| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2060500.1512 | -83394.9417 | -1977105.2095 | 303938.1548 | 13411441.2499 | -13107503.0951 |
| Total P&L (%) | -2060.5002 | -83.3949 | -1977.1052 | 303.9382 | 13411.4413 | -13107.5031 |
| Avg Daily Profit (%) | -1.1038 | -0.0447 | -1.0592 | 0.0748 | 0.2632 | 0 |
| Buy And Hold Return (%) | 313.1069 | 313.1069 | 313.1069 | 313.1069 | 313.1069 | 313.1069 |
| Max Trade Drawdown | -2186455 | -203772 | -2051048 | -14916633 | -2645559 | -18480640 |
| Profit Factor | 0.2906 | 0.8304 | 0.1806 | 1.0076 | 2.1517 | 0.5381 |
| Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
| Winning Trades | 146 | 67 | 79 | 90 | 49 | 41 |
| Losing Trades | 61 | 36 | 25 | 117 | 54 | 63 |
| Profitability (%) | 70.5314 | 65.0485 | 75.9615 | 43.4783 | 47.5728 | 39.4231 |
| Ratio Avg Win / Avg Loss | 0.1214 | 0.4462 | 0.0571 | 1.3099 | 2.3713 | 0.8268 |
| Largest Winning Trade | 34387 | 34387 | 19793 | 5826079 | 5826079 | 3889336 |
| Largest Losing Trade | -1394968 | -50884 | -1394968 | -10740089 | -2490902 | -10740089 |
| Avg Bars in Trades | 106 | 118 | 94 | 106 | 118 | 94 |
| Avg Bars in Winners | 45 | 45 | 46 | 149 | 178 | 113 |
| Avg Bars in Losers | 251 | 254 | 247 | 73 | 64 | 82 |
| Bars Traded | 22063 | 12226 | 9837 | 22063 | 12226 | 9837 |
| Profit Streak | 57.1133 | 84.1133 | 57.1133 | 57.1133 | 84.1133 | 57.1133 |
| Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575462 | -577697 | -576012 | -470882 | 462845 | -583769 |
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22400,
"evaluation_days": 1866.67,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598817600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758840192271,
"expiration_time": 1764528480000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 197,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 78,
"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": [
[
-2060500.1512098638,
-83394.9416992556,
-1977105.2095106086,
303938.1548470632,
13411441.249940393,
-13107503.095093338
],
[
-2060.500151,
-83.394942,
-1977.10521,
303.938155,
13411.44125,
-13107.503095
],
[
-1.103837,
-0.044676,
-1.059162,
0.074818,
0.263173,
0
],
[
313.106905,
313.106905,
313.106905,
313.106905,
313.106905,
313.106905
],
[
-2186455,
-203772,
-2051048,
-14916633,
-2645559,
-18480640
],
[
0.290554,
0.830357,
0.180572,
1.007594,
2.151724,
0.538095
],
[
207,
103,
104,
207,
103,
104
],
[
146,
67,
79,
90,
49,
41
],
[
61,
36,
25,
117,
54,
63
],
[
70.531401,
65.048544,
75.961538,
43.478261,
47.572816,
39.423077
],
[
0.121396,
0.446162,
0.057143,
1.309873,
2.371288,
0.82683
],
[
34387,
34387,
19793,
5826079,
5826079,
3889336
],
[
-1394968,
-50884,
-1394968,
-10740089,
-2490902,
-10740089
],
[
106,
118,
94,
106,
118,
94
],
[
45,
45,
46,
149,
178,
113
],
[
251,
254,
247,
73,
64,
82
],
[
22063,
12226,
9837,
22063,
12226,
9837
],
[
57.113336,
84.113336,
57.113336,
57.113336,
84.113336,
57.113336
],
[
6,
4,
3,
6,
4,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575462,
-577697,
-576012,
-470882,
462845,
-583769
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22400,
"evaluation_days": 1866.67,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598817600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758840192271,
"expiration_time": 1764528480000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 197,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 78,
"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) |
|---|