| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2007697.0847 | -92613.961 | -1915083.1236 | 1255829.6899 | 25700094.2875 | -24444264.5977 |
| Total P&L (%) | -2007.6971 | -92.614 | -1915.0831 | 1255.8297 | 25700.0943 | -24444.2646 |
| Avg Daily Profit (%) | -1.0744 | -0.0496 | -1.0248 | 0.1396 | 0.2976 | 0 |
| Buy And Hold Return (%) | 588.8374 | 588.8374 | 588.8374 | 588.8374 | 588.8374 | 588.8374 |
| Max Trade Drawdown | -2146141 | -233832 | -2026069 | -36351057 | -5665594 | -36752062 |
| Profit Factor | 0.2963 | 0.7966 | 0.2012 | 1.0187 | 2.5834 | 0.5217 |
| Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
| Winning Trades | 211 | 98 | 113 | 121 | 66 | 55 |
| Losing Trades | 66 | 40 | 26 | 156 | 72 | 84 |
| Profitability (%) | 76.1733 | 71.0145 | 81.295 | 43.6823 | 47.8261 | 39.5683 |
| Ratio Avg Win / Avg Loss | 0.0927 | 0.3252 | 0.0463 | 1.3133 | 2.8183 | 0.7967 |
| Largest Winning Trade | 40382 | 40382 | 40113 | 13642302 | 10473084 | 13642302 |
| Largest Losing Trade | -1307203 | -47965 | -1307203 | -26770882 | -3729095 | -26770882 |
| Avg Bars in Trades | 19 | 16 | 23 | 19 | 16 | 23 |
| Avg Bars in Winners | 8 | 5 | 10 | 26 | 23 | 30 |
| Avg Bars in Losers | 56 | 42 | 77 | 14 | 9 | 18 |
| Bars Traded | 5518 | 2279 | 3239 | 5518 | 2279 | 3239 |
| Profit Streak | 57.7357 | 85.4023 | 57.7357 | 57.7357 | 85.4023 | 57.7357 |
| Trades During Streak | 16 | 10 | 8 | 16 | 10 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -573881 | -576325 | -574775 | -211214 | 528527 | -583125 |
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5606,
"evaluation_days": 1868.67,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1599321600000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758850762089,
"expiration_time": 1763659584000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 68,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
-2007697.084678553,
-92613.9610389907,
-1915083.1236395633,
1255829.689866271,
25700094.287530594,
-24444264.597664326
],
[
-2007.697085,
-92.613961,
-1915.083124,
1255.82969,
25700.094288,
-24444.264598
],
[
-1.074399,
-0.049561,
-1.024838,
0.139608,
0.297603,
0
],
[
588.83737,
588.83737,
588.83737,
588.83737,
588.83737,
588.83737
],
[
-2146141,
-233832,
-2026069,
-36351057,
-5665594,
-36752062
],
[
0.296262,
0.796633,
0.201218,
1.018651,
2.583398,
0.521675
],
[
277,
138,
139,
277,
138,
139
],
[
211,
98,
113,
121,
66,
55
],
[
66,
40,
26,
156,
72,
84
],
[
76.173285,
71.014493,
81.294964,
43.68231,
47.826087,
39.568345
],
[
0.09267,
0.325156,
0.046298,
1.313301,
2.818252,
0.79674
],
[
40382,
40382,
40113,
13642302,
10473084,
13642302
],
[
-1307203,
-47965,
-1307203,
-26770882,
-3729095,
-26770882
],
[
19,
16,
23,
19,
16,
23
],
[
8,
5,
10,
26,
23,
30
],
[
56,
42,
77,
14,
9,
18
],
[
5518,
2279,
3239,
5518,
2279,
3239
],
[
57.735672,
85.402339,
57.735672,
57.735672,
85.402339,
57.735672
],
[
16,
10,
8,
16,
10,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-573881,
-576325,
-574775,
-211214,
528527,
-583125
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5606,
"evaluation_days": 1868.67,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1599321600000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758850762089,
"expiration_time": 1763659584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 68,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|