| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1891224.6996 | 1766143.6899 | 125081.0097 | 8290879.9342 | 3559843.9525 | 4731035.9816 |
| Total P&L (%) | 1891.2247 | 1766.1437 | 125.081 | 8290.8799 | 3559.844 | 4731.036 |
| Avg Daily Profit (%) | 1.0042 | 0.9378 | 0.0664 | 0.2355 | 0.1913 | 0.2061 |
| Buy And Hold Return (%) | 497.8043 | 497.8043 | 497.8043 | 497.8043 | 497.8043 | 497.8043 |
| Max Trade Drawdown | -98779 | -104225 | -49140 | -7713861 | -5734988 | -4024779 |
| Profit Factor | 4.9703 | 6.9973 | 1.6878 | 1.2995 | 1.2103 | 1.4398 |
| Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Winning Trades | 27 | 10 | 17 | 27 | 10 | 17 |
| Losing Trades | 40 | 24 | 16 | 40 | 24 | 16 |
| Profitability (%) | 40.2985 | 29.4118 | 51.5152 | 40.2985 | 29.4118 | 51.5152 |
| Ratio Avg Win / Avg Loss | 7.3633 | 16.7935 | 1.5885 | 1.9252 | 2.9048 | 1.3551 |
| Largest Winning Trade | 1195428 | 1195428 | 57317 | 6523360 | 6523360 | 4214374 |
| Largest Losing Trade | -39756 | -34351 | -39756 | -3104160 | -1897403 | -3104160 |
| Avg Bars in Trades | 162 | 142 | 183 | 162 | 142 | 183 |
| Avg Bars in Winners | 258 | 267 | 252 | 258 | 267 | 252 |
| Avg Bars in Losers | 97 | 89 | 110 | 97 | 89 | 110 |
| Bars Traded | 10883 | 4832 | 6051 | 10883 | 4832 | 6051 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -106334 | 316877 | -266661 | -115517 | -1777 | 331183 |
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11300,
"evaluation_days": 1883.33,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600660800000,
"last_datapoint_time": 1760112000000,
"evaluation_time": 1760120193748,
"expiration_time": 1764993600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 227,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 106,
"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": [
[
1891224.6995883405,
1766143.6898992094,
125081.0096891308,
8290879.934172258,
3559843.9525354984,
4731035.981636758
],
[
1891.2247,
1766.14369,
125.08101,
8290.879934,
3559.843953,
4731.035982
],
[
1.004192,
0.937777,
0.066415,
0.235484,
0.191334,
0.206105
],
[
497.804273,
497.804273,
497.804273,
497.804273,
497.804273,
497.804273
],
[
-98779,
-104225,
-49140,
-7713861,
-5734988,
-4024779
],
[
4.970256,
6.9973,
1.687793,
1.299487,
1.210322,
1.439773
],
[
67,
34,
33,
67,
34,
33
],
[
27,
10,
17,
27,
10,
17
],
[
40,
24,
16,
40,
24,
16
],
[
40.298507,
29.411765,
51.515152,
40.298507,
29.411765,
51.515152
],
[
7.363343,
16.79352,
1.588511,
1.925166,
2.904772,
1.35508
],
[
1195428,
1195428,
57317,
6523360,
6523360,
4214374
],
[
-39756,
-34351,
-39756,
-3104160,
-1897403,
-3104160
],
[
162,
142,
183,
162,
142,
183
],
[
258,
267,
252,
258,
267,
252
],
[
97,
89,
110,
97,
89,
110
],
[
10883,
4832,
6051,
10883,
4832,
6051
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-106334,
316877,
-266661,
-115517,
-1777,
331183
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11300,
"evaluation_days": 1883.33,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1600660800000,
"last_datapoint_time": 1760112000000,
"evaluation_time": 1760120193748,
"expiration_time": 1764993600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 227,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 106,
"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) |
|---|