| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1474133.947 | -6125.668 | -1468008.2791 | 7447090.5036 | -32353775.1535 | 39800865.657 |
| Total P&L (%) | -1474.1339 | -6.1257 | -1468.0083 | 7447.0905 | -32353.7752 | 39800.8657 |
| Avg Daily Profit (%) | -0.7816 | -0.0032 | -0.7784 | 0.2295 | 0 | 0.3181 |
| Buy And Hold Return (%) | 389.4592 | 389.4592 | 389.4592 | 389.4592 | 389.4592 | 389.4592 |
| Max Trade Drawdown | -1568422 | -160160 | -910948 | -39991458 | -40006009 | -8681157 |
| Profit Factor | 0.2431 | 0.9704 | 0.1566 | 1.1212 | 0.3091 | 3.7238 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 76 | 33 | 43 | 68 | 28 | 40 |
| Losing Trades | 18 | 14 | 4 | 26 | 19 | 7 |
| Profitability (%) | 80.8511 | 70.2128 | 91.4894 | 72.3404 | 59.5745 | 85.1064 |
| Ratio Avg Win / Avg Loss | 0.0576 | 0.4117 | 0.0146 | 0.4287 | 0.2098 | 0.6517 |
| Largest Winning Trade | 44913 | 44913 | 33493 | 28865727 | 3774999 | 28865727 |
| Largest Losing Trade | -910948 | -51512 | -910948 | -22259279 | -22259279 | -7399633 |
| Avg Bars in Trades | 37 | 36 | 38 | 37 | 36 | 38 |
| Avg Bars in Winners | 11 | 8 | 13 | 17 | 7 | 24 |
| Avg Bars in Losers | 145 | 102 | 297 | 88 | 78 | 115 |
| Bars Traded | 3488 | 1699 | 1789 | 3488 | 1699 | 1789 |
| Profit Streak | 95.3349 | 95.3349 | 252.8349 | 95.3349 | 95.3349 | 252.8349 |
| Trades During Streak | 11 | 5 | 11 | 11 | 5 | 11 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574628 | -576636 | -574160 | -75505 | -578015 | 688487 |
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3772,
"evaluation_days": 1886,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1607040000000,
"last_datapoint_time": 1760313600000,
"evaluation_time": 1760342538882,
"expiration_time": 1765202112000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 224,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
-1474133.947048891,
-6125.6679794789,
-1468008.279069412,
7447090.50355426,
-32353775.15345824,
39800865.65701253
],
[
-1474.133947,
-6.125668,
-1468.008279,
7447.090504,
-32353.775153,
39800.865657
],
[
-0.781619,
-0.003248,
-0.778371,
0.229518,
0,
0.318054
],
[
389.459171,
389.459171,
389.459171,
389.459171,
389.459171,
389.459171
],
[
-1568422,
-160160,
-910948,
-39991458,
-40006009,
-8681157
],
[
0.243057,
0.970387,
0.15662,
1.121204,
0.30913,
3.723838
],
[
94,
47,
47,
94,
47,
47
],
[
76,
33,
43,
68,
28,
40
],
[
18,
14,
4,
26,
19,
7
],
[
80.851064,
70.212766,
91.489362,
72.340426,
59.574468,
85.106383
],
[
0.057566,
0.411679,
0.014569,
0.428696,
0.209767,
0.651672
],
[
44913,
44913,
33493,
28865727,
3774999,
28865727
],
[
-910948,
-51512,
-910948,
-22259279,
-22259279,
-7399633
],
[
37,
36,
38,
37,
36,
38
],
[
11,
8,
13,
17,
7,
24
],
[
145,
102,
297,
88,
78,
115
],
[
3488,
1699,
1789,
3488,
1699,
1789
],
[
95.334941,
95.334941,
252.834941,
95.334941,
95.334941,
252.834941
],
[
11,
5,
11,
11,
5,
11
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574628,
-576636,
-574160,
-75505,
-578015,
688487
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3772,
"evaluation_days": 1886,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1607040000000,
"last_datapoint_time": 1760313600000,
"evaluation_time": 1760342538882,
"expiration_time": 1765202112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 224,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|