| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2075061.4755 | -155987.7928 | -1919073.6826 | 51590.7807 | 6924714.8188 | -6873124.038 |
| Total P&L (%) | -2075.0615 | -155.9878 | -1919.0737 | 51.5908 | 6924.7148 | -6873.124 |
| Avg Daily Profit (%) | -1.1056 | -0.0831 | -1.0225 | 0.0222 | 0.2268 | 0 |
| Buy And Hold Return (%) | 445.913 | 445.913 | 445.913 | 445.913 | 445.913 | 445.913 |
| Max Trade Drawdown | -2169933 | -234741 | -1982488 | -8599061 | -1148814 | -10341576 |
| Profit Factor | 0.2236 | 0.5919 | 0.1622 | 1.0028 | 3.2548 | 0.5514 |
| Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
| Winning Trades | 106 | 46 | 60 | 78 | 46 | 32 |
| Losing Trades | 63 | 38 | 25 | 91 | 38 | 53 |
| Profitability (%) | 62.7219 | 54.7619 | 70.5882 | 46.1538 | 54.7619 | 37.6471 |
| Ratio Avg Win / Avg Loss | 0.1329 | 0.489 | 0.0676 | 1.1699 | 2.6887 | 0.9132 |
| Largest Winning Trade | 25350 | 19016 | 25350 | 4843838 | 2871227 | 4843838 |
| Largest Losing Trade | -1219806 | -51770 | -1219806 | -6313012 | -928101 | -6313012 |
| Avg Bars in Trades | 131 | 111 | 151 | 131 | 111 | 151 |
| Avg Bars in Winners | 66 | 55 | 75 | 152 | 131 | 182 |
| Avg Bars in Losers | 239 | 178 | 333 | 113 | 86 | 132 |
| Bars Traded | 22204 | 9335 | 12870 | 22204 | 9335 | 12870 |
| Profit Streak | 0 | 93.3087 | 0 | 0 | 93.3087 | 0 |
| Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -578243 | -579047 | -578158 | -547078 | 583894 | -585908 |
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22522,
"evaluation_days": 1876.83,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599580800000,
"last_datapoint_time": 1759600800000,
"evaluation_time": 1759605868385,
"expiration_time": 1765438502400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 19,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 178,
"offset": 125
}
}
} {
"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": [
[
-2075061.4754813216,
-155987.7928374312,
-1919073.6826438918,
51590.7807107242,
6924714.81876057,
-6873124.038049843
],
[
-2075.061475,
-155.987793,
-1919.073683,
51.590781,
6924.714819,
-6873.124038
],
[
-1.10562,
-0.083112,
-1.022508,
0.022168,
0.22681,
0
],
[
445.91304,
445.91304,
445.91304,
445.91304,
445.91304,
445.91304
],
[
-2169933,
-234741,
-1982488,
-8599061,
-1148814,
-10341576
],
[
0.223623,
0.591947,
0.162151,
1.002805,
3.254786,
0.55136
],
[
169,
84,
85,
169,
84,
85
],
[
106,
46,
60,
78,
46,
32
],
[
63,
38,
25,
91,
38,
53
],
[
62.721893,
54.761905,
70.588235,
46.153846,
54.761905,
37.647059
],
[
0.132908,
0.489,
0.067563,
1.169939,
2.688736,
0.913191
],
[
25350,
19016,
25350,
4843838,
2871227,
4843838
],
[
-1219806,
-51770,
-1219806,
-6313012,
-928101,
-6313012
],
[
131,
111,
151,
131,
111,
151
],
[
66,
55,
75,
152,
131,
182
],
[
239,
178,
333,
113,
86,
132
],
[
22204,
9335,
12870,
22204,
9335,
12870
],
[
0,
93.308662,
0,
0,
93.308662,
0
],
[
0,
5,
0,
0,
5,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-578243,
-579047,
-578158,
-547078,
583894,
-585908
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22522,
"evaluation_days": 1876.83,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599580800000,
"last_datapoint_time": 1759600800000,
"evaluation_time": 1759605868385,
"expiration_time": 1765438502400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 19,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 178,
"offset": 125
}
}
}
| # | 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) |
|---|