| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1135932.4305 | 35050.2552 | -1170982.6857 | 150355.8994 | -6555050.7214 | 6705406.6208 |
| Total P&L (%) | -1135.9324 | 35.0503 | -1170.9827 | 150.3559 | -6555.0507 | 6705.4066 |
| Avg Daily Profit (%) | -0.6059 | 0.0187 | -0.6246 | 0.049 | 0 | 0.2254 |
| Buy And Hold Return (%) | 548.8018 | 548.8018 | 548.8018 | 548.8018 | 548.8018 | 548.8018 |
| Max Trade Drawdown | -1319495 | -169434 | -1202858 | -6595693 | -6745595 | -1137866 |
| Profit Factor | 0.3354 | 1.1096 | 0.1572 | 1.0124 | 0.2986 | 3.4172 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 33 | 16 | 17 | 31 | 13 | 18 |
| Losing Trades | 31 | 16 | 15 | 33 | 19 | 14 |
| Profitability (%) | 51.5625 | 50 | 53.125 | 48.4375 | 40.625 | 56.25 |
| Ratio Avg Win / Avg Loss | 0.3151 | 1.1096 | 0.1387 | 1.0777 | 0.4364 | 2.6578 |
| Largest Winning Trade | 157429 | 157429 | 37609 | 5061876 | 836323 | 5061876 |
| Largest Losing Trade | -771681 | -57168 | -771681 | -3895906 | -3895906 | -1137866 |
| Avg Bars in Trades | 84 | 97 | 71 | 84 | 97 | 71 |
| Avg Bars in Winners | 69 | 85 | 54 | 71 | 80 | 64 |
| Avg Bars in Losers | 100 | 109 | 91 | 96 | 108 | 80 |
| Bars Traded | 5417 | 3120 | 2297 | 5417 | 3120 | 2297 |
| 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 | -724075 | -433704 | -580405 | -644285 | -584456 | 560432 |
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5624,
"evaluation_days": 1874.67,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1600646400000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759346085010,
"expiration_time": 1764193536000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 114,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 62,
"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": [
[
-1135932.430520575,
35050.2552006053,
-1170982.6857211804,
150355.8993971433,
-6555050.721382149,
6705406.620779291
],
[
-1135.932431,
35.050255,
-1170.982686,
150.355899,
-6555.050721,
6705.406621
],
[
-0.605937,
0.018697,
-0.624634,
0.048965,
0,
0.225376
],
[
548.801794,
548.801794,
548.801794,
548.801794,
548.801794,
548.801794
],
[
-1319495,
-169434,
-1202858,
-6595693,
-6745595,
-1137866
],
[
0.33542,
1.109554,
0.15715,
1.012406,
0.298599,
3.417169
],
[
64,
32,
32,
64,
32,
32
],
[
33,
16,
17,
31,
13,
18
],
[
31,
16,
15,
33,
19,
14
],
[
51.5625,
50,
53.125,
48.4375,
40.625,
56.25
],
[
0.315091,
1.109554,
0.138662,
1.077722,
0.436414,
2.657798
],
[
157429,
157429,
37609,
5061876,
836323,
5061876
],
[
-771681,
-57168,
-771681,
-3895906,
-3895906,
-1137866
],
[
84,
97,
71,
84,
97,
71
],
[
69,
85,
54,
71,
80,
64
],
[
100,
109,
91,
96,
108,
80
],
[
5417,
3120,
2297,
5417,
3120,
2297
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-724075,
-433704,
-580405,
-644285,
-584456,
560432
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5624,
"evaluation_days": 1874.67,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1600646400000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759346085010,
"expiration_time": 1764193536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 114,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 62,
"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) |
|---|