| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -836604.9916 | 137722.0784 | -974327.07 | -17213157.1597 | 5809090.7423 | -23022247.902 |
| Total P&L (%) | -836.605 | 137.7221 | -974.3271 | -17213.1572 | 5809.0907 | -23022.2479 |
| Avg Daily Profit (%) | -0.448 | 0.0738 | -0.5218 | 0 | 0.2187 | 0 |
| Buy And Hold Return (%) | 495.685 | 495.685 | 495.685 | 495.685 | 495.685 | 495.685 |
| Max Trade Drawdown | -1025117 | -29171 | -624734 | -31427116 | -1273395 | -33557920 |
| Profit Factor | 0.4401 | 2.2178 | 0.2946 | 0.6138 | 2.1633 | 0.4183 |
| Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Winning Trades | 35 | 17 | 18 | 34 | 16 | 18 |
| Losing Trades | 22 | 12 | 10 | 23 | 13 | 10 |
| Profitability (%) | 61.4035 | 58.6207 | 64.2857 | 59.6491 | 55.1724 | 64.2857 |
| Ratio Avg Win / Avg Loss | 0.2767 | 1.5655 | 0.1637 | 0.4152 | 1.7577 | 0.2324 |
| Largest Winning Trade | 60988 | 58959 | 60988 | 2573124 | 2087297 | 2573124 |
| Largest Losing Trade | -551419 | -19863 | -551419 | -26469248 | -1273395 | -26469248 |
| Avg Bars in Trades | 118 | 50 | 189 | 118 | 50 | 189 |
| Avg Bars in Winners | 110 | 47 | 169 | 116 | 52 | 172 |
| Avg Bars in Losers | 132 | 54 | 225 | 122 | 47 | 220 |
| Bars Traded | 6767 | 1459 | 5308 | 6767 | 1459 | 5308 |
| Profit Streak | 108.8408 | 108.8408 | 287.0908 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 3 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -757841 | -254396 | -598633 | -759026 | 465420 | -599981 |
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7469,
"evaluation_days": 1867.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600106400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758917443786,
"expiration_time": 1763555112000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 126,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 162,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
-836604.9916353036,
137722.0783839884,
-974327.0700192923,
-17213157.159673266,
5809090.742326885,
-23022247.902000155
],
[
-836.604992,
137.722078,
-974.32707,
-17213.15716,
5809.090742,
-23022.247902
],
[
-0.448041,
0.073757,
-0.521798,
0,
0.218693,
0
],
[
495.685005,
495.685005,
495.685005,
495.685005,
495.685005,
495.685005
],
[
-1025117,
-29171,
-624734,
-31427116,
-1273395,
-33557920
],
[
0.440132,
2.217757,
0.294577,
0.613803,
2.16333,
0.418298
],
[
57,
29,
28,
57,
29,
28
],
[
35,
17,
18,
34,
16,
18
],
[
22,
12,
10,
23,
13,
10
],
[
61.403509,
58.62069,
64.285714,
59.649123,
55.172414,
64.285714
],
[
0.276654,
1.565475,
0.163654,
0.415219,
1.757706,
0.232388
],
[
60988,
58959,
60988,
2573124,
2087297,
2573124
],
[
-551419,
-19863,
-551419,
-26469248,
-1273395,
-26469248
],
[
118,
50,
189,
118,
50,
189
],
[
110,
47,
169,
116,
52,
172
],
[
132,
54,
225,
122,
47,
220
],
[
6767,
1459,
5308,
6767,
1459,
5308
],
[
108.840784,
108.840785,
287.090784,
0,
0,
0
],
[
2,
1,
3,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-757841,
-254396,
-598633,
-759026,
465420,
-599981
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7469,
"evaluation_days": 1867.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600106400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758917443786,
"expiration_time": 1763555112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 126,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 162,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|