| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1620353.3113 | 56495.9303 | -1676849.2417 | 3423928.0831 | -75766976.7485 | 79190904.8316 |
| Total P&L (%) | -1620.3533 | 56.4959 | -1676.8492 | 3423.9281 | -75766.9767 | 79190.9048 |
| Avg Daily Profit (%) | -0.8668 | 0.0302 | -0.897 | 0.1907 | 0 | 0.3578 |
| Buy And Hold Return (%) | 626.0496 | 626.0496 | 626.0496 | 626.0496 | 626.0496 | 626.0496 |
| Max Trade Drawdown | -1904091 | -150805 | -1804744 | -77717979 | -78994361 | -17378873 |
| Profit Factor | 0.2509 | 1.2632 | 0.1394 | 1.0282 | 0.1455 | 3.404 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 49 | 25 | 24 | 45 | 22 | 23 |
| Losing Trades | 13 | 6 | 7 | 17 | 9 | 8 |
| Profitability (%) | 79.0323 | 80.6452 | 77.4194 | 72.5806 | 70.9677 | 74.1935 |
| Ratio Avg Win / Avg Loss | 0.0666 | 0.3032 | 0.0406 | 0.3884 | 0.0595 | 1.184 |
| Largest Winning Trade | 42641 | 42641 | 33262 | 90290179 | 4372608 | 90290179 |
| Largest Losing Trade | -1009681 | -67428 | -1009681 | -53350276 | -53350276 | -15853896 |
| Avg Bars in Trades | 86 | 99 | 72 | 86 | 99 | 72 |
| Avg Bars in Winners | 24 | 22 | 26 | 34 | 17 | 50 |
| Avg Bars in Losers | 319 | 421 | 232 | 224 | 302 | 136 |
| Bars Traded | 5357 | 3096 | 2261 | 5357 | 3096 | 2261 |
| 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 | -735514 | -316182 | -577263 | -339859 | -578099 | 643711 |
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5608,
"evaluation_days": 1869.33,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1604131200000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758897051074,
"expiration_time": 1763718912000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 235,
"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": [
[
-1620353.3113473016,
56495.9303044115,
-1676849.2416517134,
3423928.0831115465,
-75766976.74852109,
79190904.83163264
],
[
-1620.353311,
56.49593,
-1676.849242,
3423.928083,
-75766.976749,
79190.904832
],
[
-0.86681,
0.030223,
-0.897032,
0.19074,
0,
0.357756
],
[
626.049576,
626.049576,
626.049576,
626.049576,
626.049576,
626.049576
],
[
-1904091,
-150805,
-1804744,
-77717979,
-78994361,
-17378873
],
[
0.250887,
1.263212,
0.139367,
1.028154,
0.145542,
3.403985
],
[
62,
31,
31,
62,
31,
31
],
[
49,
25,
24,
45,
22,
23
],
[
13,
6,
7,
17,
9,
8
],
[
79.032258,
80.645161,
77.419355,
72.580645,
70.967742,
74.193548
],
[
0.066562,
0.303171,
0.040649,
0.388414,
0.05954,
1.183995
],
[
42641,
42641,
33262,
90290179,
4372608,
90290179
],
[
-1009681,
-67428,
-1009681,
-53350276,
-53350276,
-15853896
],
[
86,
99,
72,
86,
99,
72
],
[
24,
22,
26,
34,
17,
50
],
[
319,
421,
232,
224,
302,
136
],
[
5357,
3096,
2261,
5357,
3096,
2261
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-735514,
-316182,
-577263,
-339859,
-578099,
643711
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5608,
"evaluation_days": 1869.33,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1604131200000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758897051074,
"expiration_time": 1763718912000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 235,
"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) |
|---|