| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2080973.3099 | -67329.4728 | -2013643.8371 | 30719.3286 | 8338792.9728 | -8308073.6441 |
| Total P&L (%) | -2080.9733 | -67.3295 | -2013.6438 | 30.7193 | 8338.793 | -8308.0736 |
| Avg Daily Profit (%) | -1.1118 | -0.036 | -1.0759 | 0.0143 | 0.2373 | 0 |
| Buy And Hold Return (%) | 504.4106 | 504.4106 | 504.4106 | 504.4106 | 504.4106 | 504.4106 |
| Max Trade Drawdown | -2184434 | -142802 | -2075408 | -9741225 | -2156680 | -14197695 |
| Profit Factor | 0.2305 | 0.7905 | 0.155 | 1.0011 | 2.3225 | 0.6219 |
| Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
| Winning Trades | 59 | 26 | 33 | 43 | 25 | 18 |
| Losing Trades | 34 | 20 | 14 | 50 | 21 | 29 |
| Profitability (%) | 63.4409 | 56.5217 | 70.2128 | 46.2366 | 54.3478 | 38.2979 |
| Ratio Avg Win / Avg Loss | 0.1328 | 0.6081 | 0.0657 | 1.1641 | 1.9509 | 1.002 |
| Largest Winning Trade | 39477 | 25207 | 39477 | 4706310 | 4706310 | 4698511 |
| Largest Losing Trade | -1470741 | -57036 | -1470741 | -6484623 | -1169142 | -6484623 |
| Avg Bars in Trades | 59 | 61 | 56 | 59 | 61 | 56 |
| Avg Bars in Winners | 36 | 35 | 36 | 70 | 76 | 62 |
| Avg Bars in Losers | 98 | 95 | 103 | 49 | 44 | 52 |
| Bars Traded | 5487 | 2833 | 2654 | 5487 | 2833 | 2654 |
| Profit Streak | 44.8501 | 44.8501 | 60.5168 | 44.8501 | 44.8501 | 60.5168 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577089 | -579303 | -577100 | -558628 | 502968 | -582604 |
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5615,
"evaluation_days": 1871.67,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1600156800000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759091048796,
"expiration_time": 1763926560000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 23,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 97,
"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": [
[
-2080973.3098627795,
-67329.4727711694,
-2013643.8370916105,
30719.3286422072,
8338792.972754898,
-8308073.644112686
],
[
-2080.97331,
-67.329473,
-2013.643837,
30.719329,
8338.792973,
-8308.073644
],
[
-1.111827,
-0.035973,
-1.075854,
0.014313,
0.237258,
0
],
[
504.410626,
504.410626,
504.410626,
504.410626,
504.410626,
504.410626
],
[
-2184434,
-142802,
-2075408,
-9741225,
-2156680,
-14197695
],
[
0.230492,
0.790507,
0.15496,
1.001086,
2.322532,
0.621922
],
[
93,
46,
47,
93,
46,
47
],
[
59,
26,
33,
43,
25,
18
],
[
34,
20,
14,
50,
21,
29
],
[
63.44086,
56.521739,
70.212766,
46.236559,
54.347826,
38.297872
],
[
0.132826,
0.608083,
0.065741,
1.164054,
1.950927,
1.001985
],
[
39477,
25207,
39477,
4706310,
4706310,
4698511
],
[
-1470741,
-57036,
-1470741,
-6484623,
-1169142,
-6484623
],
[
59,
61,
56,
59,
61,
56
],
[
36,
35,
36,
70,
76,
62
],
[
98,
95,
103,
49,
44,
52
],
[
5487,
2833,
2654,
5487,
2833,
2654
],
[
44.850102,
44.850102,
60.516768,
44.850102,
44.850102,
60.516768
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577089,
-579303,
-577100,
-558628,
502968,
-582604
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5615,
"evaluation_days": 1871.67,
"actual_first_datapoint_time": 1597392000000,
"first_datapoint_time": 1600156800000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759091048796,
"expiration_time": 1763926560000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 23,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 97,
"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) |
|---|