| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1358343.8994 | -23851.9096 | -1334491.9898 | -72488.6481 | -6163182.6333 | 6090693.9852 |
| Total P&L (%) | -1358.3439 | -23.8519 | -1334.492 | -72.4886 | -6163.1826 | 6090.694 |
| Avg Daily Profit (%) | -0.7249 | -0.0127 | -0.7122 | -0.0689 | 0 | 0.2204 |
| Buy And Hold Return (%) | 457.8251 | 457.8251 | 457.8251 | 457.8251 | 457.8251 | 457.8251 |
| Max Trade Drawdown | -1556084 | -238110 | -1378239 | -6642272 | -6991393 | -1522054 |
| Profit Factor | 0.3213 | 0.9446 | 0.1503 | 0.994 | 0.3147 | 3.0205 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 37 | 17 | 20 | 37 | 15 | 22 |
| Losing Trades | 49 | 26 | 23 | 49 | 28 | 21 |
| Profitability (%) | 43.0233 | 39.5349 | 46.5116 | 43.0233 | 34.8837 | 51.1628 |
| Ratio Avg Win / Avg Loss | 0.4255 | 1.4447 | 0.1728 | 1.3163 | 0.5874 | 2.8832 |
| Largest Winning Trade | 166599 | 166599 | 33898 | 5171236 | 923848 | 5171236 |
| Largest Losing Trade | -774295 | -57921 | -774295 | -3862020 | -3862020 | -1522054 |
| Avg Bars in Trades | 127 | 143 | 111 | 127 | 143 | 111 |
| Avg Bars in Winners | 92 | 109 | 78 | 98 | 105 | 94 |
| Avg Bars in Losers | 154 | 166 | 140 | 149 | 163 | 130 |
| Bars Traded | 10983 | 6175 | 4808 | 10983 | 6175 | 4808 |
| 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 | -583261 | -583130 | -582083 | -581594 | -586605 | 510603 |
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11243,
"evaluation_days": 1873.83,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600516800000,
"last_datapoint_time": 1759291200000,
"evaluation_time": 1759298419209,
"expiration_time": 1764148176000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 186,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 217,
"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": [
[
-1358343.8993767486,
-23851.9095517576,
-1334491.9898249907,
-72488.6480991465,
-6163182.6332721785,
6090693.985173034
],
[
-1358.343899,
-23.85191,
-1334.49199,
-72.488648,
-6163.182633,
6090.693985
],
[
-0.724902,
-0.012729,
-0.712173,
-0.06885,
0,
0.220414
],
[
457.825135,
457.825135,
457.825135,
457.825135,
457.825135,
457.825135
],
[
-1556084,
-238110,
-1378239,
-6642272,
-6991393,
-1522054
],
[
0.321265,
0.944625,
0.150303,
0.993963,
0.314682,
3.020489
],
[
86,
43,
43,
86,
43,
43
],
[
37,
17,
20,
37,
15,
22
],
[
49,
26,
23,
49,
28,
21
],
[
43.023256,
39.534884,
46.511628,
43.023256,
34.883721,
51.162791
],
[
0.425458,
1.444721,
0.172849,
1.31633,
0.587406,
2.883194
],
[
166599,
166599,
33898,
5171236,
923848,
5171236
],
[
-774295,
-57921,
-774295,
-3862020,
-3862020,
-1522054
],
[
127,
143,
111,
127,
143,
111
],
[
92,
109,
78,
98,
105,
94
],
[
154,
166,
140,
149,
163,
130
],
[
10983,
6175,
4808,
10983,
6175,
4808
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-583261,
-583130,
-582083,
-581594,
-586605,
510603
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11243,
"evaluation_days": 1873.83,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600516800000,
"last_datapoint_time": 1759291200000,
"evaluation_time": 1759298419209,
"expiration_time": 1764148176000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 186,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 217,
"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) |
|---|