| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1017545.7393 | 87568.4765 | -1105114.2158 | -73304.6036 | 2575149.3459 | -2648453.9495 |
| Total P&L (%) | -1017.5457 | 87.5685 | -1105.1142 | -73.3046 | 2575.1493 | -2648.454 |
| Avg Daily Profit (%) | -0.5433 | 0.0468 | -0.59 | -0.0705 | 0.1756 | 0 |
| Buy And Hold Return (%) | 640.7407 | 640.7407 | 640.7407 | 640.7407 | 640.7407 | 640.7407 |
| Max Trade Drawdown | -1304478 | -198468 | -736088 | -1992426 | -45524 | -2484446 |
| Profit Factor | 0.3917 | 1.3057 | 0.2029 | 0.9836 | 25.5404 | 0.3936 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 27 | 12 | 15 | 33 | 20 | 13 |
| Losing Trades | 32 | 18 | 14 | 26 | 10 | 16 |
| Profitability (%) | 45.7627 | 40 | 51.7241 | 55.9322 | 66.6667 | 44.8276 |
| Ratio Avg Win / Avg Loss | 0.4643 | 1.9585 | 0.1894 | 0.775 | 12.7702 | 0.4844 |
| Largest Winning Trade | 263524 | 263524 | 52060 | 703268 | 703268 | 598544 |
| Largest Losing Trade | -545423 | -51136 | -545423 | -1711685 | -42820 | -1711685 |
| Avg Bars in Trades | 86 | 49 | 124 | 86 | 49 | 124 |
| Avg Bars in Winners | 76 | 29 | 114 | 91 | 61 | 138 |
| Avg Bars in Losers | 95 | 63 | 136 | 80 | 26 | 114 |
| Bars Traded | 5114 | 1493 | 3621 | 5114 | 1493 | 3621 |
| 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 | -761925 | -298953 | -580609 | -759508 | 585554 | -582844 |
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5619,
"evaluation_days": 1873,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1604073600000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759203310418,
"expiration_time": 1764045216000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 233,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 116,
"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": [
[
-1017545.7392754552,
87568.4765317759,
-1105114.2158072311,
-73304.6036493634,
2575149.345875507,
-2648453.9495248683
],
[
-1017.545739,
87.568477,
-1105.114216,
-73.304604,
2575.149346,
-2648.45395
],
[
-0.543271,
0.046753,
-0.590024,
-0.070487,
0.175626,
0
],
[
640.740741,
640.740741,
640.740741,
640.740741,
640.740741,
640.740741
],
[
-1304478,
-198468,
-736088,
-1992426,
-45524,
-2484446
],
[
0.391739,
1.305699,
0.202903,
0.983609,
25.540404,
0.393587
],
[
59,
30,
29,
59,
30,
29
],
[
27,
12,
15,
33,
20,
13
],
[
32,
18,
14,
26,
10,
16
],
[
45.762712,
40,
51.724138,
55.932203,
66.666667,
44.827586
],
[
0.464284,
1.958548,
0.189376,
0.774965,
12.770202,
0.484415
],
[
263524,
263524,
52060,
703268,
703268,
598544
],
[
-545423,
-51136,
-545423,
-1711685,
-42820,
-1711685
],
[
86,
49,
124,
86,
49,
124
],
[
76,
29,
114,
91,
61,
138
],
[
95,
63,
136,
80,
26,
114
],
[
5114,
1493,
3621,
5114,
1493,
3621
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-761925,
-298953,
-580609,
-759508,
585554,
-582844
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5619,
"evaluation_days": 1873,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1604073600000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759203310418,
"expiration_time": 1764045216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 233,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 116,
"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) |
|---|