| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -302612.4839 | 273996.2837 | -576608.7677 | 4982461.3411 | -19933453.486 | 24915914.8271 |
| Total P&L (%) | -302.6125 | 273.9963 | -576.6088 | 4982.4613 | -19933.4535 | 24915.9148 |
| Avg Daily Profit (%) | -0.1608 | 0.1456 | -0.3065 | 0.209 | 0 | 0.2939 |
| Buy And Hold Return (%) | 500.7369 | 500.7369 | 500.7369 | 500.7369 | 500.7369 | 500.7369 |
| Max Trade Drawdown | -543315 | -82659 | -661836 | -18706130 | -20673222 | -2014789 |
| Profit Factor | 0.716 | 2.2095 | 0.3129 | 1.13 | 0.3749 | 4.8644 |
| Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
| Winning Trades | 67 | 34 | 33 | 51 | 24 | 27 |
| Losing Trades | 12 | 5 | 7 | 28 | 15 | 13 |
| Profitability (%) | 84.8101 | 87.1795 | 82.5 | 64.557 | 61.5385 | 67.5 |
| Ratio Avg Win / Avg Loss | 0.1282 | 0.3249 | 0.0664 | 0.6204 | 0.2343 | 2.3421 |
| Largest Winning Trade | 134840 | 134840 | 24998 | 20112816 | 1682444 | 20112816 |
| Largest Losing Trade | -425849 | -81352 | -425849 | -17481502 | -17481502 | -1966403 |
| Avg Bars in Trades | 43 | 64 | 22 | 43 | 64 | 22 |
| Avg Bars in Winners | 9 | 11 | 7 | 17 | 17 | 16 |
| Avg Bars in Losers | 230 | 424 | 91 | 89 | 138 | 33 |
| Bars Traded | 3398 | 2511 | 887 | 3398 | 2511 | 887 |
| Profit Streak | 82.5741 | 82.5741 | 292.5741 | 82.5741 | 82.5741 | 292.5741 |
| Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -605964 | -157418 | -574927 | -98773 | -578299 | 738814 |
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3763,
"evaluation_days": 1881.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1607428800000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759931205613,
"expiration_time": 1764801648000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 233,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
-302612.483914812,
273996.2837465852,
-576608.7676613969,
4982461.34106694,
-19933453.485999286,
24915914.82706622
],
[
-302.612484,
273.996284,
-576.608768,
4982.461341,
-19933.453486,
24915.914827
],
[
-0.160836,
0.145627,
-0.306462,
0.209008,
0,
0.293926
],
[
500.73688,
500.73688,
500.73688,
500.73688,
500.73688,
500.73688
],
[
-543315,
-82659,
-661836,
-18706130,
-20673222,
-2014789
],
[
0.716036,
2.209502,
0.312853,
1.129965,
0.374916,
4.864356
],
[
79,
39,
40,
79,
39,
40
],
[
67,
34,
33,
51,
24,
27
],
[
12,
5,
7,
28,
15,
13
],
[
84.810127,
87.179487,
82.5,
64.556962,
61.538462,
67.5
],
[
0.128245,
0.324927,
0.066363,
0.620373,
0.234323,
2.342097
],
[
134840,
134840,
24998,
20112816,
1682444,
20112816
],
[
-425849,
-81352,
-425849,
-17481502,
-17481502,
-1966403
],
[
43,
64,
22,
43,
64,
22
],
[
9,
11,
7,
17,
17,
16
],
[
230,
424,
91,
89,
138,
33
],
[
3398,
2511,
887,
3398,
2511,
887
],
[
82.574139,
82.574139,
292.574139,
82.574139,
82.574139,
292.574139
],
[
5,
2,
6,
5,
2,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-605964,
-157418,
-574927,
-98773,
-578299,
738814
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3763,
"evaluation_days": 1881.5,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1607428800000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759931205613,
"expiration_time": 1764801648000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 233,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|