| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1777698.7959 | -88365.5598 | -1689333.2361 | -58950.1805 | 4356668.2566 | -4415618.4372 |
| Total P&L (%) | -1777.6988 | -88.3656 | -1689.3332 | -58.9502 | 4356.6683 | -4415.6184 |
| Avg Daily Profit (%) | -0.952 | -0.0473 | -0.9047 | -0.0477 | 0.2036 | 0 |
| Buy And Hold Return (%) | 470.1836 | 470.1836 | 470.1836 | 470.1836 | 470.1836 | 470.1836 |
| Max Trade Drawdown | -2000228 | -203344 | -1825822 | -4597706 | -547476 | -5058598 |
| Profit Factor | 0.2551 | 0.7707 | 0.1557 | 0.9941 | 3.9132 | 0.478 |
| Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
| Winning Trades | 129 | 61 | 68 | 83 | 45 | 38 |
| Losing Trades | 40 | 23 | 17 | 86 | 39 | 47 |
| Profitability (%) | 76.3314 | 72.619 | 80 | 49.1124 | 53.5714 | 44.7059 |
| Ratio Avg Win / Avg Loss | 0.0791 | 0.2906 | 0.0389 | 1.03 | 3.3915 | 0.5912 |
| Largest Winning Trade | 23566 | 23566 | 19063 | 2993024 | 1722370 | 2993024 |
| Largest Losing Trade | -1093329 | -60464 | -1093329 | -3721030 | -376608 | -3721030 |
| Avg Bars in Trades | 42 | 52 | 33 | 42 | 52 | 33 |
| Avg Bars in Winners | 11 | 11 | 12 | 57 | 73 | 37 |
| Avg Bars in Losers | 142 | 161 | 118 | 28 | 27 | 30 |
| Bars Traded | 7224 | 4390 | 2834 | 7224 | 4390 | 2834 |
| Profit Streak | 22.066 | 22.066 | 59.816 | 22.066 | 22.066 | 59.816 |
| Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575012 | -577348 | -575346 | -577104 | 566952 | -581571 |
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7469,
"evaluation_days": 1867.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1601942400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759023301312,
"expiration_time": 1763555112000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 211,
"offset": 0,
"scalar": 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": [
[
-1777698.795944806,
-88365.5598468745,
-1689333.2360979312,
-58950.180524242,
4356668.2566481745,
-4415618.4371724175
],
[
-1777.698796,
-88.36556,
-1689.333236,
-58.950181,
4356.668257,
-4415.618437
],
[
-0.952041,
-0.047324,
-0.904717,
-0.047673,
0.203553,
0
],
[
470.18359,
470.18359,
470.18359,
470.18359,
470.18359,
470.18359
],
[
-2000228,
-203344,
-1825822,
-4597706,
-547476,
-5058598
],
[
0.255078,
0.770742,
0.155747,
0.994078,
3.913241,
0.47799
],
[
169,
84,
85,
169,
84,
85
],
[
129,
61,
68,
83,
45,
38
],
[
40,
23,
17,
86,
39,
47
],
[
76.331361,
72.619048,
80,
49.112426,
53.571429,
44.705882
],
[
0.079094,
0.290608,
0.038937,
1.030008,
3.391476,
0.591199
],
[
23566,
23566,
19063,
2993024,
1722370,
2993024
],
[
-1093329,
-60464,
-1093329,
-3721030,
-376608,
-3721030
],
[
42,
52,
33,
42,
52,
33
],
[
11,
11,
12,
57,
73,
37
],
[
142,
161,
118,
28,
27,
30
],
[
7224,
4390,
2834,
7224,
4390,
2834
],
[
22.065987,
22.065987,
59.815987,
22.065987,
22.065987,
59.815987
],
[
3,
1,
7,
3,
1,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575012,
-577348,
-575346,
-577104,
566952,
-581571
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7469,
"evaluation_days": 1867.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1601942400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759023301312,
"expiration_time": 1763555112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 211,
"offset": 0,
"scalar": 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) |
|---|