| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 783071.9269 | 748527.0058 | 34544.9211 | 1118521.3599 | -2226710.7282 | 3345232.0881 |
| Total P&L (%) | 783.0719 | 748.527 | 34.5449 | 1118.5214 | -2226.7107 | 3345.2321 |
| Avg Daily Profit (%) | 0.4179 | 0.3995 | 0.0184 | 0.1335 | 0 | 0.1891 |
| Buy And Hold Return (%) | 461.4005 | 461.4005 | 461.4005 | 461.4005 | 461.4005 | 461.4005 |
| Max Trade Drawdown | -176824 | -181083 | -14196 | -20366889 | -20522862 | -213104 |
| Profit Factor | 2.8104 | 2.8874 | 1.961 | 1.0413 | 0.9152 | 5.015 |
| Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
| Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
| Profitability (%) | 58.4615 | 59.375 | 57.5758 | 58.4615 | 59.375 | 57.5758 |
| Ratio Avg Win / Avg Loss | 1.9969 | 1.9756 | 1.4449 | 0.7399 | 0.6262 | 3.6952 |
| Largest Winning Trade | 266333 | 266333 | 9238 | 8027949 | 8027949 | 1742288 |
| Largest Losing Trade | -64224 | -64224 | -9655 | -7802650 | -7802650 | -139522 |
| Avg Bars in Trades | 82 | 165 | 1 | 82 | 165 | 1 |
| Avg Bars in Winners | 61 | 120 | 2 | 61 | 120 | 2 |
| Avg Bars in Losers | 111 | 230 | 1 | 111 | 230 | 1 |
| Bars Traded | 5340 | 5280 | 60 | 5340 | 5280 | 60 |
| Profit Streak | 50.4536 | 0 | 140.1203 | 50.4536 | 0 | 140.1203 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -127981 | 253136 | -329581 | -329516 | -579595 | 632025 |
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5621,
"evaluation_days": 1873.67,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1598140800000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759258392624,
"expiration_time": 1764104544000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 9,
"offset": 0,
"std": 2.82982
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 27,
"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": [
[
783071.9268630012,
748527.0057505338,
34544.9211124673,
1118521.3598850616,
-2226710.728215025,
3345232.088100082
],
[
783.071927,
748.527006,
34.544921,
1118.52136,
-2226.710728,
3345.232088
],
[
0.417935,
0.399498,
0.018437,
0.133529,
0,
0.18909
],
[
461.400464,
461.400464,
461.400464,
461.400464,
461.400464,
461.400464
],
[
-176824,
-181083,
-14196,
-20366889,
-20522862,
-213104
],
[
2.810401,
2.887398,
1.960951,
1.041298,
0.915177,
5.014956
],
[
65,
32,
33,
65,
32,
33
],
[
38,
19,
19,
38,
19,
19
],
[
27,
13,
14,
27,
13,
14
],
[
58.461538,
59.375,
57.575758,
58.461538,
59.375,
57.575758
],
[
1.996864,
1.975588,
1.444911,
0.739869,
0.626174,
3.695231
],
[
266333,
266333,
9238,
8027949,
8027949,
1742288
],
[
-64224,
-64224,
-9655,
-7802650,
-7802650,
-139522
],
[
82,
165,
1,
82,
165,
1
],
[
61,
120,
2,
61,
120,
2
],
[
111,
230,
1,
111,
230,
1
],
[
5340,
5280,
60,
5340,
5280,
60
],
[
50.453618,
0,
140.120285,
50.453618,
0,
140.120285
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-127981,
253136,
-329581,
-329516,
-579595,
632025
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5621,
"evaluation_days": 1873.67,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1598140800000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759258392624,
"expiration_time": 1764104544000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 9,
"offset": 0,
"std": 2.82982
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 27,
"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) |
|---|