| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1980403.053 | -61026.9521 | -1919376.1009 | 1477383.1047 | 13878747.1256 | -12401364.0209 |
| Total P&L (%) | -1980.4031 | -61.027 | -1919.3761 | 1477.3831 | 13878.7471 | -12401.364 |
| Avg Daily Profit (%) | -1.0568 | -0.0326 | -1.0242 | 0.1473 | 0.264 | 0 |
| Buy And Hold Return (%) | 614.4401 | 614.4401 | 614.4401 | 614.4401 | 614.4401 | 614.4401 |
| Max Trade Drawdown | -2062035 | -128731 | -1984193 | -20754995 | -4134041 | -28200814 |
| Profit Factor | 0.2489 | 0.8097 | 0.1712 | 1.028 | 1.9977 | 0.6802 |
| Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Winning Trades | 55 | 21 | 34 | 45 | 28 | 17 |
| Losing Trades | 34 | 23 | 11 | 44 | 16 | 28 |
| Profitability (%) | 61.7978 | 47.7273 | 75.5556 | 50.5618 | 63.6364 | 37.7778 |
| Ratio Avg Win / Avg Loss | 0.1539 | 0.8868 | 0.0554 | 1.0052 | 1.1415 | 1.1203 |
| Largest Winning Trade | 34237 | 25377 | 34237 | 11181659 | 8447072 | 11181659 |
| Largest Losing Trade | -1380066 | -52761 | -1380066 | -14399187 | -2113381 | -14399187 |
| Avg Bars in Trades | 122 | 132 | 112 | 122 | 132 | 112 |
| Avg Bars in Winners | 73 | 77 | 71 | 144 | 149 | 136 |
| Avg Bars in Losers | 200 | 183 | 238 | 99 | 103 | 97 |
| Bars Traded | 10892 | 5835 | 5057 | 10892 | 5835 | 5057 |
| Profit Streak | 47.0394 | 47.0394 | 62.0394 | 47.0394 | 47.0394 | 62.0394 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577315 | -581044 | -576424 | -188137 | 491554 | -582823 |
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11244,
"evaluation_days": 1874,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599451200000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759309007888,
"expiration_time": 1764163008000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 82,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 143,
"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": [
[
-1980403.0529505066,
-61026.9520829398,
-1919376.1008675655,
1477383.1046998275,
13878747.125609433,
-12401364.02090962
],
[
-1980.403053,
-61.026952,
-1919.376101,
1477.383105,
13878.747126,
-12401.364021
],
[
-1.056779,
-0.032565,
-1.024214,
0.147299,
0.263962,
0
],
[
614.440063,
614.440063,
614.440063,
614.440063,
614.440063,
614.440063
],
[
-2062035,
-128731,
-1984193,
-20754995,
-4134041,
-28200814
],
[
0.248889,
0.809712,
0.171226,
1.028041,
1.997655,
0.680175
],
[
89,
44,
45,
89,
44,
45
],
[
55,
21,
34,
45,
28,
17
],
[
34,
23,
11,
44,
16,
28
],
[
61.797753,
47.727273,
75.555556,
50.561798,
63.636364,
37.777778
],
[
0.153859,
0.886827,
0.055397,
1.005195,
1.141517,
1.120289
],
[
34237,
25377,
34237,
11181659,
8447072,
11181659
],
[
-1380066,
-52761,
-1380066,
-14399187,
-2113381,
-14399187
],
[
122,
132,
112,
122,
132,
112
],
[
73,
77,
71,
144,
149,
136
],
[
200,
183,
238,
99,
103,
97
],
[
10892,
5835,
5057,
10892,
5835,
5057
],
[
47.039443,
47.039443,
62.039443,
47.039443,
47.039443,
62.039443
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577315,
-581044,
-576424,
-188137,
491554,
-582823
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11244,
"evaluation_days": 1874,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599451200000,
"last_datapoint_time": 1759305600000,
"evaluation_time": 1759309007888,
"expiration_time": 1764163008000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 82,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 143,
"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) |
|---|