| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2282845.3434 | -122786.7374 | -2160058.606 | 1814065.896 | 25264624.8969 | -23450559.001 |
| Total P&L (%) | -2282.8453 | -122.7867 | -2160.0586 | 1814.0659 | 25264.6249 | -23450.559 |
| Avg Daily Profit (%) | -1.2126 | -0.0652 | -1.1473 | 0.1569 | 0.2945 | 0 |
| Buy And Hold Return (%) | 425.9101 | 425.9101 | 425.9101 | 425.9101 | 425.9101 | 425.9101 |
| Max Trade Drawdown | -2425084 | -246439 | -2275884 | -36412272 | -6937352 | -35223828 |
| Profit Factor | 0.265 | 0.7376 | 0.1811 | 1.0272 | 2.4067 | 0.5189 |
| Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
| Winning Trades | 183 | 84 | 99 | 117 | 64 | 53 |
| Losing Trades | 68 | 41 | 27 | 134 | 61 | 73 |
| Profitability (%) | 72.9084 | 67.2 | 78.5714 | 46.6135 | 51.2 | 42.0635 |
| Ratio Avg Win / Avg Loss | 0.0985 | 0.36 | 0.0494 | 1.1764 | 2.2939 | 0.7147 |
| Largest Winning Trade | 40215 | 33701 | 40215 | 10053537 | 10053537 | 9077065 |
| Largest Losing Trade | -1448840 | -50611 | -1448840 | -23674689 | -3244594 | -23674689 |
| Avg Bars in Trades | 44 | 42 | 46 | 44 | 42 | 46 |
| Avg Bars in Winners | 19 | 14 | 22 | 54 | 54 | 54 |
| Avg Bars in Losers | 111 | 98 | 133 | 35 | 29 | 40 |
| Bars Traded | 11094 | 5277 | 5817 | 11094 | 5277 | 5817 |
| Profit Streak | 52.3168 | 52.3168 | 55.3168 | 52.3168 | 52.3168 | 55.3168 |
| Trades During Streak | 15 | 7 | 9 | 15 | 7 | 9 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574720 | -577170 | -575371 | -183164 | 538688 | -582438 |
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11296,
"evaluation_days": 1882.67,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600128000000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760067367350,
"expiration_time": 1764934272000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcu",
"factors": {
"length": 4,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 190,
"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": [
[
-2282845.343405121,
-122786.737409494,
-2160058.605995628,
1814065.8959716898,
25264624.896944538,
-23450559.000972833
],
[
-2282.845343,
-122.786737,
-2160.058606,
1814.065896,
25264.624897,
-23450.559001
],
[
-1.212557,
-0.065219,
-1.147338,
0.156912,
0.29448,
0
],
[
425.910115,
425.910115,
425.910115,
425.910115,
425.910115,
425.910115
],
[
-2425084,
-246439,
-2275884,
-36412272,
-6937352,
-35223828
],
[
0.264975,
0.737597,
0.181136,
1.027195,
2.406743,
0.518918
],
[
251,
125,
126,
251,
125,
126
],
[
183,
84,
99,
117,
64,
53
],
[
68,
41,
27,
134,
61,
73
],
[
72.908367,
67.2,
78.571429,
46.613546,
51.2,
42.063492
],
[
0.098461,
0.360018,
0.049401,
1.176446,
2.293927,
0.714736
],
[
40215,
33701,
40215,
10053537,
10053537,
9077065
],
[
-1448840,
-50611,
-1448840,
-23674689,
-3244594,
-23674689
],
[
44,
42,
46,
44,
42,
46
],
[
19,
14,
22,
54,
54,
54
],
[
111,
98,
133,
35,
29,
40
],
[
11094,
5277,
5817,
11094,
5277,
5817
],
[
52.316752,
52.316752,
55.316752,
52.316752,
52.316752,
55.316752
],
[
15,
7,
9,
15,
7,
9
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574720,
-577170,
-575371,
-183164,
538688,
-582438
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11296,
"evaluation_days": 1882.67,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600128000000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760067367350,
"expiration_time": 1764934272000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 4,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 190,
"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) |
|---|