |
| Largest Losing Trade | -31140 | -26647 | -31140 | -764192 | -764192 | -564880 |
| Avg Bars in Trades | 79 | 69 | 89 | 79 | 69 | 89 |
| Avg Bars in Winners | 130 | 127 | 131 | 130 | 127 | 131 |
| Avg Bars in Losers | 48 | 44 | 53 | 48 | 44 | 53 |
| Bars Traded | 7251 | 3212 | 4039 | 7251 | 3212 | 4039 |
| Profit Streak | 6.0091 | 7.5091 | 0 | 6.0091 | 7.5091 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 474167 | 392902 | -367253 | -81157 | -584856 | 196898 |
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7505,
"evaluation_days": 1876.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600452000000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759515184065,
"expiration_time": 1764356040000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 142,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 49,
"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": [
[
1517432.765491657,
1481131.7242525113,
36301.0412391466,
1393711.3965777077,
-250310.6957172437,
1644022.0922949517
],
[
1517.432765,
1481.131724,
36.301041,
1393.711397,
-250.310696,
1644.022092
],
[
0.808758,
0.789411,
0.019348,
0.144213,
0,
0.152483
],
[
554.231119,
554.231119,
554.231119,
554.231119,
554.231119,
554.231119
],
[
-97312,
-137989,
-66517,
-2534628,
-4099005,
-1489267
],
[
3.76441,
5.411907,
1.170264,
1.132231,
0.964301,
1.465959
],
[
91,
46,
45,
91,
46,
45
],
[
35,
14,
21,
35,
14,
21
],
[
56,
32,
24,
56,
32,
24
],
[
38.461538,
30.434783,
46.666667,
38.461538,
30.434783,
46.666667
],
[
6.023057,
12.370074,
1.337444,
1.81157,
2.204117,
1.675382
],
[
1027767,
1027767,
56559,
2961001,
2961001,
1223496
],
[
-31140,
-26647,
-31140,
-764192,
-764192,
-564880
],
[
79,
69,
89,
79,
69,
89
],
[
130,
127,
131,
130,
127,
131
],
[
48,
44,
53,
48,
44,
53
],
[
7251,
3212,
4039,
7251,
3212,
4039
],
[
6.009075,
7.509075,
0,
6.009075,
7.509075,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
474167,
392902,
-367253,
-81157,
-584856,
196898
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7505,
"evaluation_days": 1876.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600452000000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759515184065,
"expiration_time": 1764356040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 142,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 49,
"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) |
|---|