| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2204514.1055 | 2045785.7752 | 158728.3303 | 18179800.6261 | 6312439.0989 | 11867361.5272 |
| Total P&L (%) | 2204.5141 | 2045.7858 | 158.7283 | 18179.8006 | 6312.4391 | 11867.3615 |
| Avg Daily Profit (%) | 1.1775 | 1.0927 | 0.0848 | 0.2786 | 0.2225 | 0.2559 |
| Buy And Hold Return (%) | 425.8181 | 425.8181 | 425.8181 | 425.8181 | 425.8181 | 425.8181 |
| Max Trade Drawdown | -95160 | -110138 | -54584 | -20234484 | -20853344 | -10573681 |
| Profit Factor | 4.829 | 6.9284 | 1.6881 | 1.1913 | 1.1116 | 1.3083 |
| Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
| Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
| Losing Trades | 83 | 45 | 38 | 83 | 45 | 38 |
| Profitability (%) | 31.9672 | 26.2295 | 37.7049 | 31.9672 | 26.2295 | 37.7049 |
| Ratio Avg Win / Avg Loss | 10.277 | 19.4861 | 2.7891 | 2.5353 | 3.1264 | 2.1616 |
| Largest Winning Trade | 1411042 | 1411042 | 57141 | 18638087 | 18638087 | 7102276 |
| Largest Losing Trade | -25712 | -25712 | -17734 | -4005325 | -4005325 | -3922983 |
| Avg Bars in Trades | 60 | 52 | 67 | 60 | 52 | 67 |
| Avg Bars in Winners | 127 | 123 | 130 | 127 | 123 | 130 |
| Avg Bars in Losers | 28 | 27 | 29 | 28 | 27 | 29 |
| Bars Traded | 7359 | 3216 | 4143 | 7359 | 3216 | 4143 |
| 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 | 477318 | -165912 | -409086 | -6995 | -274769 | -156978 |
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7489,
"evaluation_days": 1872.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599566400000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759170124528,
"expiration_time": 1764000072000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 101,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.11929,
"nc": 0.1
}
}
} {
"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": [
[
2204514.1054766895,
2045785.775179959,
158728.3302967302,
18179800.626100454,
6312439.0989331715,
11867361.527167294
],
[
2204.514105,
2045.785775,
158.72833,
18179.800626,
6312.439099,
11867.361527
],
[
1.177468,
1.092688,
0.084779,
0.278576,
0.222484,
0.255889
],
[
425.818082,
425.818082,
425.818082,
425.818082,
425.818082,
425.818082
],
[
-95160,
-110138,
-54584,
-20234484,
-20853344,
-10573681
],
[
4.828962,
6.928397,
1.688134,
1.191273,
1.11161,
1.308338
],
[
122,
61,
61,
122,
61,
61
],
[
39,
16,
23,
39,
16,
23
],
[
83,
45,
38,
83,
45,
38
],
[
31.967213,
26.229508,
37.704918,
31.967213,
26.229508,
37.704918
],
[
10.277021,
19.486118,
2.789091,
2.535274,
3.126403,
2.161602
],
[
1411042,
1411042,
57141,
18638087,
18638087,
7102276
],
[
-25712,
-25712,
-17734,
-4005325,
-4005325,
-3922983
],
[
60,
52,
67,
60,
52,
67
],
[
127,
123,
130,
127,
123,
130
],
[
28,
27,
29,
28,
27,
29
],
[
7359,
3216,
4143,
7359,
3216,
4143
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
477318,
-165912,
-409086,
-6995,
-274769,
-156978
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7489,
"evaluation_days": 1872.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1599566400000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759170124528,
"expiration_time": 1764000072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 101,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.11929,
"nc": 0.1
}
}
}
| # | 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) |
|---|