| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1666922.8769 | -28480.2573 | -1638442.6196 | -81089.7061 | 3888092.1826 | -3969181.8886 |
| Total P&L (%) | -1666.9229 | -28.4803 | -1638.4426 | -81.0897 | 3888.0922 | -3969.1819 |
| Avg Daily Profit (%) | -0.8852 | -0.0151 | -0.8701 | -0.0884 | 0.1959 | 0 |
| Buy And Hold Return (%) | 575.2551 | 575.2551 | 575.2551 | 575.2551 | 575.2551 | 575.2551 |
| Max Trade Drawdown | -1853551 | -162742 | -1746414 | -5202021 | -788922 | -5094664 |
| Profit Factor | 0.2884 | 0.9131 | 0.1868 | 0.9922 | 3.0431 | 0.5321 |
| Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Winning Trades | 62 | 27 | 35 | 44 | 25 | 19 |
| Losing Trades | 27 | 17 | 10 | 45 | 19 | 26 |
| Profitability (%) | 69.6629 | 61.3636 | 77.7778 | 49.4382 | 56.8182 | 42.2222 |
| Ratio Avg Win / Avg Loss | 0.1256 | 0.5749 | 0.0534 | 1.0147 | 2.3128 | 0.7281 |
| Largest Winning Trade | 32796 | 32796 | 26808 | 2718115 | 2428504 | 2718115 |
| Largest Losing Trade | -1131981 | -57441 | -1131981 | -3760970 | -788922 | -3760970 |
| Avg Bars in Trades | 122 | 141 | 103 | 122 | 141 | 103 |
| Avg Bars in Winners | 52 | 55 | 50 | 150 | 173 | 120 |
| Avg Bars in Losers | 281 | 276 | 290 | 94 | 99 | 91 |
| Bars Traded | 10879 | 6209 | 4670 | 10879 | 6209 | 4670 |
| Profit Streak | 91.7448 | 91.7448 | 135.0781 | 91.7448 | 91.7448 | 135.0781 |
| Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -576100 | -577844 | -575695 | -577478 | 576008 | -582320 |
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11298,
"evaluation_days": 1883,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599292800000,
"last_datapoint_time": 1760083200000,
"evaluation_time": 1760089948682,
"expiration_time": 1764963936000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 132,
"offset": 0,
"a": 0.39225
}
}
} {
"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": [
[
-1666922.8769149338,
-28480.2573172512,
-1638442.6195976823,
-81089.7060749989,
3888092.1825516294,
-3969181.8886266295
],
[
-1666.922877,
-28.480257,
-1638.44262,
-81.089706,
3888.092183,
-3969.181889
],
[
-0.885248,
-0.015125,
-0.870124,
-0.088408,
0.195938,
0
],
[
575.255102,
575.255102,
575.255102,
575.255102,
575.255102,
575.255102
],
[
-1853551,
-162742,
-1746414,
-5202021,
-788922,
-5094664
],
[
0.288436,
0.913148,
0.186756,
0.992192,
3.043133,
0.532084
],
[
89,
44,
45,
89,
44,
45
],
[
62,
27,
35,
44,
25,
19
],
[
27,
17,
10,
45,
19,
26
],
[
69.662921,
61.363636,
77.777778,
49.438202,
56.818182,
42.222222
],
[
0.125609,
0.574945,
0.053359,
1.014742,
2.312781,
0.728115
],
[
32796,
32796,
26808,
2718115,
2428504,
2718115
],
[
-1131981,
-57441,
-1131981,
-3760970,
-788922,
-3760970
],
[
122,
141,
103,
122,
141,
103
],
[
52,
55,
50,
150,
173,
120
],
[
281,
276,
290,
94,
99,
91
],
[
10879,
6209,
4670,
10879,
6209,
4670
],
[
91.744776,
91.744776,
135.07811,
91.744776,
91.744776,
135.07811
],
[
9,
4,
5,
9,
4,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-576100,
-577844,
-575695,
-577478,
576008,
-582320
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11298,
"evaluation_days": 1883,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599292800000,
"last_datapoint_time": 1760083200000,
"evaluation_time": 1760089948682,
"expiration_time": 1764963936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 132,
"offset": 0,
"a": 0.39225
}
}
}
| # | 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) |
|---|