| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1343930.0695 | 1341304.5424 | 2625.5271 | 343199.0816 | 421322.8801 | -78123.7985 |
| Total P&L (%) | 1343.9301 | 1341.3045 | 2.6255 | 343.1991 | 421.3229 | -78.1238 |
| Avg Daily Profit (%) | 0.7197 | 0.7183 | 0.0014 | 0.0798 | 0.0885 | -0.0814 |
| Buy And Hold Return (%) | 452.1337 | 452.1337 | 452.1337 | 452.1337 | 452.1337 | 452.1337 |
| Max Trade Drawdown | -175879 | -158601 | -94252 | -3149217 | -2595823 | -1447897 |
| Profit Factor | 3.1328 | 5.5257 | 1.0079 | 1.0474 | 1.1156 | 0.9782 |
| Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
| Winning Trades | 39 | 14 | 25 | 39 | 14 | 25 |
| Losing Trades | 46 | 28 | 18 | 46 | 28 | 18 |
| Profitability (%) | 45.8824 | 33.3333 | 58.1395 | 45.8824 | 33.3333 | 58.1395 |
| Ratio Avg Win / Avg Loss | 3.6951 | 11.0515 | 0.7257 | 1.2354 | 2.2312 | 0.7043 |
| Largest Winning Trade | 892626 | 892626 | 48460 | 1989504 | 1989504 | 1134090 |
| Largest Losing Trade | -69030 | -34140 | -69030 | -1447897 | -1186141 | -1447897 |
| Avg Bars in Trades | 84 | 94 | 74 | 84 | 94 | 74 |
| Avg Bars in Winners | 119 | 173 | 89 | 119 | 173 | 89 |
| Avg Bars in Losers | 54 | 55 | 53 | 54 | 55 | 53 |
| Bars Traded | 7185 | 3989 | 3196 | 7185 | 3989 | 3196 |
| 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 | 502430 | 398501 | -569144 | -421952 | -339329 | -579672 |
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7469,
"evaluation_days": 1867.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1602244800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758917440302,
"expiration_time": 1763555112000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 225,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 163,
"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": [
[
1343930.0694564807,
1341304.5423896813,
2625.5270667998,
343199.0816168886,
421322.8800909852,
-78123.7984740971
],
[
1343.930069,
1341.304542,
2.625527,
343.199082,
421.32288,
-78.123798
],
[
0.719738,
0.718332,
0.001406,
0.079767,
0.088469,
-0.081358
],
[
452.133744,
452.133744,
452.133744,
452.133744,
452.133744,
452.133744
],
[
-175879,
-158601,
-94252,
-3149217,
-2595823,
-1447897
],
[
3.132763,
5.525748,
1.007866,
1.047434,
1.115591,
0.97824
],
[
85,
42,
43,
85,
42,
43
],
[
39,
14,
25,
39,
14,
25
],
[
46,
28,
18,
46,
28,
18
],
[
45.882353,
33.333333,
58.139535,
45.882353,
33.333333,
58.139535
],
[
3.695054,
11.051496,
0.725664,
1.235435,
2.231181,
0.704333
],
[
892626,
892626,
48460,
1989504,
1989504,
1134090
],
[
-69030,
-34140,
-69030,
-1447897,
-1186141,
-1447897
],
[
84,
94,
74,
84,
94,
74
],
[
119,
173,
89,
119,
173,
89
],
[
54,
55,
53,
54,
55,
53
],
[
7185,
3989,
3196,
7185,
3989,
3196
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
502430,
398501,
-569144,
-421952,
-339329,
-579672
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7469,
"evaluation_days": 1867.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1602244800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758917440302,
"expiration_time": 1763555112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 225,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 163,
"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) |
|---|