| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1822238.2755 | 1877232.9387 | -54994.6633 | 211270.1284 | 975460.3876 | -764190.2592 |
| Total P&L (%) | 1822.2383 | 1877.2329 | -54.9947 | 211.2701 | 975.4604 | -764.1903 |
| Avg Daily Profit (%) | 0.9759 | 1.0053 | -0.0295 | 0.0608 | 0.1273 | 0 |
| Buy And Hold Return (%) | 619.0104 | 619.0104 | 619.0104 | 619.0104 | 619.0104 | 619.0104 |
| Max Trade Drawdown | -250157 | -216861 | -79419 | -7546942 | -6406035 | -1774279 |
| Profit Factor | 3.1677 | 4.5386 | 0.8227 | 1.0138 | 1.1014 | 0.866 |
| Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
| Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
| Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Profitability (%) | 46.9027 | 46.4286 | 47.3684 | 46.9027 | 46.4286 | 47.3684 |
| Ratio Avg Win / Avg Loss | 3.586 | 5.2368 | 0.9141 | 1.1477 | 1.2708 | 0.9622 |
| Largest Winning Trade | 1379591 | 1379591 | 41557 | 5113347 | 5113347 | 1760393 |
| Largest Losing Trade | -57039 | -57039 | -26776 | -1950530 | -1950530 | -1488478 |
| Avg Bars in Trades | 61 | 96 | 27 | 61 | 96 | 27 |
| Avg Bars in Winners | 72 | 115 | 30 | 72 | 115 | 30 |
| Avg Bars in Losers | 53 | 80 | 25 | 53 | 80 | 25 |
| Bars Traded | 7000 | 5428 | 1572 | 7000 | 5428 | 1572 |
| Profit Streak | 0 | 90.8237 | 0 | 0 | 90.8237 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 551047 | -163166 | -761578 | -483743 | -322269 | -761578 |
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7469,
"evaluation_days": 1867.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600711200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758851169565,
"expiration_time": 1763555112000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 154,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 55,
"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": [
[
1822238.2754819372,
1877232.9387455839,
-54994.6632636465,
211270.1283663057,
975460.3875779803,
-764190.259211675
],
[
1822.238275,
1877.232939,
-54.994663,
211.270128,
975.460388,
-764.190259
],
[
0.975894,
1.005346,
-0.029452,
0.060829,
0.127291,
0
],
[
619.010417,
619.010417,
619.010417,
619.010417,
619.010417,
619.010417
],
[
-250157,
-216861,
-79419,
-7546942,
-6406035,
-1774279
],
[
3.167668,
4.538568,
0.822677,
1.013788,
1.101389,
0.865969
],
[
113,
56,
57,
113,
56,
57
],
[
53,
26,
27,
53,
26,
27
],
[
60,
30,
30,
60,
30,
30
],
[
46.902655,
46.428571,
47.368421,
46.902655,
46.428571,
47.368421
],
[
3.58604,
5.23681,
0.914085,
1.147685,
1.270833,
0.962187
],
[
1379591,
1379591,
41557,
5113347,
5113347,
1760393
],
[
-57039,
-57039,
-26776,
-1950530,
-1950530,
-1488478
],
[
61,
96,
27,
61,
96,
27
],
[
72,
115,
30,
72,
115,
30
],
[
53,
80,
25,
53,
80,
25
],
[
7000,
5428,
1572,
7000,
5428,
1572
],
[
0,
90.823722,
0,
0,
90.823722,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
551047,
-163166,
-761578,
-483743,
-322269,
-761578
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7469,
"evaluation_days": 1867.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600711200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758851169565,
"expiration_time": 1763555112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 154,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 55,
"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) |
|---|