| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1566731.9953 | -122224.0952 | -1444507.9001 | -97315.9433 | 3114773.871 | -3212089.8143 |
| Total P&L (%) | -1566.732 | -122.2241 | -1444.5079 | -97.3159 | 3114.7739 | -3212.0898 |
| Avg Daily Profit (%) | -0.835 | -0.0651 | -0.7699 | -0.1926 | 0.1851 | 0 |
| Buy And Hold Return (%) | 758.3587 | 758.3587 | 758.3587 | 758.3587 | 758.3587 | 758.3587 |
| Max Trade Drawdown | -1755640 | -326230 | -1470788 | -2854104 | -161270 | -3746176 |
| Profit Factor | 0.2433 | 0.6872 | 0.14 | 0.9808 | 12.3306 | 0.3292 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 23 | 10 | 13 | 35 | 19 | 16 |
| Losing Trades | 38 | 21 | 17 | 26 | 12 | 14 |
| Profitability (%) | 37.7049 | 32.2581 | 43.3333 | 57.377 | 61.2903 | 53.3333 |
| Ratio Avg Win / Avg Loss | 0.402 | 1.4432 | 0.1831 | 0.7286 | 7.7877 | 0.2881 |
| Largest Winning Trade | 191973 | 191973 | 44110 | 697794 | 697794 | 598688 |
| Largest Losing Trade | -747593 | -39248 | -747593 | -2822749 | -161270 | -2822749 |
| Avg Bars in Trades | 86 | 55 | 118 | 86 | 55 | 118 |
| Avg Bars in Winners | 70 | 34 | 98 | 97 | 66 | 134 |
| Avg Bars in Losers | 95 | 65 | 133 | 71 | 37 | 100 |
| Bars Traded | 5268 | 1713 | 3555 | 5268 | 1713 | 3555 |
| Profit Streak | 43.2343 | 89.901 | 0 | 43.2343 | 89.901 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -751284 | -585492 | -583418 | -745268 | 586592 | -580393 |
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5629,
"evaluation_days": 1876.33,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1604361600000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759498643351,
"expiration_time": 1764341856000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 243,
"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": [
[
-1566731.9952744197,
-122224.0951610835,
-1444507.9001133358,
-97315.9433056723,
3114773.871026012,
-3212089.8143316847
],
[
-1566.731995,
-122.224095,
-1444.5079,
-97.315943,
3114.773871,
-3212.089814
],
[
-0.834998,
-0.06514,
-0.769858,
-0.192629,
0.185125,
0
],
[
758.358663,
758.358663,
758.358663,
758.358663,
758.358663,
758.358663
],
[
-1755640,
-326230,
-1470788,
-2854104,
-161270,
-3746176
],
[
0.243319,
0.687231,
0.140046,
0.980781,
12.330561,
0.329237
],
[
61,
31,
30,
61,
31,
30
],
[
23,
10,
13,
35,
19,
16
],
[
38,
21,
17,
26,
12,
14
],
[
37.704918,
32.258065,
43.333333,
57.377049,
61.290323,
53.333333
],
[
0.402005,
1.443186,
0.183137,
0.72858,
7.787723,
0.288083
],
[
191973,
191973,
44110,
697794,
697794,
598688
],
[
-747593,
-39248,
-747593,
-2822749,
-161270,
-2822749
],
[
86,
55,
118,
86,
55,
118
],
[
70,
34,
98,
97,
66,
134
],
[
95,
65,
133,
71,
37,
100
],
[
5268,
1713,
3555,
5268,
1713,
3555
],
[
43.234298,
89.900965,
0,
43.234298,
89.900965,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-751284,
-585492,
-583418,
-745268,
586592,
-580393
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5629,
"evaluation_days": 1876.33,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1604361600000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759498643351,
"expiration_time": 1764341856000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 243,
"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) |
|---|